arXiv subjects

H. Vincent Poor

Publications and source records attributed to H. Vincent Poor.

At least 955 records · Page 53Linked to original sources

arXiv2007

Opportunistic Communications in an Orthogonal Multiaccess Relay Channel

The problem of resource allocation is studied for a two-user fading orthogonal multiaccess relay channel (MARC) where both users (sources) communicate with a destination in the presence of a relay. A half-duplex relay is considered that transmits on a channel orthogonal to that used by the sources. The instantaneous fading state between every transmit-receive pair in this network is assumed to be known at both the transmitter and receiver. Under an average power constraint at each source and the relay, the sum-rate for the achievable strategy of decode-and-forward (DF) is maximized over all power allocations (policies) at the sources and relay. It is shown that the sum-rate maximizing policy exploits the multiuser fading diversity to reveal the optimality of opportunistic channel use by each user. A geometric interpretation of the optimal power policy is also presented.

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arXiv2007

Power control algorithms for CDMA networks based on large system analysis

Power control is a fundamental task accomplished in any wireless cellular network; its aim is to set the transmit power of any mobile terminal, so that each user is able to achieve its own target SINR. While conventional power control algorithms require knowledge of a number of parameters of the signal of interest and of the multiaccess interference, in this paper it is shown that in a large CDMA system much of this information can be dispensed with, and effective distributed power control algorithms may be implemented with very little information on the user of interest. An uplink CDMA system subject to flat fading is considered with a focus on the cases in which a linear MMSE receiver and a non-linear MMSE serial interference cancellation receiver are adopted; for the latter case new formulas are also given for the system SINR in the large system asymptote. Experimental results show an excellent agreement between the performance and the power profile of the proposed distributed algorithms and that of conventional ones that require much greater prior knowledge.

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arXiv2007

Power control and receiver design for energy efficiency in multipath CDMA channels with bandlimited waveforms

This paper is focused on the cross-layer design problem of joint multiuser detection and power control for energy-efficiency optimization in a wireless data network through a game-theoretic approach. Building on work of Meshkati, et al., wherein the tools of game-theory are used in order to achieve energy-efficiency in a simple synchronous code division multiple access system, system asynchronism, the use of bandlimited chip-pulses, and the multipath distortion induced by the wireless channel are explicitly incorporated into the analysis. Several non-cooperative games are proposed wherein users may vary their transmit power and their uplink receiver in order to maximize their utility, which is defined here as the ratio of data throughput to transmit power. In particular, the case in which a linear multiuser detector is adopted at the receiver is considered first, and then, the more challenging case in which non-linear decision feedback multiuser detectors are employed is considered. The proposed games are shown to admit a unique Nash equilibrium point, while simulation results show the effectiveness of the proposed solutions, as well as that the use of a decision-feedback multiuser receiver brings remarkable performance improvements.

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arXiv2007

The Wiretap Channel with Feedback: Encryption over the Channel

In this work, the critical role of noisy feedback in enhancing the secrecy capacity of the wiretap channel is established. Unlike previous works, where a noiseless public discussion channel is used for feedback, the feed-forward and feedback signals share the same noisy channel in the present model. Quite interestingly, this noisy feedback model is shown to be more advantageous in the current setting. More specifically, the discrete memoryless modulo-additive channel with a full-duplex destination node is considered first, and it is shown that the judicious use of feedback increases the perfect secrecy capacity to the capacity of the source-destination channel in the absence of the wiretapper. In the achievability scheme, the feedback signal corresponds to a private key, known only to the destination. In the half-duplex scheme, a novel feedback technique that always achieves a positive perfect secrecy rate (even when the source-wiretapper channel is less noisy than the source-destination channel) is proposed. These results hinge on the modulo-additive property of the channel, which is exploited by the destination to perform encryption over the channel without revealing its key to the source. Finally, this scheme is extended to the continuous real valued modulo-$Λ$ channel where it is shown that the perfect secrecy capacity with feedback is also equal to the capacity in the absence of the wiretapper.

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arXiv2007

Blind Identification of Distributed Antenna Systems with Multiple Carrier Frequency Offsets

In spatially distributed multiuser antenna systems, the received signal contains multiple carrier-frequency offsets (CFOs) arising from mismatch between the oscillators of transmitters and receivers. This results in a time-varying rotation of the data constellation, which needs to be compensated at the receiver before symbol recovery. In this paper, a new approach for blind CFO estimation and symbol recovery is proposed. The received base-band signal is over-sampled, and its polyphase components are used to formulate a virtual Multiple-Input Multiple-Output (MIMO) problem. By applying blind MIMO system estimation techniques, the system response can be estimated and decoupled versions of the user symbols can be recovered, each one of which contains a distinct CFO. By applying a decision feedback Phase Lock Loop (PLL), the CFO can be mitigated and the transmitted symbols can be recovered. The estimated MIMO system response provides information about the CFOs that can be used to initialize the PLL, speed up its convergence, and avoid ambiguities usually linked with PLL.

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arXiv2007

Optimal Time to Change Premiums

The claim arrival process to an insurance company is modeled by a compound Poisson process whose intensity and/or jump size distribution changes at an unobservable time with a known distribution. It is in the insurance company's interest to detect the change time as soon as possible in order to re-evaluate a new fair value for premiums to keep its profit level the same. This is equivalent to a problem in which the intensity and the jump size change at the same time but the intensity changes to a random variable with a know distribution. This problem becomes an optimal stopping problem for a Markovian sufficient statistic. Here, a special case of this problem is solved, in which the rate of the arrivals moves up to one of two possible values, and the Markovian sufficient statistic is two-dimensional.

math.OC↗

arXiv2007

Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis

S&P 500 index data sampled at one-minute intervals over the course of 11.5 years (January 1989- May 2000) is analyzed, and in particular the Hurst parameter over segments of stationarity (the time period over which the Hurst parameter is almost constant) is estimated. An asymptotically unbiased and efficient estimator using the log-scale spectrum is employed. The estimator is asymptotically Gaussian and the variance of the estimate that is obtained from a data segment of $N$ points is of order $\frac{1}{N}$. Wavelet analysis is tailor made for the high frequency data set, since it has low computational complexity due to the pyramidal algorithm for computing the detail coefficients. This estimator is robust to additive non-stationarities, and here it is shown to exhibit some degree of robustness to multiplicative non-stationarities, such as seasonalities and volatility persistence, as well. This analysis shows that the market became more efficient in the period 1997-2000.

math.ST↗

arXiv2007

Secure Communication over Fading Channels

The fading broadcast channel with confidential messages (BCC) is investigated, where a source node has common information for two receivers (receivers 1 and 2), and has confidential information intended only for receiver 1. The confidential information needs to be kept as secret as possible from receiver 2. The broadcast channel from the source node to receivers 1 and 2 is corrupted by multiplicative fading gain coefficients in addition to additive Gaussian noise terms. The channel state information (CSI) is assumed to be known at both the transmitter and the receivers. The parallel BCC with independent subchannels is first studied, which serves as an information-theoretic model for the fading BCC. The secrecy capacity region of the parallel BCC is established. This result is then specialized to give the secrecy capacity region of the parallel BCC with degraded subchannels. The secrecy capacity region is then established for the parallel Gaussian BCC, and the optimal source power allocations that achieve the boundary of the secrecy capacity region are derived. In particular, the secrecy capacity region is established for the basic Gaussian BCC. The secrecy capacity results are then applied to study the fading BCC. Both the ergodic and outage performances are studied.

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arXiv2006

Finite-Dimensional Bounds on Zm and Binary LDPC Codes with Belief Propagation Decoders

This paper focuses on finite-dimensional upper and lower bounds on decodable thresholds of Zm and binary low-density parity-check (LDPC) codes, assuming belief propagation decoding on memoryless channels. A concrete framework is presented, admitting systematic searches for new bounds. Two noise measures are considered: the Bhattacharyya noise parameter and the soft bit value for a maximum a posteriori probability (MAP) decoder on the uncoded channel. For Zm LDPC codes, an iterative m-dimensional bound is derived for m-ary-input/symmetric-output channels, which gives a sufficient stability condition for Zm LDPC codes and is complemented by a matched necessary stability condition introduced herein. Applications to coded modulation and to codes with non-equiprobable distributed codewords are also discussed. For binary codes, two new lower bounds are provided for symmetric channels, including a two-dimensional iterative bound and a one-dimensional non-iterative bound, the latter of which is the best known bound that is tight for binary symmetric channels (BSCs), and is a strict improvement over the bound derived by the channel degradation argument. By adopting the reverse channel perspective, upper and lower bounds on the decodable Bhattacharyya noise parameter are derived for non-symmetric channels, which coincides with the existing bound for symmetric channels.

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arXiv2006

Exhausting Error-Prone Patterns in LDPC Codes

It is proved in this work that exhaustively determining bad patterns in arbitrary, finite low-density parity-check (LDPC) codes, including stopping sets for binary erasure channels (BECs) and trapping sets (also known as near-codewords) for general memoryless symmetric channels, is an NP-complete problem, and efficient algorithms are provided for codes of practical short lengths n~=500. By exploiting the sparse connectivity of LDPC codes, the stopping sets of size <=13 and the trapping sets of size <=11 can be efficiently exhaustively determined for the first time, and the resulting exhaustive list is of great importance for code analysis and finite code optimization. The featured tree-based narrowing search distinguishes this algorithm from existing ones for which inexhaustive methods are employed. One important byproduct is a pair of upper bounds on the bit-error rate (BER) & frame-error rate (FER) iterative decoding performance of arbitrary codes over BECs that can be evaluated for any value of the erasure probability, including both the waterfall and the error floor regions. The tightness of these upper bounds and the exhaustion capability of the proposed algorithm are proved when combining an optimal leaf-finding module with the tree-based search. These upper bounds also provide a worst-case-performance guarantee which is crucial to optimizing LDPC codes for extremely low error rate applications, e.g., optical/satellite communications. Extensive numerical experiments are conducted that include both randomly and algebraically constructed LDPC codes, the results of which demonstrate the superior efficiency of the exhaustion algorithm and its significant value for finite length code optimization.

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arXiv2006

Performance Analysis of Iterative Channel Estimation and Multiuser Detection in Multipath DS-CDMA Channels

This paper examines the performance of decision feedback based iterative channel estimation and multiuser detection in channel coded aperiodic DS-CDMA systems operating over multipath fading channels. First, explicit expressions describing the performance of channel estimation and parallel interference cancellation based multiuser detection are developed. These results are then combined to characterize the evolution of the performance of a system that iterates among channel estimation, multiuser detection and channel decoding. Sufficient conditions for convergence of this system to a unique fixed point are developed.

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arXiv2006

Energy Efficiency in Multi-hop CDMA Networks: A Game Theoretic Analysis

A game-theoretic analysis is used to study the effects of receiver choice on the energy efficiency of multi-hop networks in which the nodes communicate using Direct-Sequence Code Division Multiple Access (DS-CDMA). A Nash equilibrium of the game in which the network nodes can choose their receivers as well as their transmit powers to maximize the total number of bits they transmit per unit of energy is derived. The energy efficiencies resulting from the use of different linear multiuser receivers in this context are compared, looking at both the non-cooperative game and the Pareto optimal solution. For analytical ease, particular attention is paid to asymptotically large networks. Significant gains in energy efficiency are observed when multiuser receivers, particularly the linear minimum mean-square error (MMSE) receiver, are used instead of conventional matched filter receivers.

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arXiv2006

The Generalized Multiple Access Channel with Confidential Messages

A discrete memoryless generalized multiple access channel (GMAC) with confidential messages is studied, where two users attempt to transmit common information to a destination and each user also has private (confidential) information intended for the destination. This channel generalizes the multiple access channel (MAC) in that the two users also receive channel outputs. It is assumed that each user views the other user as a wire-tapper, and wishes to keep its confidential information as secret as possible from the other user. The level of secrecy of the confidential information is measured by the equivocation rate. The performance measure of interest is the rate-equivocation tuple that includes the common rate, two private rates and two equivocation rates as components. The set that includes all achievable rate-equivocation tuples is referred to as the capacity-equivocation region. For the GMAC with one confidential message set, where only one user (user 1) has private (confidential) information for the destination, inner and outer bounds on the capacity-equivocation region are derived. The secrecy capacity region is established, which is the set of all achievable rates with user 2 being perfectly ignorant of confidential messages of user 1. Furthermore, the capacity-equivocation region and the secrecy capacity region are established for the degraded GMAC with one confidential message set. For the GMAC with two confidential message sets, where both users have confidential messages for the destination, inner bounds on the capacity-equivocation region and the secrecy capacity region are obtained.

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arXiv2006

Upper Bounding the Performance of Arbitrary Finite LDPC Codes on Binary Erasure Channels

Assuming iterative decoding for binary erasure channels (BECs), a novel tree-based technique for upper bounding the bit error rates (BERs) of arbitrary, finite low-density parity-check (LDPC) codes is provided and the resulting bound can be evaluated for all operating erasure probabilities, including both the waterfall and the error floor regions. This upper bound can also be viewed as a narrowing search of stopping sets, which is an approach different from the stopping set enumeration used for lower bounding the error floor. When combined with optimal leaf-finding modules, this upper bound is guaranteed to be tight in terms of the asymptotic order. The Boolean framework proposed herein further admits a composite search for even tighter results. For comparison, a refinement of the algorithm is capable of exhausting all stopping sets of size <14 for irregular LDPC codes of length n=500, which requires approximately 1.67*10^25 trials if a brute force approach is taken. These experiments indicate that this upper bound can be used both as an analytical tool and as a deterministic worst-performance (error floor) guarantee, the latter of which is crucial to optimizing LDPC codes for extremely low BER applications, e.g., optical/satellite communications.

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arXiv2006

Energy-Efficient Power and Rate Control with QoS Constraints: A Game-Theoretic Approach

A game-theoretic model is proposed to study the cross-layer problem of joint power and rate control with quality of service (QoS) constraints in multiple-access networks. In the proposed game, each user seeks to choose its transmit power and rate in a distributed manner in order to maximize its own utility and at the same time satisfy its QoS requirements. The user's QoS constraints are specified in terms of the average source rate and average delay. The utility function considered here measures energy efficiency and the delay includes both transmission and queueing delays. The Nash equilibrium solution for the proposed non-cooperative game is derived and a closed-form expression for the utility achieved at equilibrium is obtained. It is shown that the QoS requirements of a user translate into a "size" for the user which is an indication of the amount of network resources consumed by the user. Using this framework, the tradeoffs among throughput, delay, network capacity and energy efficiency are also studied.

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arXiv2006

Generalized Multiple Access Channels with Confidential Messages

A discrete memoryless generalized multiple access channel (GMAC) with confidential messages is studied, where two users attempt to transmit common information to a destination and each user also has private (confidential) information intended for the destination. The two users are allowed to receive channel outputs, and hence may obtain the confidential information sent by each other from channel outputs they receive. However, each user views the other user as a wire-tapper, and wishes to keep its confidential information as secret as possible from the other user. The level of secrecy of the confidential information is measured by the equivocation rate, i.e., the entropy rate of the confidential information conditioned on channel outputs at the wire-tapper. The performance measure of interest for the GMAC with confidential messages is the rate-equivocation tuple that includes the common rate, two private rates and two equivocation rates as components. The set that includes all these achievable rate-equivocation tuples is referred to as the capacity-equivocation region. The GMAC with one confidential message set is first studied, where only one user (user 1) has private (confidential) information for the destination. Inner and outer bounds on the capacity-equivocation region are derived, and the capacity-equivocation are established for some classes of channels including the Gaussian GMAC. Furthermore, the secrecy capacity region is established, which is the set of all achievable rates with user 2 being perfectly ignorant of confidential messages of user 1. For the GMAC with two confidential message sets, where both users have confidential messages for the destination, an inner bound on the capacity-equivocation region is obtained.

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arXiv2006

Scalable Algorithms for Aggregating Disparate Forecasts of Probability

In this paper, computational aspects of the panel aggregation problem are addressed. Motivated primarily by applications of risk assessment, an algorithm is developed for aggregating large corpora of internally incoherent probability assessments. The algorithm is characterized by a provable performance guarantee, and is demonstrated to be orders of magnitude faster than existing tools when tested on several real-world data-sets. In addition, unexpected connections between research in risk assessment and wireless sensor networks are exposed, as several key ideas are illustrated to be useful in both fields.

cs.AI↗

arXiv2006

Optimal and Suboptimal Finger Selection Algorithms for MMSE Rake Receivers in Impulse Radio UWB Systems

The problem of choosing the optimal multipath components to be employed at a minimum mean square error (MMSE) selective Rake receiver is considered for an impulse radio ultra-wideband system. First, the optimal finger selection problem is formulated as an integer programming problem with a non-convex objective function. Then, the objective function is approximated by a convex function and the integer programming problem is solved by means of constraint relaxation techniques. The proposed algorithms are suboptimal due to the approximate objective function and the constraint relaxation steps. However, they perform better than the conventional finger selection algorithm, which is suboptimal since it ignores the correlation between multipath components, and they can get quite close to the optimal scheme that cannot be implemented in practice due to its complexity. In addition to the convex relaxation techniques, a genetic algorithm (GA) based approach is proposed, which does not need any approximations or integer relaxations. This iterative algorithm is based on the direct evaluation of the objective function, and can achieve near-optimal performance with a reasonable number of iterations. Simulation results are presented to compare the performance of the proposed finger selection algorithms with that of the conventional and the optimal schemes.

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