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Hossein Mohammadi

Publications and source records attributed to Hossein Mohammadi.

24 records · Page 2Linked to original sources

AI-Driven Demodulators for Nonlinear Receivers in Shared Spectrum with High-Power Blockers

Research has shown that communications systems and receivers suffer from high power adjacent channel signals, called blockers, that drive the radio frequency (RF) front end into nonlinear operation. Since simple systems, such as the Internet of Things (IoT), will coexist with sophisticated communications transceivers, radars and other spectrum consumers, these need to be protected employing a simple, yet adaptive solution to RF nonlinearity. This paper therefore proposes a flexible data driven approach that uses a simple artificial neural network (ANN) to aid in the removal of the third order intermodulation distortion (IMD) as part of the demodulation process. We introduce and numerically evaluate two artificial intelligence (AI)-enhanced receivers-ANN as the IMD canceler and ANN as the demodulator. Our results show that a simple ANN structure can significantly improve the bit error rate (BER) performance of nonlinear receivers with strong blockers and that the ANN architecture and configuration depends mainly on the RF front end characteristics, such as the third order intercept point (IP3). We therefore recommend that receivers have hardware tags and ways to monitor those over time so that the AI and software radio processing stack can be effectively customized and automatically updated to deal with changing operating conditions.

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Cross-validation based adaptive sampling for Gaussian process models

In many real-world applications, we are interested in approximating black-box, costly functions as accurately as possible with the smallest number of function evaluations. A complex computer code is an example of such a function. In this work, a Gaussian process (GP) emulator is used to approximate the output of complex computer code. We consider the problem of extending an initial experiment (set of model runs) sequentially to improve the emulator. A sequential sampling approach based on leave-one-out (LOO) cross-validation is proposed that can be easily extended to a batch mode. This is a desirable property since it saves the user time when parallel computing is available. After fitting a GP to training data points, the expected squared LOO (ES-LOO) error is calculated at each design point. ES-LOO is used as a measure to identify important data points. More precisely, when this quantity is large at a point it means that the quality of prediction depends a great deal on that point and adding more samples nearby could improve the accuracy of the GP. As a result, it is reasonable to select the next sample where ES-LOO is maximised. However, ES-LOO is only known at the experimental design and needs to be estimated at unobserved points. To do this, a second GP is fitted to the ES-LOO errors and where the maximum of the modified expected improvement (EI) criterion occurs is chosen as the next sample. EI is a popular acquisition function in Bayesian optimisation and is used to trade-off between local/global search. However, it has a tendency towards exploitation, meaning that its maximum is close to the (current) "best" sample. To avoid clustering, a modified version of EI, called pseudo expected improvement, is employed which is more explorative than EI yet allows us to discover unexplored regions. Our results show that the proposed sampling method is promising.

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Emulating computer models with step-discontinuous outputs using Gaussian processes

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of evaluations. Gaussian processes (GPs) are commonplace emulators due to their statistical properties such as the ability to estimate their own uncertainty. GPs are essentially developed to fit smooth, continuous functions. However, the assumptions of continuity and smoothness is unwarranted in many situations. For example, in computer models where bifurcations or tipping points occur, the outputs can be discontinuous. This work examines the capacity of GPs for emulating step-discontinuous functions. Several approaches are proposed for this purpose. Two special covariance functions/kernels are adapted with the ability to model discontinuities. They are the neural network and Gibbs kernels whose properties are demonstrated using several examples. Another approach, which is called warping, is to transform the input space into a new space where a GP with a standard kernel, such as the Matern family, is able to predict the function well. The transformation is perform by a parametric map whose parameters are estimated by maximum likelihood. The results show that the proposed approaches have superior performance to GPs with standard kernels in capturing sharp jumps in the true function.

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Emulating dynamic non-linear simulators using Gaussian processes

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models of the climate or the functioning of the human brain. The models we are interested in are highly non-linear and exhibit tipping points, bifurcations and chaotic behaviour. However, each simulation run could be too time-consuming to perform analyses that require many runs, including quantifying the variation in model output with respect to changes in the inputs. Therefore, Gaussian process emulators are used to approximate the output of the code. To do this, the flow map of the system under study is emulated over a short time period. Then, it is used in an iterative way to predict the whole time series. A number of ways are proposed to take into account the uncertainty of inputs to the emulators, after fixed initial conditions, and the correlation between them through the time series. The methodology is illustrated with two examples: the highly non-linear dynamical systems described by the Lorenz and Van der Pol equations. In both cases, the predictive performance is relatively high and the measure of uncertainty provided by the method reflects the extent of predictability in each system.

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An analytic comparison of regularization methods for Gaussian Processes

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of experiments and global optimization. Nearly all of the applications of GPs require the inversion of a covariance matrix that, in practice, is often ill-conditioned. Regularization methodologies are then employed with consequences on the GPs that need to be better understood.The two principal methods to deal with ill-conditioned covariance matrices are i) pseudoinverse and ii) adding a positive constant to the diagonal (the so-called nugget regularization).The first part of this paper provides an algebraic comparison of PI and nugget regularizations. Redundant points, responsible for covariance matrix singularity, are defined. It is proven that pseudoinverse regularization, contrarily to nugget regularization, averages the output values and makes the variance zero at redundant points. However, pseudoinverse and nugget regularizations become equivalent as the nugget value vanishes. A measure for data-model discrepancy is proposed which serves for choosing a regularization technique.In the second part of the paper, a distribution-wise GP is introduced that interpolates Gaussian distributions instead of data points. Distribution-wise GP can be seen as an improved regularization method for GPs.

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Small ensembles of kriging models for optimization

The Efficient Global Optimization (EGO) algorithm uses a conditional Gaus-sian Process (GP) to approximate an objective function known at a finite number of observation points and sequentially adds new points which maximize the Expected Improvement criterion according to the GP. The important factor that controls the efficiency of EGO is the GP covariance function (or kernel) which should be chosen according to the objective function. Traditionally, a pa-rameterized family of covariance functions is considered whose parameters are learned through statistical procedures such as maximum likelihood or cross-validation. However, it may be questioned whether statistical procedures for learning covariance functions are the most efficient for optimization as they target a global agreement between the GP and the observations which is not the ultimate goal of optimization. Furthermore, statistical learning procedures are computationally expensive. The main alternative to the statistical learning of the GP is self-adaptation, where the algorithm tunes the kernel parameters based on their contribution to objective function improvement. After questioning the possibility of self-adaptation for kriging based optimizers, this paper proposes a novel approach for tuning the length-scale of the GP in EGO: At each iteration, a small ensemble of kriging models structured by their length-scales is created. All of the models contribute to an iterate in an EGO-like fashion. Then, the set of models is densified around the model whose length-scale yielded the best iterate and further points are produced. Numerical experiments are provided which motivate the use of many length-scales. The tested implementation does not perform better than the classical EGO algorithm in a sequential context but show the potential of the approach for parallel implementations.

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