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Wen Chen

Publications and source records attributed to Wen Chen.

At least 379 records · Page 21Linked to original sources

Markovian approximation of the rough Bergomi model for Monte Carlo option pricing

The recently developed rough Bergomi (rBergomi) model is a rough fractional stochastic volatility (RFSV) model which can generate more realistic term structure of at-the-money volatility skews compared with other RFSV models. However, its non-Markovianity brings mathematical and computational challenges for model calibration and simulation. To overcome these difficulties, we show that the rBergomi model can be approximated by the Bergomi model, which has the Markovian property. Our main theoretical result is to establish and describe the affine structure of the rBergomi model. We demonstrate the efficiency and accuracy of our method by implementing a Markovian approximation algorithm based on a hybrid scheme.

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Enhancements of the 3GPP LTE-Advanced and the Prized Asset: Dynamic TDD Transmissions

In this paper, we perform a survey on new Third Generation Partnership Project (3GPP) Long Term Evolution-Advanced (LTE-Advanced) enhancements,covering the technologies recently adopted by the 3GPP in LTE Release 11 and those being discussed in LTE Release 12. In more details, we introduce the latest enhancements on carrier aggregation (CA), multiple-input multiple-output (MIMO) and coordinated multi-point (CoMP) as well as three-dimensional (3D) MIMO. Moreover, considering that network nodes will become very diverse in the future, and thus with heterogeneous network (HetNet) being a key feature of LTE-Advanced networks, we also discuss technologies of interest in HetNet scenarios, e.g., enhanced physical data control channel (ePDCCH), further enhanced inter-cell interference coordination (FeICIC) and small cells, together with energy efficiency concerns. In particular, we pay special attention to one of the most important enhancements in LTE Release 12, i.e., dynamic time division duplex (TDD) transmissions, and present performance results that shed new light on this topic.

cs.IT↗

On Dynamic Time Division Duplex Transmissions for Small Cell Networks

Motivated by the promising benefits of dynamic Time Division Duplex (TDD), in this paper, we use a unified framework to investigate both the technical issues of applying dynamic TDD in homogeneous small cell networks (HomSCNs), and the feasibility of introducing dynamic TDD into heterogeneous networks (HetNets). First, HomSCNs are analyzed, and a small cell BS scheduler that dynamically and independently schedules DL and UL subframes is presented, such that load balancing between the DL and the UL traffic can be achieved. Moreover, the effectiveness of various inter-link interference mitigation (ILIM) schemes as well as their combinations, is systematically investigated and compared. Besides, the interesting possibility of partial interference cancellation (IC) is also explored. Second,based on the proposed schemes, the joint operation of dynamic TDD together with cell range expansion (CRE) and almost blank subframe (ABS) in HetNets is studied. In this regard, scheduling polices in small cells and an algorithm to derive the appropriate macrocell traffic off-load and ABS duty cycle under dynamic TDD operation are proposed. Moreover, the full IC and the partial IC schemes are investigated for dynamic TDD in HetNets. The user equipment (UE) packet throughput performance of the proposed/discussed schemes is benchmarked using system-level simulations.

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Structured Distributed Compressive Channel Estimation over Doubly Selective Channels

For an orthogonal frequency-division multiplexing (OFDM) system over a doubly selective (DS) channel, a large number of pilot subcarriers are needed to estimate the numerous channel parameters, resulting in low spectral efficiency. In this paper, by exploiting temporal correlation of practical wireless channels, we propose a highly efficient structured distributed compressive sensing (SDCS) based joint multi-symbol channel estimation scheme. Specifically, by using the complex exponential basis expansion model (CE-BEM) and exploiting the sparsity in the delay domain within multiple OFDM symbols, we turn to estimate jointly sparse CE-BEM coefficient vectors rather than numerous channel taps. Then a sparse pilot pattern within multiple OFDM symbols is designed to obtain an ICI-free structure and transform the channel estimation problem into a joint-block-sparse model. Next, a novel block-based simultaneous orthogonal matching pursuit (BSOMP) algorithm is proposed to jointly recover coefficient vectors accurately. Finally, to reduce the CE-BEM modeling error, we carry out smoothing treatments of already estimated channel taps via piecewise linear approximation.Simulation results demonstrate that the proposed channel estimation scheme can achieve higher estimation accuracy than conventional schemes, although with a smaller number of pilot subcarriers.

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Subcarrier Assignment and Power Allocation for SCMA Energy Efficiency

In this paper we propose resource allocation algorithm for uplink sparse code multiple access (SCMA) networks to maximize the energy efficiency (EE). Due to the joint optimization of factor graph matrix and power allocation matrix, the EE maximization is a non-convex mixed-integer non-linear program (MINLP) problem. After transforming the non-convex form of the uplink sum rate to a convex one and separating subcarrier assignment and power allocation, we propose an energy efficient subcarrier assignment algorithm. By applying the fractional programming theory based on Dinkelbach method, we then propose power allocation algorithm to maximize EE. Finally, the simulation results show that the proposed resource allocation algorithm can significantly increase the EE of the uplink SCMA network.

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Block Distributed Compressive Sensing Based Doubly Selective Channel Estimation and Pilot Design for Large-Scale MIMO Systems

The doubly selective (DS) channel estimation in the large-scale multiple-input multiple-output (MIMO) systems is a challenging problem due to the large number of the channel coefficients to be estimated, which requires unaffordable and prohibitive pilot overhead. In this paper, firstly we conduct the analysis about the common sparsity of the basis expansion model (BEM) coefficients among all the BEM orders and all the transmit-receive antenna pairs. Then a novel pilot pattern is proposed, which inserts the guard pilots to deal with the inter carrier interference (ICI) under the superimposed pilot pattern. Moreover, by exploiting the common sparsity of the BEM coefficients among different BEM orders and different antennas, we propose a block distributed compressive sensing (BDCS) based DS channel estimator for the large-scale MIMO systems. Its structured sparsity leads to the reduction of the pilot overhead under the premise of guaranteeing the accuracy of the estimation. Furthermore, taking consideration of the block structure, a pilot design algorithm referred to as block discrete stochastic optimization (BDSO) is proposed. It optimizes the pilot positions by reducing the coherence among different blocks of the measurement matrix. Besides, a linear smoothing method is extended to large-scale MIMO systems to improve the accuracy of the estimation. Simulation results verify the performance gains of our proposed estimator and the pilot design algorithm compared with the existing schemes.

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Generalized Quadratic Matrix Programming: A Unified Framework for Linear Precoding With Arbitrary Input Distributions

This paper investigates a new class of non-convex optimization, which provides a unified framework for linear precoding in single/multi-user multiple-input multiple-output (MIMO) channels with arbitrary input distributions. The new optimization is called generalized quadratic matrix programming (GQMP). Due to the nondeterministic polynomial time (NP)-hardness of GQMP problems, instead of seeking globally optimal solutions, we propose an efficient algorithm which is guaranteed to converge to a Karush-Kuhn-Tucker (KKT) point. The idea behind this algorithm is to construct explicit concave lower bounds for non-convex objective and constraint functions, and then solve a sequence of concave maximization problems until convergence. In terms of application, we consider a downlink underlay secure cognitive radio (CR) network, where each node has multiple antennas. We design linear precoders to maximize the average secrecy (sum) rate with finite-alphabet inputs and statistical channel state information (CSI) at the transmitter. The precoding problems under secure multicast/broadcast scenarios are GQMP problems, and thus they can be solved efficiently by our proposed algorithm. Several numerical examples are provided to show the efficacy of our algorithm.

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Probabilistic Caching for Small-Cell Networks with Terrestrial and Aerial Users

The support for aerial users has become the focus of recent 3GPP standardizations of 5G, due to their high maneuverability and flexibility for on-demand deployment. In this paper, probabilistic caching is studied for ultra-dense small-cell networks with terrestrial and aerial users, where a dynamic on-off architecture is adopted under a sophisticated path loss model incorporating both line-of-sight and non-line-of-sight transmissions. Generally, this paper focuses on the successful download probability (SDP) of user equipments (UEs) from small-cell base stations (SBSs) that cache the requested files under various caching strategies. To be more specific, the SDP is first analyzed using stochastic geometry theory, by considering the distribution of such two-tier UEs and SBSs as Homogeneous Poisson Point Processes. Second, an optimized caching strategy (OCS) is proposed to maximize the average SDP. Third, the performance limits of the average SDP are developed for the popular caching strategy (PCS) and the uniform caching strategy (UCS). Finally, the impacts of the key parameters, such as the SBS density, the cache size, the exponent of Zipf distribution and the height of aerial user, are investigated on the average SDP. The analytical results indicate that the UCS outperforms the PCS if the SBSs are sufficiently dense, while the PCS is better than the UCS if the exponent of Zipf distribution is large enough. Furthermore, the proposed OCS is superior to both the UCS and PCS.

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Linear Precoding for Fading Cognitive Multiple Access Wiretap Channel with Finite-Alphabet Inputs

We investigate the fading cognitive multiple access wiretap channel (CMAC-WT), in which two secondary-user transmitters (STs) send secure messages to a secondary-user receiver (SR) in the presence of an eavesdropper (ED) and subject to interference threshold constraints at multiple primary-user receivers (PRs). We design linear precoders to maximize the average secrecy sum rate for multiple-input multiple-output (MIMO) fading CMAC-WT under finite-alphabet inputs and statistical channel state information (CSI) at STs. For this non-deterministic polynomial time (NP)-hard problem, we utilize an accurate approximation of the average secrecy sum rate to reduce the computational complexity, and then present a two-layer algorithm by embedding the convex-concave procedure into an outer approximation framework. The idea behind this algorithm is to reformulate the approximated average secrecy sum rate as a difference of convex functions, and then generate a sequence of simpler relaxed sets to approach the non-convex feasible set. Subsequently, we maximize the approximated average secrecy sum rate over the sequence of relaxed sets by using the convex-concave procedure. Numerical results indicate that our proposed precoding algorithm is superior to the conventional Gaussian precoding method in the medium and high signal-to-noise ratio (SNR) regimes.

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Distributed Caching for Data Dissemination in the Downlink of Heterogeneous Networks

Heterogeneous cellular networks (HCN) with embedded small cells are considered, where multiple mobile users wish to download network content of different popularity. By caching data into the small-cell base stations (SBS), we will design distributed caching optimization algorithms via belief propagation (BP) for minimizing the downloading latency. First, we derive the delay-minimization objective function (OF) and formulate an optimization problem. Then we develop a framework for modeling the underlying HCN topology with the aid of a factor graph. Furthermore, distributed BP algorithm is proposed based on the network's factor graph. Next, we prove that a fixed point of convergence exists for our distributed BP algorithm. In order to reduce the complexity of the BP, we propose a heuristic BP algorithm. Furthermore, we evaluate the average downloading performance of our HCN for different numbers and locations of the base stations (BS) and mobile users (MU), with the aid of stochastic geometry theory. By modeling the nodes distributions using a Poisson point process, we develop the expressions of the average factor graph degree distribution, as well as an upper bound of the outage probability for random caching schemes. We also improve the performance of random caching. Our simulations show that (1) the proposed distributed BP algorithm has a near-optimal delay performance, approaching that of the high-complexity exhaustive search method, (2) the modified BP offers a good delay performance at a low communication complexity, (3) both the average degree distribution and the outage upper bound analysis relying on stochastic geometry match well with our Monte-Carlo simulations, and (4) the optimization based on the upper bound provides both a better outage and a better delay performance than the benchmarks.

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Comments on A New Parity Check Stopping Criterion for Turbo Decoding

A parity-check stopping (PCS) criterion for turbo decoding is proposed in [1], which shows its priority compared with the stopping criteria of Sign Change Ratio (SCR), Sign Difference Ratio (SDR), Cross Entropy (CE) and improved CEbased (Yu) method. But another well-known simple stopping criterion named Hard-Decision-Aided (HDA) criterion has not been compared in [1]. In this letter, through analysis we show that using max-log-MAP algorithm, PCS is equivalent to HDA; while simulations demonstrate that using log-MAP algorithm, PCS has nearly the same performance as HDA.

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Generalized Wireless-Powered Communications: When to Activate Wireless Power Transfer?

Wireless-powered communication network (WPCN) is a key technology to power energy-limited massive devices, such as on-board wireless sensors in autonomous vehicles, for Internet-of-Things (IoT) applications. Conventional WPCNs rely only on dedicated downlink wireless power transfer (WPT), which is practically inefficient due to the significant energy loss in wireless signal propagation. Meanwhile, ambient energy harvesting is highly appealing as devices can scavenge energy from various existing energy sources (e.g., solar energy and cellular signals). Unfortunately, the randomness of the availability of these energy sources cannot guarantee stable communication services. Motivated by the above, we consider a generalized WPCN where the devices can not only harvest energy from a dedicated multiple-antenna power station (PS), but can also exploit stored energy stemming from ambient energy harvesting. Since the dedicated WPT consumes system resources, if the stored energy is sufficient, WPT may not be needed to maximize the weighted sum rate (WSR). To analytically characterize this phenomenon, we derive the condition for WPT activation and reveal how it is affected by the different system parameters. Subsequently, we further derive the optimal resource allocation policy for the cases that WPT is activated and deactivated, respectively. In particular, it is found that when WPT is activated, the optimal energy beamforming at the PS does not depend on the devices' stored energy, which is shown to lead to a new unfairness issue. Simulation results verify our theoretical findings and demonstrate the effectiveness of the proposed optimal resource allocation.

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Hybrid Precoding For Millimeter Wave MIMO Systems: A Matrix Factorization Approach

This paper investigates the hybrid precoding design for millimeter wave (mmWave) multiple-input multiple-output (MIMO) systems with finite-alphabet inputs. The precoding problem is a joint optimization of analog and digital precoders, and we treat it as a matrix factorization problem with power and constant modulus constraints. Our work presents three main contributions: First, we present a sufficient condition and a necessary condition for hybrid precoding schemes to realize unconstrained optimal precoders exactly when the number of data streams Ns satisfies Ns = minfrank(H);Nrfg, where H represents the channel matrix and Nrf is the number of radio frequency (RF) chains. Second, we show that the coupled power constraint in our matrix factorization problem can be removed without loss of optimality. Third, we propose a Broyden-Fletcher-Goldfarb-Shanno (BFGS)-based algorithm to solve our matrix factorization problem using gradient and Hessian information. Several numerical results are provided to show that our proposed algorithm outperforms existing hybrid precoding algorithms.

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QoS-Based Source and Relay Secure Optimization Design with Presence of Channel Uncertainty

In this letter, we study relay-aided networks with presence of single eavesdropper. We provide joint beamforming design of the source and relay that can minimize the overall power consumption while satisfying our predefined quality-of-service (QoS) requirements. Additionally, we investigate the case that the channel between relay and eavesdropper suffers from channel uncertainty. Finally, simulation results are provided to verify the effectiveness of our algorithm.

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A CRC-aided Hybrid Decoding for Turbo Codes

Turbo codes and CRC codes are usually decoded separately according to the serially concatenated inner codes and outer codes respectively. In this letter, we propose a hybrid decoding algorithm of turbo-CRC codes, where the outer codes, CRC codes, are not used for error detection but as an assistance to improve the error correction performance. Two independent iterative decoding and reliability based decoding are carried out in a hybrid schedule, which can efficiently decode the two different codes as an entire codeword. By introducing an efficient error detecting method based on normalized Euclidean distance without CRC check, significant gain can be obtained by using the hybrid decoding method without loss of the error detection ability.

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Joint Shortening and Puncturing Optimization for Structured LDPC Codes

The demand for flexible broadband wireless services makes the pruning technique, including both shortening and puncturing, an indispensable component of error correcting codes. The analysis of the pruning process for structured lowdensity parity-check (LDPC) codes can be considerably simplified with their equivalent representations through base-matrices or protographs. In this letter, we evaluate the thresholds of the pruned base-matrices by using protograph based on extrinsic information transfer (PEXIT). We also provide an efficient method to optimize the pruning patterns, which can significantly improve the thresholds of both the full-length patterns and the sub-patterns. Numerical results show that the structured LDPC codes pruned by the improved patterns outperform those with the existing patterns.

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Increasing Security Degree of Freedom in Multi-user and Multi-eve Systems

Secure communication in the Multi-user and Multi-eavesdropper (MUME) scenario is considered in this paper. It has be shown that secrecy can be improved when the transmitter simultaneously transmits information-bearing signal to the intended receivers and artificial noise to confuse the eavesdroppers. Several processing schemes have been proposed to limit the co-channel interference (CCI). In this paper, we propose the increasing security degree of freedom (ISDF) method, which takes idea from the dirty-paper coding (DPC) and ZF beam-forming. By means of known interference pre-cancelation at the transmitter, we design each precoder according to the previously designed precoding matrices, rather than other users' channels, which in return provides extra freedom for the design of precoders. Simulations demonstrate that the proposed method achieves the better performance and relatively low complexity.

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Robust Beamforming Design for Sum Secrecy Rate Optimization in MU-MISO Networks

This paper studies the beamforming design problem of a multi-user downlink network, assuming imperfect channel state information known to the base station. In this scenario, the base station is equipped with multiple antennas, and each user is wiretapped by a specific eavesdropper where each user or eavesdropper is equipped with one antenna. It is supposed that the base station employs transmit beamforming with a given requirement on sum transmitting power. The objective is to maximize the sum secrecy rate of the network. Due to the uncertainty of the channel, it is difficult to calculate the exact sum secrecy rate of the system. Thus, the maximum of lower bound of sum secrecy rate is considered. The optimization of the lower bound of sum secrecy rate still makes the considered beamforming design problem difficult to handle. To solve this problem, a beamforming design scheme is proposed to transform the original problem into a convex approximation problem, by employing semidefinite relaxation and first-order approximation technique based on Taylor expansion. Besides, with the advantage of low complexity, a zero-forcing based beamforming method is presented in the case that base station is able to nullify the eavesdroppers' rate. When the base station doesn't have the ability, user selection algorithm would be in use. Numerical results show that the former strategy achieves better performance than the latter one, which is mainly due to the ability of optimizing beamforming direction, and both outperform the signal-to-leakage-and-noise ratio based algorithm.

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