1050 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 2007

Size: px
Start display at page:

Download "1050 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 2007"

Transcription

1 5 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 Stochastc Modelng and Smulaton of Frequency-Correlated Wdeband Fadng Channels Cheng-Xang Wang, Member, IEEE, Matthas Pätzold, Senor Member, IEEE, andqyao Abstract For the smulaton of practcal frequency-dversty wreless communcaton systems, such as frequency-hoppng systems, multcarrer code-dvson multple-access systems, and orthogonal frequency-dvson multplexng systems, t s often desrable to produce multple Raylegh fadng processes wth gven frequency correlaton propertes. In ths paper, a novel stochastc wde-sense statonary sum-of-snusods channel smulator s proposed to emulate frequency-correlated wdeband fadng channels, where the frequency correlaton propertes are controlled by only adjustng the constant phases. Closed-form expressons are provded for all the parameters of the smulaton model. Ths enables us to nvestgate analytcally the overall correlaton propertes not only the correlaton coeffcents of the smulated processes wth respect to both tme separaton and frequency separaton. It s shown that the wdeband channel smulator wll be reduced to a narrowband Raylegh fadng-channel smulator by removng the frequency selectvty. Furthermore, the COST 7 typcal-urban and rural-area channels are appled to evaluate the performance of the resultng wdeband and narrowband channel smulators, respectvely. The correlaton propertes of the smulaton models approach the desred ones of the underlyng reference models as the number of exponental functons tends to nfnty, whle very good approxmatons are acheved wth the chosen lmted number of exponental functons. Index Terms Frequency correlaton, Raylegh fadng channels, statstcs, stochastc sum-of-snusods channel smulators, wdeband fadng channels. I. INTRODUCTION MULTIPLE correlated Raylegh fadng sgnals are commonly encountered n frequency-dversty wrelesscommuncaton systems, such as frequency-hoppng FH systems, multcarrer code-dvson multple-access MC-CDMA systems, and orthogonal frequency-dvson multplexng OFDM systems. For convenence, researchers nvestgatng these systems have typcally assumed that the frequency separaton of two sgnals at dfferent carrer frequences s suffcently large compared wth the coherence bandwdth of the channel. Ths assumpton mples that the fadng characterstcs of df- Manuscrpt receved December, 3; revsed November 4, 4, January 3, 6, Aprl, 6, and May 9, 6. The revew of ths paper was coordnated by Prof. A. Abd. C.-X. Wang s wth Jont Research Insttute of Sgnal and Image Processng, School of Engneerng and Physcal Scences, Herot Watt Unversty, EH4 4AS Ednburgh, U.K. e-mal: cheng-xang.wang@hw.ac.uk. M. Pätzold and Q. Yao are wth the Faculty of Engneerng and Scence, Agder Unversty College, 4876 Grmstad, Norway e-mal: matthas. paetzold@ha.no; qyao@hotmal.com. Dgtal Object Identfer.9/TVT ferent frequency-separated channels are uncorrelated ], and therefore, the underlyng channel smulator can be mplemented by usng uncorrelated fadng processes. However, n practcal frequency-dversty systems, the frequency separaton of dfferent channels s often smaller than the coherence bandwdth due to spectrum and frequency plannng constrants ] 8]. In ths case, the frequency correlaton wll exst among dfferent channels, resultng n the so-called frequency-correlated channels. Snce the assumpton of uncorrelated fadng does not take the frequency correlaton nto account, postvely based performance results are often obtaned for the nvestgated systems. Therefore, accurate theoretcal analyses and smulatons of multple frequency-correlated Raylegh fadng channels are of great mportance n nvestgatng the nfluence of the frequency correlaton on the performance of real frequency-dversty systems. In the lterature, dfferent algorthms have been presented for the generaton of two 4] or any number 5] 8] of frequencycorrelated Raylegh fadng processes. The authors of 4] 8] have all employed the method of generatng correlated processes by usng a lnear transformaton of uncorrelated processes. To ths end, multple uncorrelated processes must frst be produced, and the Cholesky decomposton technque has to be used to factorze the gven correlaton coeffcent matrx 4] 8]. Ths sgnfcantly ncreases the complexty and restrct the applcaton of the algorthms 4] 8] to real systems, partcularly when the requred number of correlated processes s large. Furthermore, the papers n 4] 8] have only studed the correlaton coeffcents of the generated processes and not the overall correlaton propertes wth respect to both tme separaton and frequency separaton. The sum-of-snusods approach 9], ] s well known to be an effcent and flexble method for the smulaton of moble fadng channels. Its applcaton to the desgn of fadng-channel smulators ncludes the modelng of narrowband channels ], ], wdeband channels ] 4], spatal-temporal channels 5], 6], and dgtal channels generatve models 7], 8]. For the purpose of smulatng space dversty channels and multple-nput multple-output channels, the sum-of-snusods method has also been wdely employed to generate multple uncorrelated 9] 3] and correlated 4] Raylegh fadng processes. However, the channel smulators descrbed n the study n 9] 4] cannot be drectly appled to the smulaton of frequency-correlated Raylegh fadng channels. Based on the same mathematcal reference model, as descrbed n the /$5. 7 IEEE

2 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 5 study n ], two determnstc sum-of-snusods channel smulators 5], 6] have been developed to model FH Raylegh fadng channels wth gven frequency correlaton propertes. Although not explctly ndcated n the study n 5] and 6], these two channel smulators can also be used to smulate other frequency-dversty channels, such as MC-CDMA and OFDM channels. Unfortunately, there stll exst relatvely large devatons between some of the statstcal propertes of both channel smulators 5], 6] and those of the underlyng reference model ]. Moreover, these two channel smulators are lmted to model only narrowband channels, where the transmtted symbol rate s much smaller than the channel coherence bandwdth. Modern frequency-dversty wrelesscommuncaton systems are often desgned for hgh symbol rates. If the symbol rate s so hgh as n the order of the coherence bandwdth, the channel becomes wdeband or frequency selectve. The am of ths paper s to develop a stochastc sum-of-snusods channel smulator that can smulate multple frequency-correlated wdeband fadng channels wth accurate statstcal propertes. For our purpose, a mathematcal reference model based on the tapped-delay-lne structure 7], 8] s frst presented n modelng frequency-correlated wdeband fadng channels. In order to be consstent wth the study n ], we have assumed a -D sotropc scatterng propagaton envronment wth omndrectonal antennas at recevers 9] and a truncated negatve exponental power delay profle PDP. It s mportant to menton that a dfferent profle, e.g., the Gaussan functon 4], can also be deployed as the PDP. The applcaton of the present modelng procedure to dfferent PDPs s straghtforward. The overall correlaton propertes among dfferent frequency-separated channels are nvestgated n detal wth respect to both tme separaton and frequency separaton. By removng the frequency selectvty from the proposed wdeband reference model, t s shown that the derved correlaton functons wll be reduced to the results presented n, p. 5] for narrowband Raylegh fadng channels. Hence, the narrowband reference model n, p. 48] s only a specal case of the proposed wdeband reference model. Then, we propose a novel stochastc sum-ofsnusods smulaton model, whch can emulate accurately all of the correlaton propertes of the derved wdeband reference model. Smlarly, a narrowband Raylegh fadng channel smulator can be obtaned by removng the frequency selectvty from the wdeband smulaton model. Rather than frst generatng uncorrelated processes, as n 4] 8] and 4], the proposed channel smulator can drectly smulate multple frequencycorrelated processes by only adjustng the constant phases of the employed harmonc functons. The statonarty propertes of stochastc sum-of-snusods channel smulators have recently been addressed n several papers, e.g., n 3] 3]. We wll show that the proposed stochastc channel smulator s wdesense statonary WSS. The remander of ths paper s organzed as follows. In Secton II, a reference model for frequency-correlated wdeband fadng channels s proposed. It s shown that the wdeband reference model wll be reduced to the narrowband reference model n ] by removng the frequency selectvty. A novel stochastc sum-of-snusods-based wdeband channel smulator s descrbed n Secton III. In ths secton, we also show how the model parameters can be determned. Secton IV deals wth the performance evaluaton and verfcaton of the proposed smulaton model. Fnally, the conclusons are drawn n Secton V. II. MATHEMATICAL REFERENCE MODEL A. Reference Model for Frequency-Correlated Wdeband Fadng Channels Bello s WSS uncorrelated-scatterng WSSUS model 33] has wdely been accepted n modelng wdeband multpath fadng channels. Regardng the desgn of hardware or software smulaton models for wdeband channels, a dscretzaton of the propagaton delays has to be performed. A sutable and often used model s the so-called dscrete tapped-delay-lne model 7], 8]. It s mportant to menton that a dscrete tappeddelay-lne model s a WSSUS model f the tme-varant tap coeffcents are uncorrelated Gaussan random processes. The complex baseband mpulse responses at two dfferent carrer frequences f c and f c can be expressed as L hτ,t: µ l tδτ τ l, at f c a l L h τ,t: µ l tδτ τ l, at f c b l where L s the number of taps, and µ l tµ l t and τ l ndcate the complex tme-varant tap coeffcent and the dscrete propagaton delay of the lth l,,...,l tap, respectvely. Accordng to the authors of 4] and 34], a proper PDP pτ for a wdeband channel s gven by the followng truncated negatve exponental profle: pτ b exp τ, τ τ max where represents the rms delay spread, and τ max denotes the maxmum propagaton delay. The normalzaton factor b / e τ max/ has been ntroduced here to fulfll the condton τ max pτ dτ. Ths means that the average power of the wdeband fadng channel s normalzed to unty, and hence, the PDP n can be consdered as the probablty densty functon pdf of the propagaton delays. An example of s gven by µs and τ max 7µs. In ths case, the PDP of the wdeband typcal-urban TU channel for global system for moble communcatons GSM s obtaned 34]. The frequency correlaton functon FCF Rχ s related to the PDP through the Fourer transform 33],.e., Rχ b τ max pτ exp jπτ χdτ { exp τ max ]} + jπχ. 3 +jπχ

3 5 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 For a dscrete tapped-delay-lne model, each tap s consdered as the combnaton of a number of multpath components. The propagaton delay nterval I,τ max] s parttoned nto L mutually dsjont subntervals I l,.e., I L l I l and I l I λ { } for every l and λ ll, λ,,...,l 3], 4]. Each subnterval I l corresponds to the range wthn whch a number of multpath components are combned to the lth tap. For smplcty, the subntervals I l can be defned as follows: I l { τ l τ l /,τ l + τ l+ /, l,,...,l τ l τ l /,τ l + τ l+ /], l L where τ τ, τ l τ l τ l l,,...,l, and τ L τ max τ L. The above expresson can be rewrtten as, τ l+ /, l I l τ l τ l /,τ l + τ l+ /, l,,...,l. τ l τ l /,τ max], l L 5 Note that the tme-varant tap coeffcent µ l t correspondng to the dscrete propagaton delay τ l actually stands for the contrbuton of the channel mpulse response hτ,t n the nterval τ I l,.e., µ l t τ I l hτ,tdτ. By analogy, µ l t τ I l h τ,tdτ holds. It s mportant to stress here that the delay spacng between the taps should be chosen to avod a regular spacng,.e., τ l τ l+. Ths s to ensure the FCF of the rado channel has a suffcently large perod at least larger than twce the system bandwdth, whch s partcularly mportant for FH systems. Under the WSSUS condton, the tme-varant tap coeffcents µ l t and µ l t are zero-mean complex Gaussan random processes. It follows that the ampltude processes µ l t and µ l t are Raylegh dstrbuted. The Central-Lmt Theorem 36] justfes that a Gaussan random process can be modeled by a superposton of an nfnte number of properly weghted snusods. Therefore, we propose to model µ l t and µ l t as µ l t µ,l t+jµ,l t lm N l M l n m C n,m,l 4 exp j πf max t cos β n,l Φ n,m,l ˆθ ] n,m,l 6a µ l t µ,l t+jµ,l t lm N l M l n m C n,m,l exp j πf max t cos β n,l Φ n,m,l ˆθ ] n,m,l 6b wth Φ n,m,l πf c ϕ n,m,l and Φ n,m,l πf cϕ n,m,l. Here, f max s the maxmum Doppler frequency, and C n,m,l, β n,l, and ϕ n,m,l are ndependent random gans, random angles of arrval, and random propagaton delays of the lth tap, respectvely. The phases ˆθ n,m,l are ndependent random varables unformly dstrbuted over, π. Equatons 6a and 6b can be nterpreted as follows. For the dffuse components µ l tµ l t of the lth tap, the nth wave at the angle of arrval β n,l s also composed of M l waves wth ampltudes C n,m,l and propagaton delays ϕ n,m,l I l. All of these M l waves experence the same Doppler shft f max cos β n,l. Adoptng Clarke s -D sotropc scatterng model 9], the angles of arrval β n,l are unformly dstrbuted over, π,.e., pβ /π, β<π. The average fractonal power of the lth tap as a functon of propagaton delays ϕ n,m,l stll follows the truncated negatve exponental profle ntroduced n,.e., pϕ b exp ϕ, ϕ I l. 7 Clearly, τ max pτ dτ L l ϕ I l pϕdϕ holds. The random gans C n,m,l can be related to the power assocated wth each ndvdual wave of the lth tap as follows: Cn,m,l pβ n,l,ϕ n,m,l dβdϕ ]. Note that pβ,ϕdβdϕ descrbes the fracton of the ncomng power wthn the nfntesmal ntervals dβ and dϕ. From 6, t follows that the correlaton propertes of µ l t and µ λ tl, λ,,...,l are completely determned by the underlyng real Gaussan nose processes µ t and µ j,λ t, j,. Therefore, we can restrct our nvestgatons to the followng autocorrelaton functons ACFs and cross-correlaton functons CCFs: r µ µ j,λ τ :E {µ tµ j,λ t + τ} } r µ µ {µ j,λτ,χ:e tµ j,λt + τ 8a 8b where E{ } denotes the statstcal average wth respect to β n,l, ϕ n,m,l, and ˆθ n,m,l. It should be observed that 8b s a functon of both tme separaton τ t t and frequency separaton χ f c f c. Usng 6, we can obtan the followng correlaton functons of the wdeband reference model: r µ µ τ r µ τ µ ba l B l J πf max τ 9a r µ,l µ,l τ r µ τ,l µ,l r µ,l µ,l τ r µ τ,l µ,l 9b r µ µ j,λ τ r µ τ µ j,λ 9c

4 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 53 r µ µ τ,χ bj πf max τ +πχ ] exp ϕ πχ snπχϕ cosπχϕ] ϕτ l + τ l+ / ϕτ l τ l / r µ,l µ τ,χ r µ,l µ,l,lτ,χ bj πf max τ +πχ ] exp ϕ snπχϕ+πχ cosπχϕ] ϕτ l + τ l+ / ϕτ l τ l / 9d 9e r µ µ j,λτ,χ 9f for, j, and l, λ,,...,l wth l λ, where J denotes the zeroth-order Bessel functon of the frst knd, A l exp τ l τ l //], and B l exp τ l + τ l+ //]. In 9d and 9e, fx xx xx s an abbrevaton for fx fx. Snce the dervatons of 9a 9f are smlar, only the dervaton of 9e s gven n Appendx A, whle others are omtted here for brevty. The delay power Ω l assgned to the lth tap can be obtaned from 9a accordng to Ω l r µ µ ba l B l. The total delay power s, therefore, Ω p L l Ω l. The expresson 9b clearly ndcates the uncorrelatedness between the n-phase and quadrature components of µ l t µ l t. The expressons 9c and 9f state that there are no cross correlatons between the underlyng processes n dfferent taps due to the uncorrelated-scatterng US condton mposed on the model. From 9d and 9e, t s clear that r µ µ and τ,χ r µ,l µ are separable nto two parts one depends,lτ,χ on the tme-separaton varable τ and the other one on the frequency-separaton varable χ. Therefore, we can wrte r µ µ τ,χr µ µ τr µ µ χ and r µ,l µ,lτ,χ r µ µ τr µ,l µ χ, where r µ µ τ L l r µ µ τ,l J πf max τ. We can easly calculate R µ µ and χ R µ,l µ usng 9d and 9e, respectvely. It can be shown,lχ further that R µ µ χ and R µ,l µ are related to the,lχ FCF Rχ n 3 as follows: L ] Rχ R µ µ χ+jr µ,l µ.,lχ l B. Reference Model for Frequency-Correlated Narrowband Raylegh Fadng Channels A specal case of the wdeband channel model descrbed by s gven when L. Consequently, hτ,tµtδτ and h τ,tµ tδτ hold. These are actually the mpulse responses of a narrowband-channel model. To make ths evdent, we express the stochastc processes µt and µ t smlarly to 6a and 6b by removng the subscrpt l,.e., µt µ t+jµ t lm N N M C n,m M n m exp j πf max t cos β n Φ n,m ˆθ ] n,m µ t µ t+jµ t N M lm C n,m N M n m exp j πf max t cos β n Φ n,m ˆθ ] n,m a b wth Φ n,m πf c ϕ n,m and Φ n,m πf cϕ n,m. In order to be consstent wth ], we employ for the narrowband-channel model a negatve exponental PDP,.e., pϕ exp ϕ, ϕ whch s a specal case of the truncated exponental PDP n for τ max. Agan, the PDP n can actually be regarded as the pdf of the propagaton delays, snce the average power of the narrowband fadng channel s normalzed to be one,.e., pϕdϕ holds. Note that the value of n must be much less than the symbol duraton for a narrowband channel. An example s the rural-area RA channel model 34] developed for GSM, where.86 µs, and the symbol duraton s about 3.7 µs. By takng the Fourer transform of the PDP n, the FCF s gven by Rχ +jπχ. 3 The correlaton propertes of the above narrowband-channel model can be easly obtaned from 9 by neglectng the subscrpt l. In ths case, τ τ /, and τ + τ / τ max,.e., A, B, and b hold. The resultng correlaton functons are gven by r µ µ τ r µ τ µ J πf max τ 4a r µ µ τ r µ τ µ r µ µ τ r µ τ µ 4b r µ µ τ,χ J πf max τ +πχ 4c ] r µ µ τ,χ r µ µ τ,χ πχr µ µ τ,χ. 4d As nvestgated n the study n 4] 8] and 4], the correlaton coeffcents of the correspondng stochastc processes can easly be ganed by evaluatng the correlaton functons n 4 at τ. The separablty property of r µ µ τ,χ s clear from

5 54 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 the followng expresson: r µ µ τ,χr µ µ τr µ µ χ, where R µ µ χ / + πχ ]. Smlarly, r µ µ τ,χ r µ µ τr µ µ χ holds, where R µ µ πχ/ + χ πχ ]. A close comparson of R µ µ χ, R µ µ and χ, the FCF Rχ n 3 gves the followng relaton: Rχ R µ µ χ+jr µ µ χ. Note that the frequency-correlated narrowband Raylegh fadng channel model descrbed by s essentally the same as the equvalent baseband-channel model gven n, p. 48]. As a result, the correlaton functons n 4 are n agreement wth those presented n, p. 5], as well as n 5] and 6]. Therefore, the proposed wdeband-channel model descrbed by and 6 ncludes the narrowband-channel model n, p. 48] as a specal case f the truncated negatve exponental PDP s employed. However, the proposed modelng procedure can also be appled to other forms of PDP, e.g., as shown n 4]. It should be clarfed at ths pont that the mathematcal model descrbed by and 6, as well as ts specal case descrbed by, stands for a nonrealzable stochastc reference model, snce the employed numbers of exponental functons tend to nfnty. Nevertheless, the correlaton functons shown n 9a 9f and 4a 4d provde the bass for the performance evaluaton of the realzable smulaton model descrbed n the next secton. III. NOVEL STOCHASTIC SUM-OF-SINUSOIDS SIMULATION MODEL A. Smulaton Model for Frequency-Correlated Wdeband Fadng Channels The stochastc smulaton model proposed here s also based on the dscrete tapped-delay-lne structure as n the reference model, but the manner how the complex random processes are modeled s completely dfferent. The mpulse responses of the smulaton model are agan composed of L dscrete taps accordng to L ĥτ,t: ˆµ l tδ τ τ l, at f c 5a l L ĥ τ,t: ˆµ l tδ τ τ l, at f c 5b l where the dscrete propagaton delays τ l are dentcal to those of the reference model. Concernng the smulaton model, t s mportant to menton that τ l must be an nteger multple of the samplng nterval T s,.e., τ l q l T s, wth q l denotng a non-negatve nteger. Gven τ l, T s can be determned by T s gcd{τ l }L l, where gcd{ } represents the greatest common dvsor ]. In case that the orgnal smulaton samplng nterval s so large that the dscrete propagaton delays τ l are not multples of the samplng nterval, t s necessary to ncrease the samplng rate up-samplng to accommodate all the dfferent dscrete delays. Ths wll reduce the smulaton speed and result n computatonally neffcent smulatons. To solve ths problem, several converson methods were dscussed n the study n 35] to use an alternatve model from the orgnal one havng all dscrete propagaton delays matchng the samplng nterval wthout usng up-samplng technques. In 5a and 5b, the stochastc processes ˆµ l t and ˆµ l t are modeled by a fnte double sum of properly weghted exponental functons ˆµ l t ˆµ,l t+j ˆµ,l t n N l + m ˆµ l t ˆµ,l t+j ˆµ,l t n N l + m c n,m,l exp j πf n,l t θ m,l ˆθ ] n,m,l 6a c n,m,l exp j πf n,l t θ m,l ˆθ ] n,m,l 6b wth θ m,l πf c φ m,l, and θ m,l πf cφ m,l. Here, N l M l defnes the fnte number of exponental functons of the lth tap, manly determnng the realzaton expendture and the performance of the resultng channel smulator. The gans c n,m,l, the dscrete Doppler frequences f n,l, and the dscrete delays φ m,l wll be determned durng the smulaton-setup phase and kept constant durng smulaton. The phases ˆθ n,m,l are ndependent random varables unformly dstrbuted n the nterval, π. The expressons 6a and 6b provde us wth further observatons: When dfferent carrer frequences f c and f c f c + χ are employed n the physcal channel model, we only have to adopt the correspondng sets of constant phases θ m,l and θ m,l θ m,l +πχφ m,l m,,...,m l n the smulaton model, whle mantanng all other parameters unchanged. Therefore, ths channel smulator can drectly smulate frequency-correlated processes by smply adjustng the constant phases, whch s completely dfferent from the method of generatng correlated processes by usng a lnear transformaton of uncorrelated processes n 4] 8] and 4]. Followng 5a, Fg. a shows the dscrete tapped-delaylne structure of the resultng stochastc smulaton model correspondng to the carrer frequency f c. The nput and output sgnals of the channel are represented here by xt and yt, respectvely. The structure of the underlyng complex stochastc process ˆµ l t see 6a] of the lth l,,...,l tap s llustrated n Fg. b. By substtutng n Fg. b the constant phases θ m,l by θ m,l, whch performs the same functon as we substtute n Fg. a ˆµ l t by ˆµ l t, we wll mmedately obtan a model correspondng to another carrer frequency f c see 5b and 6b]. The correlaton propertes of the stochastc processes ˆµ t and ˆµ j,λ t, j, and l, λ,,...,l are calculated accordng to the followng defntons: ˆr µ µ j,λ τ :E {ˆµ tˆµ j,λ t + τ} 7a } ˆr µ µ {ˆµ j,λτ,χ:e tˆµ j,λt + τ. 7b

6 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 55 Fg.. Stochastc sum-of-snusods smulaton model for wdeband channels. a Dscrete tapped-delay-lne structure. b Underlyng complex stochastc process ˆµ l t. Here, E{ } ndcates the statstcal average wth respect to the random phases ˆθ n,m,l. The substtuton of 6 nto 7 results n the followng relatons: ˆr µ µ τ ˆr µ τ µ n N l + m ˆr µ,l µ,l τ ˆr µ τ,l µ,l ˆr µ,l µ,l τ ˆr µ τ,l µ,l n N l + m c n,m,l c n,m,l cosπf n,l τ snπf n,l τ 8a 8b ˆr µ µ j,λ τ ˆr µ τ µ j,λ 8c ˆr µ µ τ,χ n N l + m c n,m,l cosπf n,l τ πφ m,l χ 8d ˆr µ,l µ τ,χ ˆr µ,l µ,l,lτ,χ n N l + m c n,m,l snπf n,l τ πφ m,l χ 8e ˆr µ µ j,λτ,χ 8f

7 56 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 for all, j, and l, λ,,...,l wth l λ. Equaton 8a clearly states that the ACFs of ˆµ t and ˆµ t depend only on the tme separaton τ t t. Moreover, t can be easly shown that the mean values of ˆµ t and ˆµ t are equal to zero. Accordng to the study n 36], a stochastc process s sad to be WSS f ts mean value s constant and ts ACF depends only on the tme separaton τ. Therefore, ˆµ t and ˆµ t are WSS processes. Consequently, the resultng stochastc channel smulator s WSS. In the sequel, our am s to fnd proper smulaton model parameters n such a way that all of the correlaton propertes of the smulaton model descrbed by 8a 8f wll approxmate as close as possble those of the gven reference model descrbed by 9a 9f. The gans c n,m,l and the dscrete Doppler frequences f n,l are derved by usng the method of exact Doppler spread ], whch results n the followng closed-form expressons: c n,m,l ba l B l N l M l π f n,l f max sn n ] N l 9a 9b for n N l +, N l +,...,N l, m,,...,m l, and l,,...,l. After substtutng 9a nto 8a and 8b, we realze that M l has no nfluence on ˆr µ µ τ and ˆr µ,l µ,l τ. Moreover, the receved power ˆΩ l of the lth tap can be obtaned from 8a, accordng to ˆΩ l ˆr µ µ ba l B l, whch equals Ω l for the reference model. The substtuton of 9a and 9b nto 8b makes clear that ˆr µ,l µ,l τ r µ,l µ,l τ always holds for any gven numbers of N l and M l, snce the f n,l s fulfll the followng symmetry condton: f Nl +,l f Nl,l,...,f,l f,l. The symmetry property of f n,l s evdently llustrated n Fg. a, where f max 9Hz and N l were used as an example. Equaton 9b also states that the US condton see 8c and 8f], whch requres f n,l ±f k,λ for l λ,s always fulflled n the case where N l /N λ n /k holds, where n,,...,n l and k,,...,n λ 3]. Concernng the computaton of φ m,l appearng n 8d and 8e, the new method proposed n the study n 3] s appled n Appendx B, where the followng closed-form expresson s derved: ] φ m,l ln A l m. M l A l B l Note that the dscrete delays φ m,l are located n the nterval τ l τ l /,τ l + τ l+ /], n whch τ l τ l / and τ l + τ l+ / correspond to φ,l and φ Ml,l, respectvely. An example of φ m,l wth µs, l τ τ, τ. µs, and M l s plotted n Fg. b. In ths case, φ m,l,.] µs holds. Fg.. a Dscrete Doppler frequences f n,l wth f max 9 Hz and N l. b Dscrete delays φ m,l wth µs, l τ τ, τ. µs, and M l. B. Smulaton Model for Frequency-Correlated Narrowband Raylegh Fadng Channels Analogous to Secton II-B, f we mpose L on the wdeband smulaton model n 5, t reduces to a narrowband Raylegh fadng channel smulator. It follows that ĥτ,t ˆµtδτ and ĥ τ,tˆµ tδτ hold. The stochastc processes ˆµt and ˆµ t are then gven by ˆµt ˆµ t+jˆµ t N M c n,m exp j πf n t θ m ˆθ ] n,m n N+ m n N+ m a ˆµ t ˆµ t+jˆµ t N M c n,m exp j πf n t θ m ˆθ ] n,m b wth θ m πf c φ m and θ m πf cφ m. The correlaton propertes of ths narrowband smulaton model can be obtaned

8 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 57 from 8a 8f by smply neglectng the subscrpt l n all the affected symbols. Thus ˆr µ µ τ ˆr µ τ µ N M n N+ m ˆr µ µ τ ˆr µ τ µ ˆr µ µ τ ˆr µ τ µ N ˆr µ µ τ,χ M n N+ m N M n N+ m ˆr µ µ τ,χ ˆr µ µ τ,χ N M n N+ m c n,m cosπf nτ a c n,m snπf nτ b c n,m cosπf nτ πφ m χ c c n,m snπf nτ πφ m χ. d If we remove the subscrpt l n 9 and and further take nto account A, B, and b, all the parameters for the narrowband channel smulator are obtaned as follows: c n,m NM π f n f max sn N φ m ln n ] 3a 3b 4 m / M for n N +, N +,...,N, and m,,...,m.as shown n 4, we have substtuted on the rght-hand sde the quantty m by m / n order to avod φ m when m M. It s mportant to pont out that the derved correlaton functons, as shown n 8a 8f and a d, are always vald for the gven smulaton model see 6 and ], whle ndependent of any gven reference model. However, the derved smulaton-model parameters, as shown n 9,, 3, and 4, are only vald for the gven reference model, where -D sotropc-scatterng condtons and a truncated negatve exponental PDP have been assumed. If the channel condtons of the reference model are dfferent, the smulaton model parameters have to be rederved. IV. PERFORMANCE EVALUATION The fnal acceptablty of a novel channel smulator s usually establshed by analytcal and numercal performance evaluatons. The extent to whch the correlaton propertes of the proposed channel smulator and reference model agree wll govern the degree of confdence we place n the modelng approach. In ths secton, we wll valdate the frequency-correlated wdeband and narrowband Raylegh fadng channel smulators from both the analytcal and smulaton ponts of vew. A. Comparson of Correlaton Functons for Wdeband Fadng Channels The correspondng correlaton functons of the wdeband smulaton model see 8a 8f] wll be compared wth those of the wdeband reference model see 9a 9f]. As aforementoned n Secton III-A, 8b, 8c, and 8f are dentcal to 9b, 9c, and 9f, respectvely. Moreover, by substtutng 9a and 9b nto 8a, we can show that the ACF ˆr µ µ τ of the smulaton model approaches the desred one r µ µ τ f the number of exponental functons tends to nfnty,.e., ˆr µ µ τ r µ µ τ as N l. By analogy, the substtuton of 9a, 9b, and nto 8d and 8e results for N l and M l n ˆr µ µ τ,χ r µ µ τ,χ and ˆr µ,l µ,lτ,χ r µ,l µ respectvely. For brevty of presentaton, only,lτ,χ, the proof of ˆr µ,l µ τ,χ r µ,l µ for N,l,lτ,χ l and M l s shown n Appendx C. Other proofs are omtted here. Next, the dscrete sx-tap COST 7 TU channel model 34] wth µs and τ max 7µs wll be appled to nvestgate the degradaton effects of the smulaton model wth a practcal lmted number of exponental functons. The dscrete propagaton delays τ l of the reference model and the smulaton model are then drectly equated wth the values specfed n 34]: {τ l }5 l {,.,.5,.6,.3, 5} µs. Note that the sets {τ l }L l can also be determned by some other computaton methods, e.g., n 4] and 37]. In order to provde a gude on how to choose the number of exponental functons, t s necessary to defne some approprate measures for the errors between the approxmate correlaton functons and the desred ones. Close observatons of 8a, 8d, and 8e tell us that M l has no nfluence on ˆr µ µ τ ˆr µ µ whle N τ,, l has no nfluence on ˆr µ µ,χ and ˆr µ,l µ A deep nsght nto the performance and complexty of the wdeband-channel smulator,l,χ. can be ganed by evaluatng the followng three performance crtera. The frst performance crteron s the mean-square error MSE ɛ of the ACF ˆr µ µ τ defned by ɛ τ max τ max rµµ τ ˆr µ µ τ] dτ 5 where τ max denotes an approprate tme nterval,τ max ] over whch the approxmaton of r µ µ τ s of nterest. As suggested n the study n ], the value τ max N l /f max has turned out to be sutable. The relatonshp between ɛ

9 58 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 Fg. 3. a MSE ɛ of the ACF ˆr µ µ τ wth dfferent N l.bmsesɛ of ˆr µ µ,χ and ɛ 3 of ˆr µ,l µ wth dfferent M l for the COST,l,χ 7 TU channel f max 9Hz, µs, τ max 7µs, and l. and N l for l s gven n Fg. 3a. It clearly llustrates the convergence behavor of ˆr µ µ τ r µ µ τ for ncreasng N l. It s apparent that a very good approxmaton of ˆr µ µ τ r µ µ τ has already been acheved f N l 5. The MSEs of the CCFs ˆr µ µ and,χ ˆr µ,l µ whch are defned by,l,χ, ɛ χ max ɛ 3 χ max χ max χ max r µ µ,χ ˆr µ µ dχ 6a,χ] r µ,l µ,χ ˆr µ,l µ dχ 6b,l,l,χ] respectvely, are another two mportant performance crtera. In 6, χ max represents the maxmum frequency separaton to whch the approxmaton of r µ µ,χ and r µ,l µ,l,χ s stll of nterest. Needless to say, χ max should be larger than or equal to the coherence bandwdth of the channel. It was mentoned n the study n 3] that the coherence bandwdth of a channel n practcal cellular systems s on the order of MHz. Ths nctes us to choose χ max 5MHz. Both of Fg. 4. ACFs r µ µ τ of the reference model and ˆr µ µ τ of the smulaton model for the COST 7 TU channel f max 9Hz, µs, and τ max 7µs. a l, N l 5,andM l.bl 3, N l, and M l. the resultng MSEs ɛ and ɛ 3, n terms of M l,areshownn Fg. 3b. Ths fgure demonstrates that ɛ 3 s always smaller than ɛ for the same M l. However, n both cases, M l 5 can always result n very good fttngs. Accordng to the analyses above and takng account of the requred condton N l /N λ n /k for n,,...,n l and k,,...,n λ, M l l,,...,5, N 5, N 6, N 8, N 3, N 4 4, and N 5 3 were selected for the wdeband smulaton model as a good compromse between the model s precson and complexty. Fg. 4a and b mpressvely shows the excellent accordance between r µ µ τ and ˆr µ µ τ wthn the tme nterval τ,n l /f max ] for l and l 3, respectvely. Wth the gven quanttes f max 9Hz, N 5, and N 3, N /f max.84 s and N 3 /f max.99 s hold. In case that τ>n l /f max, ˆr µ µ τ and r µ µ τ wll gradually dverge and never converge agan ]. In order to check the valdty of the analytcal expressons, the smulaton results obtaned by computng the statstcal average of 5 random realzatons are also llustrated n these fgures. To demonstrate the excellent approxmaton qualty of ˆr µ µ τ,χ r µ µ the numercal τ,χ,

10 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 59 Fg. 5. CCFs for the COST 7 TU channel f max 9 Hz, µs, and τ max 7 µs. a r µ µ reference model, l. τ,χ b ˆr µ µ τ,χ smulaton model, l, N l 5,andM l. Fg. 6. CCFs for the COST 7 TU channel f max 9 Hz, µs, and τ max 7 µs. a r µ,l µ reference model, l.,lτ,χ b ˆr µ,l µ smulaton model, l, N l 5,andM l.,lτ,χ results of 9d and 8d for l are plotted n Fg. 5a and b, respectvely. A good agreement between r µ,l µ,lτ,χ and ˆr µ,l µ s also observed, as shown n Fg. 6,lτ,χ for l. B. Comparson of Correlaton Functons for Narrowband Raylegh Fadng Channels The correspondng correlaton functons of the narrowband smulaton model see a d] wll be compared wth those of the narrowband reference model see 4a 4d]. Smlarly, we can conclude that ˆr µ µ τ r µ µ τ always holds. Also, t can easly be shown that ˆr µ µ τ r µ µ τ, ˆr µ µ τ,χ r µ µ τ,χ, and ˆr µ µ τ,χ r µ µ as N and M. τ,χ As a good tradeoff between complexty and performance of the narrowband-channel smulator, N and M were selected. Fg. 7 demonstrates the excellent approxmaton result for ˆr µ µ τ r µ µ τ over the nterval,n/f max ]. The smulaton result by averagng 5 realzatons s also plotted n ths fgure for the purpose of valdaton. On the bass of the COST 7 RA channel 34], the numercal results of 4c and c wth the gven moderate values of N and M are shown n Fg. 8a and b, respectvely. It s clear that ˆr µ µ τ,χ matches r µ µ τ,χ very closely. Fg. 7. ACFs r µ µ τ of the reference model and ˆr µ µ τ of the smulaton model wth N and M for f max 9Hz. Fg. 9a and b ndcates that the approxmaton error between r µ µ τ,χ and ˆr µ µ wth the chosen values of N and M τ,χ s small. Compared wth the two determnstc sum-of-snusods channel smulators developed n 5] and 6], the proposed stochastc narrowband Raylegh fadng channel smulator enables better fttngs to the underlyng reference model, whle t has to pay hgher computatonal efforts due to the stochastc property and the used double sum of exponental functons. It should

11 6 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 Fg. 8. CCFs for the COST 7 RA channel f max 9 Hz and.86 µs. a r µ µ τ,χ of the reference model. b ˆr µ µ τ,χ of the smulaton model wth N and M. also be stressed here that ths stochastc narrowband-channel smulator has the smlar computatonal complexty to that of the stochastc sum-of-snusods channel smulators n ], 3], and 38]; however, t has the addtonal capablty of drectly smulatng multple frequency-correlated Raylegh fadng processes wth gven temporal and frequency correlaton propertes. V. C ONCLUSION In ths paper, we have proposed a novel stochastc WSS sum-of-snusods channel smulator, whch s capable of smulatng multple frequency-correlated wdeband and narrowband Raylegh fadng channels. Analytcal expressons have been derved for all the parameters of the smulaton model. The performance of the proposed channel smulator has been nvestgated wth respect to the ACFs and CCFs of the smulated processes. Three performance crtera have been employed n order to provde a gude on how to choose the number of exponental functons n the channel smulator. The numercal and smulaton results show that the correlaton propertes of the smulaton model wth the chosen numbers of exponental functons match very closely those of the underlyng reference model. The resultng stochastc channel smulator s very useful for the smulaton of practcal frequency-dversty fadng channels, such as FH, MC-CDMA, and OFDM channels. Fg. 9. CCFs for the COST 7 RA channel f max 9 Hz, and.86 µs. a r µ µ τ,χ of the reference model. b ˆr µ µ of the τ,χ smulaton model wth N and M. APPENDIX A. Dervaton of 9e In ths Appendx, we derve the CCF r µ,l µ of µ,lτ,χ,l t and µ,l t accordng to 8b: } r µ,l µ {µ,lτ,χe,l tµ,lt + τ lm N l M l M l n m p q E { C n,m,l C p,q,l cosπf max t cos β n,l πf c ϕ n,m,l ˆθ n,m,l sn πf max t + τcosβ p,l πf cϕ p,q,l ˆθ ] } p,q,l lm Cn,m,l N l M l n m snπf max τ cos β n,l πχϕ n,m,l lm pβ n,l,ϕ n,m,l N l M l n m snπf max τ cos β n,l πχϕ n,m,l dβdϕ

12 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 6 τ l + τ l+ / π τ l τ l / pβ,ϕ snπf max τ cos β πχϕdβdϕ τ l + τ l+ / π τ l τ l / π b exp ϕ cosπf max τ cos β snπχϕdβdϕ bj πf max τ τ l + τ l+ / τ l τ l / exp ϕ snπχϕdϕ. 7 The ndefnte ntegral n the rght-hand sde of the above equaton can be solved by usng 39, eq..663.] as follows: exp ϕ snπχϕdϕ exp ϕ snπχϕ πχ cosπχϕ] +πχ exp ϕ snπχϕ+πχ cosπχϕ]. 8 +πχ The substtuton of 8 to 7 leads to an expresson of r µ,l µ,lτ,χ shown n 9e. B. Dervaton of In ths Appendx, we apply the parameter-computaton method proposed n the study n 3] to derve a closed-form expresson for the dscrete delays φ m,l shown n. Close observatons of the expressons 8a 8f show us that the dscrete delays φ m,l appear only n 8d and 8e. Therefore, we wll calculate φ m,l n such a way that for a lmted number of exponental functons, ˆr µ µ,χ and ˆr µ,l µ can ap-,l,χ proxmate as well as possble r µ µ,χ and r µ,l µ,l,χ, respectvely. Begnnng wth the frst par ˆr µ µ and,χ r µ µ,χ, we obtan ther Fourer transforms as follows: Ŝ µ µ φ b A l B l 4M l m δφ φ m,l +δφ + φ m,l ] 9a S µ µ φ b 4 exp φ. 9b By comparng 9b wth 7, t s clear that S µ µ s related to the PDP, as s Ŝµ µ φ Let us ntroduce the ntervals φ. I m φ m,l,φ m,l ] wth φ,l τ l τ l /. We demand that the average delay power of the reference model s equal to the average delay power of the smulaton model wthn the nterval I m,.e., φ I m S µµ φdφ φ I m Ŝ µµ φdφ 3 for m,,...,m l. To solve ths problem, we defne an auxlary functon accordng to Gφ m,l : Applyng 9b, we can wrte Gφ m,l b 4 φ m,l S µ µ φdφ. 3 exp φ ] m,l. 3 If we keep 3 n mnd and use 9a and 3, another form of Gφ m,l can be obtaned: Gφ m,l τ l τ l / b 4 A l+ S µ µ φdφ + m k φ I k m k φ I k Ŝ µµ φdφ S µµ φdφ b 4 A l+ bm 4M l A l B l. 33 The comparson between 3 and 33 leads to an analytcal expresson for the dscrete delays φ m,l, as gven n. Applyng the above proposed computaton procedure, the same result for φ m,l can be acheved from another relaton par ˆr µ,l µ,l,χ and r µ,l µ,l,χ. C. Proof of ˆr µ,l µ τ,χ,,r µ,l µ for N,l,lτ,χ l and M l Performng the substtuton of 9a and 9b and nto 8e gves, for N l, and M l, the followng desred result: lm ˆr N l µ,l µ,lτ,χ M l lm N l M l { sn n N l + m π πf max τ sn N l πχ ln ba l B l 4N l M l n ] A l m M l A l B l ]}

13 6 IEEE TRANSACTIONS ON VEHICULAR TECHNOLOGY, VOL. 56, NO. 3, MAY 7 lm N l lm N l n N l + ba l B l 4N l { π sn πf max τ sn n ] N l πχ ln n N l + b 4N l { sn πf max τ sn b π π π ln B l ln A l A l xa l B l ln B l ln A l π N l exp z snπf max τ sn y πχzdzdy b π π π ln B l ln A l exp z ]} dx n ] } πχz dz cosπf max τ sn ydy exp z snπχzdz bj πf max τ +πχ ] exp z snπχz+πχ cosπχz] zτ l + τ l+ / zτ l τ l / r µ,l µ,lτ,χ. 34 Thus, ˆr µ,l µ τ,χ converges to r µ,l µ f N,l,lτ,χ l and M l. ACKNOWLEDGMENT The authors would lke to thank the anonymous revewers for ther helpful and constructve comments. REFERENCES ] W. C. Jakes, Ed., Mcrowave Moble Communcatons. Pscataway, NJ: IEEE Press, 994. ] T. C. Wu, C. C. Chao, and K. C. Chen, Capacty of synchronous coded DS SFH and FFH spread-spectrum multple-access for wreless local communcatons, IEEE Trans. Commun., vol. 45, no., pp., Feb ] Z. Kostc, I. Marc, and X. D. Wang, Fundamentals of dynamc FH n cellular systems, IEEE J. Sel. Areas Commun.,vol.9,no.,pp.54 66, Nov.. 4] N. C. Beauleu, Generaton of correlated Raylegh fadng envelopes, IEEE Commun. Lett., vol. 3, no. 6, pp. 7 74, Jun ] B. Natarajan, C. R. Nassar, and V. Chandrasekhar, Generaton of correlated Raylegh fadng envelopes for spread spectrum applcatons, IEEE Commun. Lett., vol. 4, no., pp. 9, Jan.. 6] S. Sorooshyar and D. G. Daut, Generaton of correlated Raylegh fadng envelopes for accurate performance analyss of dversty systems, n Proc. IEEE PIMRC, Bejng, Chna, Sep. 3, pp ] T. Klngenbrunn and P. Mogensen, Modelng frequency correlaton of fast fadng n frequency hoppng GSM lnk smulatons, n Proc. IEEE VTC Fall, Amsterdam, The Netherlands, Sep. 999, pp ] N. C. Beauleu and M. L. Meran, Effcent smulaton of correlated dversty channels, n Proc. IEEE WCNC, Chcago, IL, Sep., pp. 7. 9] S. O. Rce, Mathematcal analyss of random nose, Bell Syst. Tech. J., vol. 3, pp. 8 33, Jul ] S. O. Rce, Mathematcal analyss of random nose, Bell Syst. Tech. J., vol. 4, pp , Jan ] M. Pätzold, Moble Fadng Channels. New York: Wley,. ] P. Höher, A statstcal dscrete-tme model for the WSSUS multpath channel, IEEE Trans. Veh. Technol., vol. 4, no. 4, pp , Nov ] K. W. Yp and T. S. Ng, Karhunen-Loève expanson of the WSSUS channel output and ts applcaton to effcent smulaton, IEEE J. Sel. Areas Commun., vol. 5, no. 4, pp , May ] E. Chavaccn and G. M. Vtetta, GQR models for multpath Raylegh fadng channels, IEEE J. Sel. Areas Commun., vol. 9, no. 6, pp. 9 8, Jun.. 5] M. Pätzold and N. Youssef, Modelng and smulaton of drectonselectve and frequency-selectve moble rado channels, Int. J. Electr. Commun., vol. AEÜ-55, no. 6, pp , Nov.. 6] Q. Yao and M. Pätzold, Down-lnk channel modelng for moble communcatons wth smart antennas at the base staton, n Proc. IEEE VTC Sprng, Jeju, Korea, Apr. 3, pp ] C. X. Wang and M. Pätzold, A generatve determnstc model for dgtal moble fadng channels, IEEE Commun. Lett., vol.8,no.4,pp.3 5, Apr. 4. 8] C. X. Wang and M. Pätzold, A new determnstc process based generatve model for characterzng bursty error sequences, n Proc. IEEE PIMRC, Barcelona, Span, Sep. 4, pp ] P. Dent, G. E. Bottomley, and T. Croft, Jakes fadng model revsted, Electron. Lett., vol. 9, no. 3, pp. 6 63, Jun ] Y. B. L and Y. L. Guan, Modfed Jakes model for smulatng multple uncorrelated fadng waveforms, n Proc. IEEE ICC, New Orleans, LA, Jun., pp ] Y. R. Zheng and C. Xao, Improved models for the generaton of multple uncorrelated Raylegh fadng waveforms, IEEE Commun. Lett., vol. 6, no. 6, pp , Jun.. ] Y. L and X. Huang, The smulaton of ndependent Raylegh faders, IEEE Trans. Commun., vol. 5, no. 9, pp , Sep.. 3] C. X. Wang and M. Pätzold, Methods of generatng multple uncorrelated Raylegh fadng processes, n Proc. IEEE VTC Sprng, Jeju, Korea, Apr. 3, pp ] C. X. Wang and M. Pätzold, Effcent smulaton of multple crosscorrelated Raylegh fadng channels, n Proc. IEEE PIMRC, Bejng, Chna, Sep. 3, pp ] M. Pätzold, F. Laue, and U. Kllat, A frequency hoppng Raylegh fadng channel smulator wth gven correlaton propertes, n Proc. IEEE ISPACS, Kuala Lumpur, Malaysa, Nov. 997, pp. S8.. S ] C. X. Wang, M. Pätzold, and B. Itsaracha, A determnstc frequency hoppng Raylegh fadng channel smulator desgned by usng optmzaton technques, n Proc. IEEE PIMRC, Lsbon, Portugal, Sep., pp ] J. D. Parsons, The Moble Rado Propagaton Channel, nd ed. New York: Wley,. 8] G. L. Stüber, Prncples of Moble Communcatons, nd ed. Boston, MA: Kluwer,. 9] R. H. Clarke, A statstcal theory of moble-rado recepton, Bell Syst. Tech. J., vol. 47, no. 6, pp. 957, Jul./Aug ] M. F. Pop and N. C. Beauleu, Lmtatons of sum-of-snusods fadng channel smulators, IEEE Trans. Commun., vol. 49, no. 4, pp , Apr.. 3] M. F. Pop and N. C. Beauleu, Desgn of wde-sense statonary sumof-snusods fadng channel smulators, n Proc. IEEE ICC, New York, Apr. 8 May, pp ] M. Pätzold, On the statonarty and ergodcty of fadng channel smulators basng on Rce s sum-of-snusods, n Proc. IEEE PIMRC, Bejng, Chna, Sep. 3, pp

14 WANG et al.: STOCHASTIC MODELING AND SIMULATION OF WIDEBAND FADING CHANNELS 63 33] P. A. Bello, Characterzaton of randomly tme-varant lnear channels, IEEE Trans. Commun., vol. COM-, no. 4, pp , Dec ] Dgtal land moble rado communcatons, Offce for Offcal Publcatons of the European Communtes, 989, Luxemburg. Fnal Report. 35] J. C. Slva, N. Souto, A. Rodrgues, F. Cercas, and A. Correa, Converson of reference tapped delay lne channel models to dscrete tme channel models, n Proc. IEEE VTC Fall, Orlando, FL, Oct. 3, pp ] A. Papouls and S. U. Plla, Probablty, Random Varables and Stochastc Processes, 4th ed. New York: McGraw-Hll,. 37] M. Pätzold, A. Szczepansk, and N. Youssef, Methods for modelng of specfed and measured multpath power-delay profles, IEEE Trans. Veh. Technol., vol. 5, no. 5, pp , Sep.. 38] C. Xao, Y. R. Zheng, and N. C. Beauleu, Second-order statstcal propertes of the WSS Jakes fadng channel smulator, IEEE Trans. Commun., vol. 5, no. 6, pp , Jun.. 39] I. S. Gradshteyn and I. M. Ryzhk, Tables of Integrals, Seres, and Products, 6th ed. Boston, MA: Academc,. Cheng-Xang Wang S M 5 receved the B.Sc. and M.Eng. degrees n communcaton and nformaton systems from Shandong Unversty, Shandong, Chna, n 997 and, respectvely, and the Ph.D. degree n wreless communcatons from Aalborg Unversty, Aalborg, Denmark, n 4. From to, he was a Research Assstant wth the Department of Communcaton Networks, Techncal Unversty of Hamburg Harburg, Hamburg, Germany. From to 5, he was a Research Fellow of moble communcatons wth Agder Unversty College, Grmstad, Norway. From January to Aprl 4, he was a Vstng Researcher at the Baseband Algorthms and Standardzaton Laboratory, Semens AG- Moble Phones, Munch, Germany, conductng research and development of error models for Enhanced General Packet Rado Servce EGPRS systems wthn the framework of the 3GPP GERAN System Concept R&D Project. Snce 5, he has been a Lecturer n Moble Communcatons and Networks at Herot Watt Unversty, Ednburgh, U.K. He s also an honorary fellow of the Unversty of Ednburgh and has been an Adjunct Professor wth Guln Unversty of Electronc Technology, Guln, Chna, snce June 6. Hs current research nterests nclude moble propagaton channel modelng, error models, smart antennas and vrtual multple-nput multple-output systems, orthogonal frequency-dvson multplexng, ultrawdeband, cogntve rado, space-tme codng, cross-layer desgn of wreless networks, moble ad hoc and wreless-sensor networks, and 3GPP long-term evoluton. He has publshed about 7 research papers n journals and conference proceedngs. Dr. Wang was the recpent of the 999 Excellent Paper Award for two of hs papers from the Sxth Natonal Youth Communcaton Conference of Chna, Bejng, Chna. He serves as an Edtoral Board Member of the Wreless Communcatons and Moble Computng WCMC and as a Techncal Program Commttee Member for 4 major nternatonal conferences, ncludng IEEE VTC 5-Fall, ICIC 6, Globecom 6, WCNC 7, ICC 7, and ICIC 7. He also served as Sesson Char for ICCCAS 6. He s a member of the Insttute of Engneerng and Technology IET. Matthas Pätzold M 94 SM 98 receved the Dpl.-Ing. and Dr.-Ing. degrees n electrcal engneerng from Ruhr-Unversty Bochum, Bochum, Germany, n 985 and 989, respectvely, and the Habltaton degree n communcatons engneerng from the Techncal Unversty of Hamburg Harburg, Hamburg, Germany, n 998. From 99 to 99, he was wth ANT Nachrchtentechnk GmbH, Backnang, Germany, where he was engaged n dgtal satellte communcatons. From 99 to, he was wth the Department of Dgtal Networks at the Techncal Unversty Hamburg Harburg. Snce, he has been a Full Professor of moble communcatons wth Agder Unversty College, Grmstad, Norway. He s the Author of the books Moble Rado Channels Modellng, Analyss, and Smulaton n German Veweg, 999 and Moble Fadng Channels Wley & Sons,. Hs current research nterests nclude moble-rado communcatons, partcularly multpath fadngchannel modelng, multple-nput multple-output systems, channel-parameter estmaton, and coded-modulaton technques for fadng channels. Prof. Pätzold was the recpent of the 998 and Neal Shepherd Memoral Best Propagaton Paper Award from the IEEE Vehcular Technology Socety. He was the recpent of the 3 Excellent Paper Award from the IEEE Internatonal Symposum on Personal, Indoor, and Moble Rado Communcatons PIMRC 3 n Bejng, Chna, as well as of the Best Paper Award from the eghth Internatonal Symposum on Wreless Personal Multmeda Communcatons WPMC 5 n Aalborg, Denmark. He was Local Organzer of the conference Kommunkaton n Vertelten Systemen KVS and Organzer of the second Internatonal Workshop on Research Drectons n Moble Communcatons and Servces. He served as a member of the Techncal Program Commttee for IST 5, VTC 5-Fall, and WPMC 5. He also served as Sesson Char for several reputed nternatonal conferences VTC 4-Sprng, NRS 4, PIMRC 4, IST 5, and WPMC 5. Q Yao receved the B.Sc. and M.Eng. degrees n communcaton and nformaton systems from Shandong Unversty, Shandong, Chna, n 997 and, respectvely. She s currently workng toward the Ph.D. degree at Aalborg Unversty, Aalborg, Denmark. In, she worked as a Student Research Assstant wth the Department of Communcaton Networks, Techncal Unversty Hamburg Harburg, Hamburg, Germany. Snce October, she has been wth Agder Unversty College, Grmstad, Norway. Her current research nterests nclude moble communcatons, adaptve antenna systems, moble fadng-channel modelng, and channel-parameter estmaton.

Chapter 6. Wideband channels. Slides for Wireless Communications Edfors, Molisch, Tufvesson

Chapter 6. Wideband channels. Slides for Wireless Communications Edfors, Molisch, Tufvesson Chapter 6 Wdeband channels 128 Delay (tme) dsperson A smple case Transmtted mpulse h h a a a 1 1 2 2 3 3 Receved sgnal (channel mpulse response) 1 a 1 2 a 2 a 3 3 129 Delay (tme) dsperson One reflecton/path,

More information

ECE559VV Project Report

ECE559VV Project Report ECE559VV Project Report (Supplementary Notes Loc Xuan Bu I. MAX SUM-RATE SCHEDULING: THE UPLINK CASE We have seen (n the presentaton that, for downlnk (broadcast channels, the strategy maxmzng the sum-rate

More information

Digital Modems. Lecture 2

Digital Modems. Lecture 2 Dgtal Modems Lecture Revew We have shown that both Bayes and eyman/pearson crtera are based on the Lkelhood Rato Test (LRT) Λ ( r ) < > η Λ r s called observaton transformaton or suffcent statstc The crtera

More information

TLCOM 612 Advanced Telecommunications Engineering II

TLCOM 612 Advanced Telecommunications Engineering II TLCOM 62 Advanced Telecommuncatons Engneerng II Wnter 2 Outlne Presentatons The moble rado sgnal envronment Combned fadng effects and nose Delay spread and Coherence bandwdth Doppler Shft Fast vs. Slow

More information

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4)

Econ107 Applied Econometrics Topic 3: Classical Model (Studenmund, Chapter 4) I. Classcal Assumptons Econ7 Appled Econometrcs Topc 3: Classcal Model (Studenmund, Chapter 4) We have defned OLS and studed some algebrac propertes of OLS. In ths topc we wll study statstcal propertes

More information

Numerical Heat and Mass Transfer

Numerical Heat and Mass Transfer Master degree n Mechancal Engneerng Numercal Heat and Mass Transfer 06-Fnte-Dfference Method (One-dmensonal, steady state heat conducton) Fausto Arpno f.arpno@uncas.t Introducton Why we use models and

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Wreless Informaton Transmsson System Lab. Chapter 7 Channel Capacty and Codng Insttute of Communcatons Engneerng atonal Sun Yat-sen Unversty Contents 7. Channel models and channel capacty 7.. Channel models

More information

EFFECTS OF MULTIPATH ANGULAR SPREAD ON THE SPATIAL CROss -correlation OF RECEIVED VOLTAGE ENVELOPES

EFFECTS OF MULTIPATH ANGULAR SPREAD ON THE SPATIAL CROss -correlation OF RECEIVED VOLTAGE ENVELOPES IEEE Vehcular Technology Conference, Houston,TX, May 16-19, 1999 pp.996-1 EFFECTS OF MULTIPATH ANGULAR SPREAD ON THE SPATIAL CROss -correlation OF RECEIVED VOLTAGE ENVELOPES Gregory D. Durgn and Theodore

More information

The Order Relation and Trace Inequalities for. Hermitian Operators

The Order Relation and Trace Inequalities for. Hermitian Operators Internatonal Mathematcal Forum, Vol 3, 08, no, 507-57 HIKARI Ltd, wwwm-hkarcom https://doorg/0988/mf088055 The Order Relaton and Trace Inequaltes for Hermtan Operators Y Huang School of Informaton Scence

More information

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

Chapter 11: Simple Linear Regression and Correlation

Chapter 11: Simple Linear Regression and Correlation Chapter 11: Smple Lnear Regresson and Correlaton 11-1 Emprcal Models 11-2 Smple Lnear Regresson 11-3 Propertes of the Least Squares Estmators 11-4 Hypothess Test n Smple Lnear Regresson 11-4.1 Use of t-tests

More information

Pulse Coded Modulation

Pulse Coded Modulation Pulse Coded Modulaton PCM (Pulse Coded Modulaton) s a voce codng technque defned by the ITU-T G.711 standard and t s used n dgtal telephony to encode the voce sgnal. The frst step n the analog to dgtal

More information

Uncertainty in measurements of power and energy on power networks

Uncertainty in measurements of power and energy on power networks Uncertanty n measurements of power and energy on power networks E. Manov, N. Kolev Department of Measurement and Instrumentaton, Techncal Unversty Sofa, bul. Klment Ohrdsk No8, bl., 000 Sofa, Bulgara Tel./fax:

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

THE generation of a set of multiple uncorrelated Rayleigh

THE generation of a set of multiple uncorrelated Rayleigh IEEE TRANSACTIONS ON WIRELESS COMMUNICATIONS, VOL. XX, NO. Y, MONTH 29 Two New Sum-of-Snusods-Based Methods for the Effcent Generaton of Multple Uncorrelated Raylegh Fadng Waveforms Matthas Pätzold, Senor

More information

Chapter 7 Channel Capacity and Coding

Chapter 7 Channel Capacity and Coding Chapter 7 Channel Capacty and Codng Contents 7. Channel models and channel capacty 7.. Channel models Bnary symmetrc channel Dscrete memoryless channels Dscrete-nput, contnuous-output channel Waveform

More information

/ n ) are compared. The logic is: if the two

/ n ) are compared. The logic is: if the two STAT C141, Sprng 2005 Lecture 13 Two sample tests One sample tests: examples of goodness of ft tests, where we are testng whether our data supports predctons. Two sample tests: called as tests of ndependence

More information

NUMERICAL DIFFERENTIATION

NUMERICAL DIFFERENTIATION NUMERICAL DIFFERENTIATION 1 Introducton Dfferentaton s a method to compute the rate at whch a dependent output y changes wth respect to the change n the ndependent nput x. Ths rate of change s called the

More information

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE

CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE CHAPTER 5 NUMERICAL EVALUATION OF DYNAMIC RESPONSE Analytcal soluton s usually not possble when exctaton vares arbtrarly wth tme or f the system s nonlnear. Such problems can be solved by numercal tmesteppng

More information

Outage Probability of Macrodiversity Reception in the Presence of Fading and Weibull Co- Channel Interference

Outage Probability of Macrodiversity Reception in the Presence of Fading and Weibull Co- Channel Interference ISSN 33-365 (Prnt, ISSN 848-6339 (Onlne https://do.org/.7559/tv-67847 Orgnal scentfc paper Outage Probablty of Macrodversty Recepton n the Presence of Fadng and Webull Co- Channel Interference Mloš PERIĆ,

More information

A Hybrid Variational Iteration Method for Blasius Equation

A Hybrid Variational Iteration Method for Blasius Equation Avalable at http://pvamu.edu/aam Appl. Appl. Math. ISSN: 1932-9466 Vol. 10, Issue 1 (June 2015), pp. 223-229 Applcatons and Appled Mathematcs: An Internatonal Journal (AAM) A Hybrd Varatonal Iteraton Method

More information

Inductance Calculation for Conductors of Arbitrary Shape

Inductance Calculation for Conductors of Arbitrary Shape CRYO/02/028 Aprl 5, 2002 Inductance Calculaton for Conductors of Arbtrary Shape L. Bottura Dstrbuton: Internal Summary In ths note we descrbe a method for the numercal calculaton of nductances among conductors

More information

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests

Simulated Power of the Discrete Cramér-von Mises Goodness-of-Fit Tests Smulated of the Cramér-von Mses Goodness-of-Ft Tests Steele, M., Chaselng, J. and 3 Hurst, C. School of Mathematcal and Physcal Scences, James Cook Unversty, Australan School of Envronmental Studes, Grffth

More information

Power law and dimension of the maximum value for belief distribution with the max Deng entropy

Power law and dimension of the maximum value for belief distribution with the max Deng entropy Power law and dmenson of the maxmum value for belef dstrbuton wth the max Deng entropy Bngy Kang a, a College of Informaton Engneerng, Northwest A&F Unversty, Yanglng, Shaanx, 712100, Chna. Abstract Deng

More information

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system

Transfer Functions. Convenient representation of a linear, dynamic model. A transfer function (TF) relates one input and one output: ( ) system Transfer Functons Convenent representaton of a lnear, dynamc model. A transfer functon (TF) relates one nput and one output: x t X s y t system Y s The followng termnology s used: x y nput output forcng

More information

Global Sensitivity. Tuesday 20 th February, 2018

Global Sensitivity. Tuesday 20 th February, 2018 Global Senstvty Tuesday 2 th February, 28 ) Local Senstvty Most senstvty analyses [] are based on local estmates of senstvty, typcally by expandng the response n a Taylor seres about some specfc values

More information

Chapter 13: Multiple Regression

Chapter 13: Multiple Regression Chapter 13: Multple Regresson 13.1 Developng the multple-regresson Model The general model can be descrbed as: It smplfes for two ndependent varables: The sample ft parameter b 0, b 1, and b are used to

More information

COEFFICIENT DIAGRAM: A NOVEL TOOL IN POLYNOMIAL CONTROLLER DESIGN

COEFFICIENT DIAGRAM: A NOVEL TOOL IN POLYNOMIAL CONTROLLER DESIGN Int. J. Chem. Sc.: (4), 04, 645654 ISSN 097768X www.sadgurupublcatons.com COEFFICIENT DIAGRAM: A NOVEL TOOL IN POLYNOMIAL CONTROLLER DESIGN R. GOVINDARASU a, R. PARTHIBAN a and P. K. BHABA b* a Department

More information

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS Avalable onlne at http://sck.org J. Math. Comput. Sc. 3 (3), No., 6-3 ISSN: 97-537 COMPARISON OF SOME RELIABILITY CHARACTERISTICS BETWEEN REDUNDANT SYSTEMS REQUIRING SUPPORTING UNITS FOR THEIR OPERATIONS

More information

NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS

NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS IJRRAS 8 (3 September 011 www.arpapress.com/volumes/vol8issue3/ijrras_8_3_08.pdf NON-CENTRAL 7-POINT FORMULA IN THE METHOD OF LINES FOR PARABOLIC AND BURGERS' EQUATIONS H.O. Bakodah Dept. of Mathematc

More information

A Robust Method for Calculating the Correlation Coefficient

A Robust Method for Calculating the Correlation Coefficient A Robust Method for Calculatng the Correlaton Coeffcent E.B. Nven and C. V. Deutsch Relatonshps between prmary and secondary data are frequently quantfed usng the correlaton coeffcent; however, the tradtonal

More information

Uncertainty and auto-correlation in. Measurement

Uncertainty and auto-correlation in. Measurement Uncertanty and auto-correlaton n arxv:1707.03276v2 [physcs.data-an] 30 Dec 2017 Measurement Markus Schebl Federal Offce of Metrology and Surveyng (BEV), 1160 Venna, Austra E-mal: markus.schebl@bev.gv.at

More information

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential

Open Systems: Chemical Potential and Partial Molar Quantities Chemical Potential Open Systems: Chemcal Potental and Partal Molar Quanttes Chemcal Potental For closed systems, we have derved the followng relatonshps: du = TdS pdv dh = TdS + Vdp da = SdT pdv dg = VdP SdT For open systems,

More information

An (almost) unbiased estimator for the S-Gini index

An (almost) unbiased estimator for the S-Gini index An (almost unbased estmator for the S-Gn ndex Thomas Demuynck February 25, 2009 Abstract Ths note provdes an unbased estmator for the absolute S-Gn and an almost unbased estmator for the relatve S-Gn for

More information

Analysis of the Magnetomotive Force of a Three-Phase Winding with Concentrated Coils and Different Symmetry Features

Analysis of the Magnetomotive Force of a Three-Phase Winding with Concentrated Coils and Different Symmetry Features Analyss of the Magnetomotve Force of a Three-Phase Wndng wth Concentrated Cols and Dfferent Symmetry Features Deter Gerlng Unversty of Federal Defense Munch, Neubberg, 85579, Germany Emal: Deter.Gerlng@unbw.de

More information

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands

1. Inference on Regression Parameters a. Finding Mean, s.d and covariance amongst estimates. 2. Confidence Intervals and Working Hotelling Bands Content. Inference on Regresson Parameters a. Fndng Mean, s.d and covarance amongst estmates.. Confdence Intervals and Workng Hotellng Bands 3. Cochran s Theorem 4. General Lnear Testng 5. Measures of

More information

Pop-Click Noise Detection Using Inter-Frame Correlation for Improved Portable Auditory Sensing

Pop-Click Noise Detection Using Inter-Frame Correlation for Improved Portable Auditory Sensing Advanced Scence and Technology Letters, pp.164-168 http://dx.do.org/10.14257/astl.2013 Pop-Clc Nose Detecton Usng Inter-Frame Correlaton for Improved Portable Audtory Sensng Dong Yun Lee, Kwang Myung Jeon,

More information

A Fast Computer Aided Design Method for Filters

A Fast Computer Aided Design Method for Filters 2017 Asa-Pacfc Engneerng and Technology Conference (APETC 2017) ISBN: 978-1-60595-443-1 A Fast Computer Aded Desgn Method for Flters Gang L ABSTRACT *Ths paper presents a fast computer aded desgn method

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

Multipath richness a measure of MIMO capacity in an environment

Multipath richness a measure of MIMO capacity in an environment EUROEA COOERATIO I THE FIELD OF SCIETIFIC AD TECHICAL RESEARCH EURO-COST SOURCE: Aalborg Unversty, Denmark COST 73 TD 04) 57 Dusburg, Germany 004/Sep/0- ultpath rchness a measure of IO capacty n an envronment

More information

), it produces a response (output function g (x)

), it produces a response (output function g (x) Lnear Systems Revew Notes adapted from notes by Mchael Braun Typcally n electrcal engneerng, one s concerned wth functons of tme, such as a voltage waveform System descrpton s therefore defned n the domans

More information

Parameter Estimation for Dynamic System using Unscented Kalman filter

Parameter Estimation for Dynamic System using Unscented Kalman filter Parameter Estmaton for Dynamc System usng Unscented Kalman flter Jhoon Seung 1,a, Amr Atya F. 2,b, Alexander G.Parlos 3,c, and Klto Chong 1,4,d* 1 Dvson of Electroncs Engneerng, Chonbuk Natonal Unversty,

More information

2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification

2E Pattern Recognition Solutions to Introduction to Pattern Recognition, Chapter 2: Bayesian pattern classification E395 - Pattern Recognton Solutons to Introducton to Pattern Recognton, Chapter : Bayesan pattern classfcaton Preface Ths document s a soluton manual for selected exercses from Introducton to Pattern Recognton

More information

COMPOSITE BEAM WITH WEAK SHEAR CONNECTION SUBJECTED TO THERMAL LOAD

COMPOSITE BEAM WITH WEAK SHEAR CONNECTION SUBJECTED TO THERMAL LOAD COMPOSITE BEAM WITH WEAK SHEAR CONNECTION SUBJECTED TO THERMAL LOAD Ákos Jósef Lengyel, István Ecsed Assstant Lecturer, Professor of Mechancs, Insttute of Appled Mechancs, Unversty of Mskolc, Mskolc-Egyetemváros,

More information

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010

Parametric fractional imputation for missing data analysis. Jae Kwang Kim Survey Working Group Seminar March 29, 2010 Parametrc fractonal mputaton for mssng data analyss Jae Kwang Km Survey Workng Group Semnar March 29, 2010 1 Outlne Introducton Proposed method Fractonal mputaton Approxmaton Varance estmaton Multple mputaton

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

x i1 =1 for all i (the constant ).

x i1 =1 for all i (the constant ). Chapter 5 The Multple Regresson Model Consder an economc model where the dependent varable s a functon of K explanatory varables. The economc model has the form: y = f ( x,x,..., ) xk Approxmate ths by

More information

Resource Allocation with a Budget Constraint for Computing Independent Tasks in the Cloud

Resource Allocation with a Budget Constraint for Computing Independent Tasks in the Cloud Resource Allocaton wth a Budget Constrant for Computng Independent Tasks n the Cloud Wemng Sh and Bo Hong School of Electrcal and Computer Engneerng Georga Insttute of Technology, USA 2nd IEEE Internatonal

More information

Speeding up Computation of Scalar Multiplication in Elliptic Curve Cryptosystem

Speeding up Computation of Scalar Multiplication in Elliptic Curve Cryptosystem H.K. Pathak et. al. / (IJCSE) Internatonal Journal on Computer Scence and Engneerng Speedng up Computaton of Scalar Multplcaton n Ellptc Curve Cryptosystem H. K. Pathak Manju Sangh S.o.S n Computer scence

More information

A Lower Bound on SINR Threshold for Call Admission Control in Multiple-Class CDMA Systems with Imperfect Power-Control

A Lower Bound on SINR Threshold for Call Admission Control in Multiple-Class CDMA Systems with Imperfect Power-Control A ower Bound on SIR Threshold for Call Admsson Control n Multple-Class CDMA Systems w Imperfect ower-control Mohamed H. Ahmed Faculty of Engneerng and Appled Scence Memoral Unversty of ewfoundland St.

More information

The Feynman path integral

The Feynman path integral The Feynman path ntegral Aprl 3, 205 Hesenberg and Schrödnger pctures The Schrödnger wave functon places the tme dependence of a physcal system n the state, ψ, t, where the state s a vector n Hlbert space

More information

1 Derivation of Rate Equations from Single-Cell Conductance (Hodgkin-Huxley-like) Equations

1 Derivation of Rate Equations from Single-Cell Conductance (Hodgkin-Huxley-like) Equations Physcs 171/271 -Davd Klenfeld - Fall 2005 (revsed Wnter 2011) 1 Dervaton of Rate Equatons from Sngle-Cell Conductance (Hodgkn-Huxley-lke) Equatons We consder a network of many neurons, each of whch obeys

More information

An Upper Bound on SINR Threshold for Call Admission Control in Multiple-Class CDMA Systems with Imperfect Power-Control

An Upper Bound on SINR Threshold for Call Admission Control in Multiple-Class CDMA Systems with Imperfect Power-Control An Upper Bound on SINR Threshold for Call Admsson Control n Multple-Class CDMA Systems wth Imperfect ower-control Mahmoud El-Sayes MacDonald, Dettwler and Assocates td. (MDA) Toronto, Canada melsayes@hotmal.com

More information

EVALUATION OF THE VISCO-ELASTIC PROPERTIES IN ASPHALT RUBBER AND CONVENTIONAL MIXES

EVALUATION OF THE VISCO-ELASTIC PROPERTIES IN ASPHALT RUBBER AND CONVENTIONAL MIXES EVALUATION OF THE VISCO-ELASTIC PROPERTIES IN ASPHALT RUBBER AND CONVENTIONAL MIXES Manuel J. C. Mnhoto Polytechnc Insttute of Bragança, Bragança, Portugal E-mal: mnhoto@pb.pt Paulo A. A. Perera and Jorge

More information

Negative Binomial Regression

Negative Binomial Regression STATGRAPHICS Rev. 9/16/2013 Negatve Bnomal Regresson Summary... 1 Data Input... 3 Statstcal Model... 3 Analyss Summary... 4 Analyss Optons... 7 Plot of Ftted Model... 8 Observed Versus Predcted... 10 Predctons...

More information

EEE 241: Linear Systems

EEE 241: Linear Systems EEE : Lnear Systems Summary #: Backpropagaton BACKPROPAGATION The perceptron rule as well as the Wdrow Hoff learnng were desgned to tran sngle layer networks. They suffer from the same dsadvantage: they

More information

Lab 2e Thermal System Response and Effective Heat Transfer Coefficient

Lab 2e Thermal System Response and Effective Heat Transfer Coefficient 58:080 Expermental Engneerng 1 OBJECTIVE Lab 2e Thermal System Response and Effectve Heat Transfer Coeffcent Warnng: though the experment has educatonal objectves (to learn about bolng heat transfer, etc.),

More information

Composite Hypotheses testing

Composite Hypotheses testing Composte ypotheses testng In many hypothess testng problems there are many possble dstrbutons that can occur under each of the hypotheses. The output of the source s a set of parameters (ponts n a parameter

More information

PHYS 450 Spring semester Lecture 02: Dealing with Experimental Uncertainties. Ron Reifenberger Birck Nanotechnology Center Purdue University

PHYS 450 Spring semester Lecture 02: Dealing with Experimental Uncertainties. Ron Reifenberger Birck Nanotechnology Center Purdue University PHYS 45 Sprng semester 7 Lecture : Dealng wth Expermental Uncertantes Ron Refenberger Brck anotechnology Center Purdue Unversty Lecture Introductory Comments Expermental errors (really expermental uncertantes)

More information

The optimal delay of the second test is therefore approximately 210 hours earlier than =2.

The optimal delay of the second test is therefore approximately 210 hours earlier than =2. THE IEC 61508 FORMULAS 223 The optmal delay of the second test s therefore approxmately 210 hours earler than =2. 8.4 The IEC 61508 Formulas IEC 61508-6 provdes approxmaton formulas for the PF for smple

More information

Foundations of Arithmetic

Foundations of Arithmetic Foundatons of Arthmetc Notaton We shall denote the sum and product of numbers n the usual notaton as a 2 + a 2 + a 3 + + a = a, a 1 a 2 a 3 a = a The notaton a b means a dvdes b,.e. ac = b where c s an

More information

Finite Element Modelling of truss/cable structures

Finite Element Modelling of truss/cable structures Pet Schreurs Endhoven Unversty of echnology Department of Mechancal Engneerng Materals echnology November 3, 214 Fnte Element Modellng of truss/cable structures 1 Fnte Element Analyss of prestressed structures

More information

Scroll Generation with Inductorless Chua s Circuit and Wien Bridge Oscillator

Scroll Generation with Inductorless Chua s Circuit and Wien Bridge Oscillator Latest Trends on Crcuts, Systems and Sgnals Scroll Generaton wth Inductorless Chua s Crcut and Wen Brdge Oscllator Watcharn Jantanate, Peter A. Chayasena, and Sarawut Sutorn * Abstract An nductorless Chua

More information

C/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1

C/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1 C/CS/Phy9 Problem Set 3 Solutons Out: Oct, 8 Suppose you have two qubts n some arbtrary entangled state ψ You apply the teleportaton protocol to each of the qubts separately What s the resultng state obtaned

More information

Probability Theory. The nth coefficient of the Taylor series of f(k), expanded around k = 0, gives the nth moment of x as ( ik) n n!

Probability Theory. The nth coefficient of the Taylor series of f(k), expanded around k = 0, gives the nth moment of x as ( ik) n n! 8333: Statstcal Mechancs I Problem Set # 3 Solutons Fall 3 Characterstc Functons: Probablty Theory The characterstc functon s defned by fk ep k = ep kpd The nth coeffcent of the Taylor seres of fk epanded

More information

Structure and Drive Paul A. Jensen Copyright July 20, 2003

Structure and Drive Paul A. Jensen Copyright July 20, 2003 Structure and Drve Paul A. Jensen Copyrght July 20, 2003 A system s made up of several operatons wth flow passng between them. The structure of the system descrbes the flow paths from nputs to outputs.

More information

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers

Psychology 282 Lecture #24 Outline Regression Diagnostics: Outliers Psychology 282 Lecture #24 Outlne Regresson Dagnostcs: Outlers In an earler lecture we studed the statstcal assumptons underlyng the regresson model, ncludng the followng ponts: Formal statement of assumptons.

More information

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution

Department of Statistics University of Toronto STA305H1S / 1004 HS Design and Analysis of Experiments Term Test - Winter Solution Department of Statstcs Unversty of Toronto STA35HS / HS Desgn and Analyss of Experments Term Test - Wnter - Soluton February, Last Name: Frst Name: Student Number: Instructons: Tme: hours. Ads: a non-programmable

More information

Notes on Frequency Estimation in Data Streams

Notes on Frequency Estimation in Data Streams Notes on Frequency Estmaton n Data Streams In (one of) the data streamng model(s), the data s a sequence of arrvals a 1, a 2,..., a m of the form a j = (, v) where s the dentty of the tem and belongs to

More information

This column is a continuation of our previous column

This column is a continuation of our previous column Comparson of Goodness of Ft Statstcs for Lnear Regresson, Part II The authors contnue ther dscusson of the correlaton coeffcent n developng a calbraton for quanttatve analyss. Jerome Workman Jr. and Howard

More information

A how to guide to second quantization method.

A how to guide to second quantization method. Phys. 67 (Graduate Quantum Mechancs Sprng 2009 Prof. Pu K. Lam. Verson 3 (4/3/2009 A how to gude to second quantzaton method. -> Second quantzaton s a mathematcal notaton desgned to handle dentcal partcle

More information

Lecture Notes on Linear Regression

Lecture Notes on Linear Regression Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume

More information

AGC Introduction

AGC Introduction . Introducton AGC 3 The prmary controller response to a load/generaton mbalance results n generaton adjustment so as to mantan load/generaton balance. However, due to droop, t also results n a non-zero

More information

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1

Physics 5153 Classical Mechanics. D Alembert s Principle and The Lagrangian-1 P. Guterrez Physcs 5153 Classcal Mechancs D Alembert s Prncple and The Lagrangan 1 Introducton The prncple of vrtual work provdes a method of solvng problems of statc equlbrum wthout havng to consder the

More information

Statistics Chapter 4

Statistics Chapter 4 Statstcs Chapter 4 "There are three knds of les: les, damned les, and statstcs." Benjamn Dsrael, 1895 (Brtsh statesman) Gaussan Dstrbuton, 4-1 If a measurement s repeated many tmes a statstcal treatment

More information

Orientation Model of Elite Education and Mass Education

Orientation Model of Elite Education and Mass Education Proceedngs of the 8th Internatonal Conference on Innovaton & Management 723 Orentaton Model of Elte Educaton and Mass Educaton Ye Peng Huanggang Normal Unversty, Huanggang, P.R.Chna, 438 (E-mal: yepeng@hgnc.edu.cn)

More information

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM

DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM Ganj, Z. Z., et al.: Determnaton of Temperature Dstrbuton for S111 DETERMINATION OF TEMPERATURE DISTRIBUTION FOR ANNULAR FINS WITH TEMPERATURE DEPENDENT THERMAL CONDUCTIVITY BY HPM by Davood Domr GANJI

More information

Research Article Green s Theorem for Sign Data

Research Article Green s Theorem for Sign Data Internatonal Scholarly Research Network ISRN Appled Mathematcs Volume 2012, Artcle ID 539359, 10 pages do:10.5402/2012/539359 Research Artcle Green s Theorem for Sgn Data Lous M. Houston The Unversty of

More information

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate

(Online First)A Lattice Boltzmann Scheme for Diffusion Equation in Spherical Coordinate Internatonal Journal of Mathematcs and Systems Scence (018) Volume 1 do:10.494/jmss.v1.815 (Onlne Frst)A Lattce Boltzmann Scheme for Dffuson Equaton n Sphercal Coordnate Debabrata Datta 1 *, T K Pal 1

More information

Appendix B: Resampling Algorithms

Appendix B: Resampling Algorithms 407 Appendx B: Resamplng Algorthms A common problem of all partcle flters s the degeneracy of weghts, whch conssts of the unbounded ncrease of the varance of the mportance weghts ω [ ] of the partcles

More information

EPR Paradox and the Physical Meaning of an Experiment in Quantum Mechanics. Vesselin C. Noninski

EPR Paradox and the Physical Meaning of an Experiment in Quantum Mechanics. Vesselin C. Noninski EPR Paradox and the Physcal Meanng of an Experment n Quantum Mechancs Vesseln C Nonnsk vesselnnonnsk@verzonnet Abstract It s shown that there s one purely determnstc outcome when measurement s made on

More information

A new Approach for Solving Linear Ordinary Differential Equations

A new Approach for Solving Linear Ordinary Differential Equations , ISSN 974-57X (Onlne), ISSN 974-5718 (Prnt), Vol. ; Issue No. 1; Year 14, Copyrght 13-14 by CESER PUBLICATIONS A new Approach for Solvng Lnear Ordnary Dfferental Equatons Fawz Abdelwahd Department of

More information

STAT 511 FINAL EXAM NAME Spring 2001

STAT 511 FINAL EXAM NAME Spring 2001 STAT 5 FINAL EXAM NAME Sprng Instructons: Ths s a closed book exam. No notes or books are allowed. ou may use a calculator but you are not allowed to store notes or formulas n the calculator. Please wrte

More information

LOW BIAS INTEGRATED PATH ESTIMATORS. James M. Calvin

LOW BIAS INTEGRATED PATH ESTIMATORS. James M. Calvin Proceedngs of the 007 Wnter Smulaton Conference S G Henderson, B Bller, M-H Hseh, J Shortle, J D Tew, and R R Barton, eds LOW BIAS INTEGRATED PATH ESTIMATORS James M Calvn Department of Computer Scence

More information

Salmon: Lectures on partial differential equations. Consider the general linear, second-order PDE in the form. ,x 2

Salmon: Lectures on partial differential equations. Consider the general linear, second-order PDE in the form. ,x 2 Salmon: Lectures on partal dfferental equatons 5. Classfcaton of second-order equatons There are general methods for classfyng hgher-order partal dfferental equatons. One s very general (applyng even to

More information

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity

Week3, Chapter 4. Position and Displacement. Motion in Two Dimensions. Instantaneous Velocity. Average Velocity Week3, Chapter 4 Moton n Two Dmensons Lecture Quz A partcle confned to moton along the x axs moves wth constant acceleraton from x =.0 m to x = 8.0 m durng a 1-s tme nterval. The velocty of the partcle

More information

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family IOSR Journal of Mathematcs IOSR-JM) ISSN: 2278-5728. Volume 3, Issue 3 Sep-Oct. 202), PP 44-48 www.osrjournals.org Usng T.O.M to Estmate Parameter of dstrbutons that have not Sngle Exponental Famly Jubran

More information

One-sided finite-difference approximations suitable for use with Richardson extrapolation

One-sided finite-difference approximations suitable for use with Richardson extrapolation Journal of Computatonal Physcs 219 (2006) 13 20 Short note One-sded fnte-dfference approxmatons sutable for use wth Rchardson extrapolaton Kumar Rahul, S.N. Bhattacharyya * Department of Mechancal Engneerng,

More information

IRO0140 Advanced space time-frequency signal processing

IRO0140 Advanced space time-frequency signal processing IRO4 Advanced space tme-frequency sgnal processng Lecture Toomas Ruuben Takng nto account propertes of the sgnals, we can group these as followng: Regular and random sgnals (are all sgnal parameters determned

More information

PHYS 705: Classical Mechanics. Calculus of Variations II

PHYS 705: Classical Mechanics. Calculus of Variations II 1 PHYS 705: Classcal Mechancs Calculus of Varatons II 2 Calculus of Varatons: Generalzaton (no constrant yet) Suppose now that F depends on several dependent varables : We need to fnd such that has a statonary

More information

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method

Comparison of the Population Variance Estimators. of 2-Parameter Exponential Distribution Based on. Multiple Criteria Decision Making Method Appled Mathematcal Scences, Vol. 7, 0, no. 47, 07-0 HIARI Ltd, www.m-hkar.com Comparson of the Populaton Varance Estmators of -Parameter Exponental Dstrbuton Based on Multple Crtera Decson Makng Method

More information

Difference Equations

Difference Equations Dfference Equatons c Jan Vrbk 1 Bascs Suppose a sequence of numbers, say a 0,a 1,a,a 3,... s defned by a certan general relatonshp between, say, three consecutve values of the sequence, e.g. a + +3a +1

More information

More metrics on cartesian products

More metrics on cartesian products More metrcs on cartesan products If (X, d ) are metrc spaces for 1 n, then n Secton II4 of the lecture notes we defned three metrcs on X whose underlyng topologes are the product topology The purpose of

More information

U-Pb Geochronology Practical: Background

U-Pb Geochronology Practical: Background U-Pb Geochronology Practcal: Background Basc Concepts: accuracy: measure of the dfference between an expermental measurement and the true value precson: measure of the reproducblty of the expermental result

More information

The Geometry of Logit and Probit

The Geometry of Logit and Probit The Geometry of Logt and Probt Ths short note s meant as a supplement to Chapters and 3 of Spatal Models of Parlamentary Votng and the notaton and reference to fgures n the text below s to those two chapters.

More information

COMPARING NOISE REMOVAL IN THE WAVELET AND FOURIER DOMAINS

COMPARING NOISE REMOVAL IN THE WAVELET AND FOURIER DOMAINS COMPARING NOISE REMOVAL IN THE WAVELET AND FOURIER DOMAINS Robert J. Barsant, and Jordon Glmore Department of Electrcal and Computer Engneerng The Ctadel Charleston, SC, 29407 e-mal: robert.barsant@ctadel.edu

More information

Convergence of random processes

Convergence of random processes DS-GA 12 Lecture notes 6 Fall 216 Convergence of random processes 1 Introducton In these notes we study convergence of dscrete random processes. Ths allows to characterze phenomena such as the law of large

More information

Digital Signal Processing

Digital Signal Processing Dgtal Sgnal Processng Dscrete-tme System Analyss Manar Mohasen Offce: F8 Emal: manar.subh@ut.ac.r School of IT Engneerng Revew of Precedent Class Contnuous Sgnal The value of the sgnal s avalable over

More information