scholarly journals Joint Design of Transmit Waveforms for Object Tracking in Coexisting Multimodal Sensing Systems

Sensors ◽  
2019 ◽  
Vol 19 (8) ◽  
pp. 1753 ◽  
Author(s):  
John S. Kota ◽  
Antonia Papandreou-Suppappola
Keyword(s):  
Object Tracking ◽  
Performance Metrics ◽  
Doppler Radar ◽  
Estimation Error ◽  
Multiple Access Interference ◽  
Multimodal Sensing ◽  
Multiple User ◽  
Multiple Messages ◽  
Interference Minimization ◽  
Object Parameter

We examine a multiple object tracking problem by jointly optimizing the transmit waveforms used in a multimodal system. Coexisting sensors in this system were assumed to share the same spectrum. Depending on the application, a system can include radars tracking multiple targets or multiuser wireless communications and a radar tracking both multiple messages and a target. The proposed spectral coexistence approach was based on designing all transmit waveforms to have the same time-varying phase function while optimizing desirable performance metrics. Considering the scenario of tracking a target with a pulse–Doppler radar and multiple user messages, two signaling schemes were proposed after selecting the waveform parameters to first minimize multiple access interference. The first scheme is based on system interference minimization, whereas the second scheme explores the multiobjective optimization tradeoff between system interference and object parameter estimation error. Simulations are provided to demonstrate the performance tradeoffs due to different system requirements.

scholarly journals Hedge Fund Performance Using Scaled Sharpe And Treynor Measures

2014 ◽  
Vol 13 (6) ◽  
pp. 1261
Author(s):  
Francois Van Dyk ◽  
Gary Van Vuuren ◽  
Andre Heymans
Keyword(s):  
Hedge Funds ◽  
Performance Metrics ◽  
Estimation Error ◽  
Investment Decision ◽  
Hedge Fund ◽  
Fund Performance ◽  
Performance Measure ◽  
Sharpe Ratio ◽  
Investment Funds ◽  
Additional Information

The Sharpe ratio is widely used as a performance measure for traditional (i.e., long only) investment funds, but because it is based on mean-variance theory, it only considers the first two moments of a return distribution. It is, therefore, not suited for evaluating funds characterised by complex, asymmetric, highly-skewed return distributions such as hedge funds. It is also susceptible to manipulation and estimation error. These drawbacks have demonstrated the need for new and additional fund performance metrics. The monthly returns of 184 international long/short (equity) hedge funds from four geographical investment mandates were examined over an 11-year period.This study contributes to recent research on alternative performance measures to the Sharpe ratio and specifically assesses whether a scaled-version of the classic Sharpe ratio should augment the use of the Sharpe ratio when evaluating hedge fund risk and in the investment decision-making process. A scaled Treynor ratio is also compared to the traditional Treynor ratio. The classic and scaled versions of the Sharpe and Treynor ratios were estimated on a 36-month rolling basis to ascertain whether the scaled ratios do indeed provide useful additional information to investors to that provided solely by the classic, non-scaled ratios.

QUALITATIVE PERFORMANCE METRICS FOR OBJECT TRACKING ALGORITHMS

2017 ◽  
Vol 4 (4) ◽  
pp. 1
Author(s):  
SANTOSH DADI HARIHARA ◽  
KRISHNA MOHAN PILLUTLA GOPALA ◽  
LATHA MAKKENA MADHAVI ◽  
◽  
◽  
...  
Keyword(s):  
Object Tracking ◽  
Performance Metrics ◽  
Tracking Algorithms ◽  
Qualitative Performance

scholarly journals Collaborative Covert Communication Design Based on Lattice Reduction Aided Multiple User Detection Method

2017 ◽  
Vol 2017 ◽  
pp. 1-8 ◽  
Author(s):  
Baoguo Yu ◽  
Yachuan Bao ◽  
Haitao Wei ◽  
Xin Huang ◽  
Yuquan Shu
Keyword(s):  
Spread Spectrum ◽  
Detection Method ◽  
Multiple Access Interference ◽  
Spread Spectrum Communication ◽  
Lattice Reduction ◽  
Covert Communication ◽  
Multiple User ◽  
Typical Scheme ◽  
Communication System Design ◽  
Multiple User Detection

Spread spectrum communication is a typical scheme for covert communication because of its low detectability and antijam characteristic. However, the associated design concerns multiple factors, such as cochannel multiple access interference (MAI) and spread spectrum gain. In this paper, the lattice reduction theory is applied to MAI cancellation of spread spectrum communication and a novel lattice reduction aided multiple user detection method is proposed. The near maximum likelihood (ML) performance of MAI resistance is verified by simulation and theoretical analysis. The superiority of detection performance in strong MAI scenarios is especially addressed. Based on the algorithm, a collaborative covert communication system design is proposed. Low-power covert signals can be transmitted at a higher bit rate with the same coverage as more high-power cochannel signals. The covert transmission performance can be improved significantly compared to traditional designs.

scholarly journals The Bias Ratio As A Hedge Fund Fraud Indicator: An Empirical Performance Study Under Different Economic Conditions

2014 ◽  
Vol 13 (4) ◽  
pp. 867 ◽  
Author(s):  
Francois Van Dyk ◽  
Gary Van Vuuren ◽  
Andre Heymans
Keyword(s):  
Hedge Funds ◽  
Performance Metrics ◽  
Estimation Error ◽  
Investment Decision ◽  
Hedge Fund ◽  
Sharpe Ratio ◽  
Performance Study ◽  
Additional Information ◽  
Bias Ratio ◽  
Sharpe Ratios

The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio only considers the first two moments of return distributions, so hedge funds characterised by complex, asymmetric, highly-skewed returns with non-negligible higher moments may be misdiagnosed in terms of performance. The Sharpe ratio is also susceptible to manipulation and estimation error. These drawbacks have demonstrated the need for augmented measures, or, in some cases, replacement fund performance metrics. Over the period January 2000 to December 2011 the monthly returns of 184 international long/short (equity) hedge funds with investment mandates that span the geographical areas of North America, Europe, and Asia were examined. This study compares results obtained using the Sharpe ratio (in which returns are assumed to be serially uncorrelated) with those obtained using a technique which does account for serial return correlation. Standard techniques for annualising Sharpe ratios, based on monthly estimators, do not account for serial return correlation this study compares Sharpe ratio results obtained using a technique which accounts for serial return correlation. In addition, this study assess whether the Bias ratio supplements the Sharpe ratio in the evaluation of hedge fund risk and thus in the investment decision-making process. The Bias and Sharpe ratios were estimated on a rolling basis to ascertain whether the Bias ratio does indeed provide useful additional information to investors to that provided solely by the Sharpe ratio.

Analysis of NOMA-OFDM 5G wireless system using deep neural network

2021 ◽  
pp. 154851292199910
Author(s):  
Sharnil Pandya ◽  
Manoj Ashok Wakchaure ◽  
Ravi Shankar ◽  
Jagadeeswara Rao Annam
Keyword(s):  
Neural Network ◽  
Orthogonal Frequency Division Multiplexing ◽  
Deep Neural Network ◽  
Signal To Noise Ratio ◽  
Estimation Error ◽  
Channel Estimation Error ◽  
Channel State ◽  
Multiple User ◽  
Using Data ◽  
Decoding Accuracy

In this work, a multiple user deep neural network-based non-orthogonal multiple access (NOMA) receiver is investigated considering channel estimation error. The decoding of the symbol in the case of the NOMA system follows the sequential order and decoding accuracy depends on the detection of the previous user. Without estimating the throughput, a deep neural network-based NOMA orthogonal frequency division multiplexing (OFDM) system is proposed to decode the symbols from the users. Firstly, the deep neural network is trained. Secondly, the data are trained and lastly, the data are tested for various users. In this work, for various values of signal to noise ratio, the performance of the deep neural network is investigated, and the bit error rate (BER) is calculated on a per subcarrier basis. The simulation results show that the deep neural network is more robust to symbol distortion due to inter-symbol information and will obtain knowledge of the channel state information using data testing.

scholarly journals Ellipse Fitting Based Approach for Extended Object Tracking

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Borui Li ◽  
Chundi Mu ◽  
Yongqiang Bai ◽  
Jianquan Bi ◽  
Lei Wang
Keyword(s):  
Object Tracking ◽  
Random Matrix ◽  
Estimation Error ◽  
Positive Definite Matrix ◽  
Measurement Model ◽  
Dynamic State ◽  
Ellipse Fitting ◽  
Extended Object ◽  
The Relationship ◽  
Tracking Technology

With the increase of sensors’ resolution, traditional object tracking technology, which ignores object’s physical extension, gradually becomes inappropriate. Extended object tracking (EOT) technology is able to obtain more information about the object through jointly estimating both centroid’s dynamic state and physical extension of the object. Random matrix based approach is a promising method for EOT. It uses ellipse/ellipsoid to describe the physical extension of the object. In order to reduce the physical extension estimation error when object maneuvers, the relationship between ellipse/ellipsoid and symmetrical positive definite matrix is analyzed at first. On this basis, ellipse/ellipsoid fitting based approach (EFA) for EOT is proposed based on the measurement model and centroid’s dynamic model of random matrix based EOT approach. Simulation results show that EFA is effective. The physical extension estimation error of EFA is lower than those of random matrix based approaches when object maneuvers. Besides, the estimation error of centroid’s dynamic state of EFA is also lower.

scholarly journals Collaborative Allocation and Optimization of Path Planning for Static and Mobile Sensors in Hybrid Sensor Networks for Environment Monitoring and Anomaly Search

Sensors ◽  
2021 ◽  
Vol 21 (23) ◽  
pp. 7867
Author(s):  
Yanjie Guo ◽  
Zhaoyi Xu ◽  
Joseph Saleh
Keyword(s):  
Sensor Networks ◽  
Path Planning ◽  
Network Performance ◽  
Performance Metrics ◽  
Estimation Error ◽  
Time Lag ◽  
Mobile Sensors ◽  
Mobile Sensor ◽  
Active Monitoring ◽  
Search Tasks

In this study, a novel collaborative method is developed to optimize hybrid sensor networks (HSN) for environmental monitoring and anomaly search tasks. A weighted Gaussian coverage method hs been designed for static sensor allocation, and the Active Monitoring and Anomaly Search System method is adapted to mobile sensor path planning. To validate the network performance, a simulation environment has been developed for fire search and detection with dynamic temperature field and non-uniform fire probability distribution. The performance metrics adopted are the detection time lag, source localization uncertainty, and state estimation error. Computational experiments are conducted to evaluate the performance of HSNs. The results demonstrate that the optimal collaborative deployment strategy allocates static sensors at high-risk locations and directs mobile sensors to patrol the remaining low-risk areas. The results also identify the conditions under which HSNs significantly outperform either only static or only mobile sensor networks in terms of the monitoring performance metrics.

scholarly journals Two-Dimensional Permutation Vectors’ (PV) Code for Optical Code Division Multiple Access Systems

Entropy ◽  
2020 ◽  
Vol 22 (5) ◽  
pp. 576 ◽  
Author(s):  
Hassan Yousif Ahmed ◽  
Medien Zeghid ◽  
Waqas A.Imtiaz ◽  
Teena Sharma ◽  
Abdellah Chehri ◽  
...  
Keyword(s):  
Code Generation ◽  
Code Division Multiple Access ◽  
Multiple Access ◽  
Multiple Access Interference ◽  
Code Design ◽  
Two Dimensional ◽  
Multiple User ◽  
User Data ◽  
Vector Weight ◽  
Code Division Multiple

In this paper, we present a new algorithm to generate two-dimensional (2D) permutation vectors’ (PV) code for incoherent optical code division multiple access (OCDMA) system to suppress multiple access interference (MAI) and system complexity. The proposed code design approach is based on wavelength-hopping time-spreading (WHTS) technique for code generation. All possible combinations of PV code sets were attained by employing all permutations of the vectors with repetition of each vector weight (W) times. Further, 2D-PV code set was constructed by combining two code sequences of the 1D-PV code. The transmitter-receiver architecture of 2D-PV code-based WHTS OCDMA system is presented. Results indicated that the 2D-PV code provides increased cardinality by eliminating phase-induced intensity noise (PIIN) effects and multiple user data can be transmitted with minimum likelihood of interference. Simulation results validated the proposed system for an agreeable bit error rate (BER) of 10−9.

scholarly journals Hedge Fund Performance Evaluation Using The Sharpe And Omega Ratios

2014 ◽  
Vol 13 (3) ◽  
pp. 485 ◽  
Author(s):  
Francois Van Dyk ◽  
Gary Van Vuuren ◽  
Andre Heymans
Keyword(s):  
Performance Evaluation ◽  
Hedge Funds ◽  
Performance Metrics ◽  
Estimation Error ◽  
Investment Decision ◽  
Hedge Fund ◽  
Fund Performance ◽  
Sharpe Ratio ◽  
Sharpe Ratios ◽  
Omega Ratio

The Sharpe ratio is widely used as a performance evaluation measure for traditional (i.e., long only) investment funds as well as less-conventional funds such as hedge funds. Based on mean-variance theory, the Sharpe ratio only considers the first two moments of return distributions, so hedge funds characterised by asymmetric, highly-skewed returns with non-negligible higher moments may be misdiagnosed in terms of performance. The Sharpe ratio is also susceptible to manipulation and estimation error. These drawbacks have demonstrated the need for augmented measures, or, in some cases, replacement fund performance metrics. Over the period January 2000 to December 2011 the monthly returns of 184 international long/short (equity) hedge funds with geographical investment mandates spanning North America, Europe, and Asia were examined. This study compares results obtained using the Sharpe ratio (in which returns are assumed to be serially uncorrelated) with those obtained using a technique which does account for serial return correlation. Standard techniques for annualising Sharpe ratios, based on monthly estimators, do not account for this effect. In addition, this study assesses whether the Omega ratio supplements the Sharpe Ratio in the evaluation of hedge fund risk and thus in the investment decision-making process. The Omega and Sharpe ratios were estimated on a rolling basis to ascertain whether the Omega ratio does indeed provide useful additional information to investors to that provided by the Sharpe ratio alone.

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