Eva Mossberg

Deterministic and stochastic methods for nonlinear Landau-Fokker-Planck kinetic equations with applications to plasma physics

A short review of deterministic and stochastic methods for nonlinear, spatially uniform Landau-Fokker-Planck equations is given in the Introduction. Then we describe in more detail completely conservative difference schemes (obtained by the authors) for the Landau-Fokker-Planck equations and various applications of these schemes to problems of plasma physics. We also present some asymptotic solutions and compare them with numerical results. A new Direct Simulation Monte Carlo (DSMC) method is also presented and tested by comparison with numerical results based on completely conservative schemes.

Fast estimators for large-scale fading channels from irregularly sampled data

The problem of estimating the power attenuation dynamics for large-scale lognormal fading channels in wireless communication systems, when the model is described as a mean reverting Ornstein-Uhlenbeck process, is studied in the paper. Fast and accurate estimators for the model parameters from irregularly sampled data are suggested for both offline and online applications. The Crameacuter-Rao bound for the estimation of the model parameters is derived, and the qualities of the proposed estimators are evaluated with respect to the bound

Long-term fading channel estimation from sample covariances

The power attenuation dynamics for long-term log-normal fading channels in wireless communication systems is modeled by a stochastic differential equation. Estimators for the model parameters based on sample covariances from data corrupted by discrete-time measurement noise are given. It is shown that the estimators are consistent, and variance expressions are derived and compared numerically to the Cramer-Rao bound. The estimation of the model parameters allows for the design of power control algorithms.

Estimation for power control of large-scale fading channels from irregularly sampled noisy data

A stochastic differential equation is used for describing the power attenuation dynamics for large-scale log-normal fading channels in wireless communication systems. Fast and robust instrumental variable type estimators for the model parameters from irregularly sampled data affected by measurement noise are given. The Cramer-Rao bound for the estimation of the model parameters is derived, and the qualities of the proposed estimators are evaluated with respect to the bound. A brief study of power control is also given

Estimation of large-scale fading channels from sample covariances

A stochastic differential equation is considered for modeling the power attenuation dynamics for large-scale lognormal fading channels in wireless communication systems. The model can be used for power control and the problem of estimating the model parameters is studied. Estimators for the parameters based on sample covariances from data corrupted by discrete-time measurement noise are given. The qualities of the estimators are illustrated in a numerical study and the empirical variances are close to the Cramer-Rao bound

Identification of Local Oscillator Noise in Sampling Mixers

Local oscillator noise in sampling mixers is studied. A general model for the noise process is considered, and it is described how samples of this process can be obtained. The parameters in the noise model are estimated in four different ways from these data and a numerical study is presented

A Note on Parameter Estimation in Lamperti Transformed Fractional Ornstein-Uhlenbeck Processes

A Note on Parameter Estimation in Lamperti Transformed Fractional Ornstein-Uhlenbeck Processes

On optimal criteria for optimal set point tracking

The settling time for the response to a set point change is minimized for linear quadratic tracking systems where the criterion function is modified so that little or no weight is put on parts of the transient of the output error. Different ways of modifying the criterion function are discussed and simulation studies show that the settling time can be substantially reduced for nonminimum phase systems.