Tarik Borogovac

Spotlighting for visible light communications and illumination

The trend toward solid state lighting with white LEDs has motivated much research for using these devices to provide wireless broadband data communications. Much work in this area has attempted to fit VLC into currently dominant indoor lighting modes, which broadcast the light in a wide field to achieve uniform coverage throughout a room. In this paper we explore spotlighting, which is appropriate lighting for many scenarios, as an alternative for implementing high datarate VLC. We find that spotlighting VLC has several benefits over uniform lighting implementations, including enabling higher datarate densities within a room and less channel distortion. We also introduce a hybrid scheme that combines spotlighting with uniform lighting to provide wide area data coverage as well as high-datarate “white hot spots” where needed.

Adaptive Receiver for Indoor Visible Light Communications

Visible light communications seeks to leverage an unused medium for indoor wireless communications. A major goal is to deliver very high data-rates through LED luminaires to all places where we use lighting. However, the characteristics of LEDs and the nature of indoor lighting conspire to distort the signals. Illumination powers LEDs have low signaling bandwidth and exhibit severe frequency distortion. Their wide dispersion patterns, required for light and signal coverage, also add multipath distortion. Intermittent shadowing results in a wide range of channel characteristics. In this paper we address these challenges with an adaptive receiver. Namely, training is used to identify channel impairments, and our proposed receiver applies specific countermeasures including threshold detection, RAKE reception and adaptive channel equalization. Analysis and simulation demonstrate that our design mitigates distortion problems yielding a performance improvement of 40% to 100% with respect to the current literature in achievable bit-rate depending on the propagation scenario.

“Lights-off” visible light communications

In order to implement visible light communications (VLC) through indoor lighting, a set of challenges arise due to conflicting requirements from the two missions. In this paper we examine one of these challenges: how to communicate when the lights are “off.” We investigate VLC with limits on transmit power, which we define to be low enough so that users will accept that the lights are in their “off” state. We argue that these limits vary based on levels of natural illumination already present in the environment. Our analysis shows that we can meet the limits while providing robust data coverage by using VLC devices of low complexity. The result is an important step toward ensuring acceptance and adoption of VLC technology.

Control variate technique: a constructive approach

The technique of control variates requires that the user identify a set of variates that are correlated with the estimation variable and whose means are known to the user. We relax the known mean requirement and instead assume the means are to be estimated. We argue that this strategy can be beneficial in parametric studies, analyze the properties of controlled estimators, and propose a class of generic and effective controls in a parametric estimation setting. We discuss the effectiveness of the estimators via analysis and simulation experiments.

Efficient estimation of option price and price sensitivities via structured database Monte Carlo (SDMC)

We describe how to develop generic efficient simulation algorithms for estimating price and price sensitivities (the Greeks) of financial options using the Structured Database Monte Carlo (SDMC) approach. These algorithms are based on stratification, control variate and a combination of the two in an SDMC setting. Experimental results and some discussion of the effectiveness of the approach are provided. The algorithms also serve as illustrations of the basic approach of developing variance reduction algorithms in an SDMC setting that are not necessarily limited to stratification and control variate techniques.

Laser visible light communications

Visible Light Communications (VLC) via lighting must overcome the slow white LED. We propose the addition of a fast red laser to improve data rate, coverage, and light quality.

Control variates for sensitivity estimation

We adapt a newly proposed generic approach to control variate selection to the problem of efficient estimation of sensitivity of financial security prices to model parameters, the so-called Greeks. We show that estimators based on pathwise and likelihood ratio methods can be cast in a general setting where generic control variates can be systematically defined for their estimation. In general, the means of such controls cannot be exactly calculated. One can use the Biased or Estimated Control Variates approach and estimate the means via simulation, or use the approach of DataBase Monte Carlo (DBMC) which also requires estimation of control means via simulation. We consider a parametric setting where price sensitivities need to be estimated repeatedly at multiple parameters. The fact that the same controls can be used for multiple estimation problems can justify the setup cost. The approach is illustrated via simple examples and preliminary computational results are provided.