A review of analysis methods is given on quasi-monochromatic waves, turbulent fluctuations, wave-wave and waveparticle interactions for single-spacecraft data in situ in near-Earth space and interplanetary space, in particular using magnetic field and electric field data. Energy spectra for different components of the fluctuating fields, minimum variance analysis, propagation and polarization p...

We study gradient estimation for waiting times in the G/G/1 queue. We propose a new estimator based on a synthesis of perturbation analysis and weak differentiation. More specifically, we combine the perturbation propagation rules from perturbation analysis with perturbation generation rules from weak differentiation. This leads to an on-line phantom estimator. Numerical experiments show that t...

Estimating the position of mobile terminals is an important problem for cellular networks. This paper describes low cost methods of locating mobile terminals in urban environments. These methods use data collected during propagation surveys of the network area. It will be shown how the maximum likelihood estimate and minimum mean-square error estimators can be approximated using survey data. Fu...

Nonparametric Gaussian Process models, a Bayesian statistics approach, are used to implement a nonlinear adaptive control law. Predictions, including propagation of the state uncertainty are made over a k-step horizon. The expected value of a quadratic cost function is minimised, over this prediction horizon, without ignoring the variance of the model predictions. The general method and its mai...

We analyse timing jitter of ultrashort soliton systems taking into account the major higher order effects, namely, intrapulse Raman scattering and third order dispersion and using adiabatic perturbation theory. We obtain an expression for the soliton arrival time variance that depends on the quintic power of propagation distance. This timing jitter could be partly overcome by use of bandwidth-l...

In this paper we consider the problem of estimating the propagation delays of the transmitted signals in an asynchronous direct-sequence code division multiple access (DS-CDMA) system operating over a fading channel. Two estimators based on subspace techniques are compared and the Cram er-Rao Bound, a lower bound on the variance of any unbiased estimator, is derived. Special attention is paid t...

The statistics of outbreaks in a model for the propagation of meningococcal disease is analyzed, taking into account the possibility that the population is fragmented into weakly connected patches. It is shown that, depending on the size of the sample studied, the ration between the variance and the average of infected cases can vary from unity (Poisson statistics) to epsilon(-1), where epsilon...

Two problems that are often overlooked in studies employing nonlinear least-squares techniques for parameter estimation are confidence-interval estimation and propagation. When the parameters are correlated, the variance space and consequently the confidence intervals are nonlinear and asymmetrical. The presented mathematical method for the evaluation of confidence intervals and error propagati...

This paper presents a detailed stability analysis of the QR-RLS algorithm implemented with finite-precision arithmetic. The recursive equations describing the quantization error propagation are deduced and analysed in detail. The stability conditions are then derived. In addition, for the case the tap coefficients are calculed through the backsubstitution algorithm, new analytical expressions f...

In magnetic resonance imaging, precise measurements of longitudinal relaxation time (T1) is crucial to acquire useful information that is applicable to numerous clinical and neuroscience applications. In this work, we investigated the precision of T1 relaxation time as measured using the variable flip angle method with emphasis on the noise propagated from radiofrequency transmit field ([Formul...