scholarly journals Performance Degradation in Cross-Eye Jamming Due to Amplitude/Phase Instability between Jammer Antennas

Sensors ◽  
2021 ◽  
Vol 21 (15) ◽  
pp. 5027
Author(s):  
Je-An Kim ◽  
Joon-Ho Lee
Keyword(s):  
Performance Analysis ◽  
Phase Difference ◽  
Taylor Expansion ◽  
Amplitude Ratio ◽  
Random Variables ◽  
Performance Degradation ◽  
Analytical Performance ◽  
Phase Instability ◽  
Gaussian Random Variables ◽  
First Order

Cross-eye gain in cross-eye jamming systems is highly dependent on amplitude ratio and the phase difference between jammer antennas. It is well known that cross-eye jamming is most effective for the amplitude ratio of unity and phase difference of 180 degrees. It is assumed that the instabilities in the amplitude ratio and phase difference can be modeled as zero-mean Gaussian random variables. In this paper, we not only quantitatively analyze the effect of amplitude ratio instability and phase difference instability on performance degradation in terms of reduction in cross-eye gain but also proceed with analytical performance analysis based on the first order and second-order Taylor expansion.

scholarly journals Numerical Integration-Based Performance Analysis of Cross-Eye Jamming Algorithm

2021 ◽  
Vol 11 (24) ◽  
pp. 11612
Author(s):  
Je-An Kim ◽  
Joon-Ho Lee
Keyword(s):  
Performance Analysis ◽  
Numerical Integration ◽  
Amplitude Ratio ◽  
Mean Square ◽  
Analysis Method ◽  
First Order ◽  
Taylor Approximation ◽  
Analytic Expression ◽  
Mean Square Difference ◽  
Jamming Effect

In this paper, performance analysis of the cross-eye jamming effect under mechanical defects is dealt with. By using a numerical analysis-based approach, the performance analysis method proposed in this paper is closer to the not approximated empirical mean square difference (MSD) than the first-order Taylor approximation-based performance analysis method and the second-order Taylor approximation-based performance analysis method proposed in previous studies. In other words, the effects of amplitude ratio perturbation and phase difference perturbation on performance degradation are quantitatively analyzed. Note that the numerical integration is adopted to derive an analytic expression of the MSD.

scholarly journals Real Zeros of a Class of Hyperbolic Polynomials with Random Coefficients

2015 ◽  
Vol 2015 ◽  
pp. 1-7
Author(s):  
Mina Ketan Mahanti ◽  
Amandeep Singh ◽  
Lokanath Sahoo
Keyword(s):  
Random Variables ◽  
Random Coefficients ◽  
Expected Number ◽  
Hyperbolic Polynomial ◽  
Gaussian Random Variables ◽  
Hyperbolic Polynomials ◽  
Asymptotic Value ◽  
Real Zeros ◽  
Number Of Real Zeros

We have proved here that the expected number of real zeros of a random hyperbolic polynomial of the formy=Pnt=n1a1cosh⁡t+n2a2cosh⁡2t+⋯+nnancosh⁡nt, wherea1,…,anis a sequence of standard Gaussian random variables, isn/2+op(1). It is shown that the asymptotic value of expected number of times the polynomial crosses the levely=Kis alson/2as long asKdoes not exceed2neμ(n), whereμ(n)=o(n). The number of oscillations ofPn(t)abouty=Kwill be less thann/2asymptotically only ifK=2neμ(n), whereμ(n)=O(n)orn-1μ(n)→∞. In the former case the number of oscillations continues to be a fraction ofnand decreases with the increase in value ofμ(n). In the latter case, the number of oscillations reduces toop(n)and almost no trace of the curve is expected to be present above the levely=Kifμ(n)/(nlogn)→∞.

Sub-Gaussian random variables

1980 ◽  
Vol 32 (6) ◽  
pp. 483-489 ◽  
Author(s):  
V. V. Buldygin ◽  
Yu. V. Kozachenko
Keyword(s):  
Random Variables ◽  
Gaussian Random Variables

First-order autoregressive gamma sequences and point processes

1980 ◽  
Vol 12 (3) ◽  
pp. 727-745 ◽  
Author(s):  
D. P. Gaver ◽  
P. A. W. Lewis
Keyword(s):  
Parameter Estimation ◽  
Point Processes ◽  
Random Variables ◽  
Innovation Process ◽  
Sums Of Random Variables ◽  
First Order ◽  
Wide Range ◽  
Serial Correlations ◽  
Generating Sequences ◽  
Stieltjes Transforms

It is shown that there is an innovation process {∊n} such that the sequence of random variables {Xn} generated by the linear, additive first-order autoregressive scheme Xn = pXn-1 + ∊n are marginally distributed as gamma (λ, k) variables if 0 ≦p ≦ 1. This first-order autoregressive gamma sequence is useful for modelling a wide range of observed phenomena. Properties of sums of random variables from this process are studied, as well as Laplace-Stieltjes transforms of adjacent variables and joint moments of variables with different separations. The process is not time-reversible and has a zero-defect which makes parameter estimation straightforward. Other positive-valued variables generated by the first-order autoregressive scheme are studied, as well as extensions of the scheme for generating sequences with given marginal distributions and negative serial correlations.

Sign in / Sign up

Export Citation Format

Share Document