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Correspondence Toward UAV Control via Cellular Networks: Delay Profiles, Delay Modeling, and a Case Study Within the 5-mile Range While some unmanned aerial vehicles (UAVs) can operate with a given degree of autonomy (e.g., path following, obstacle avoidance, auto return, and other flight modes), many civilian drones have a safety pilot standby all the time for abnormal conditions. This is typically done within line-of-sight (LOS) due to regulations. While flying within LOS, radio frequency communication remains a popu- lar alternative for retail pilots. For beyond line of sight operations, given the availability of cellular technologies, the UAV community has explored the possibility of using the cellular network instead, which could bring benefits such as an additional channel for control and telemetry, extension of range, and allowing the UAV to interact with cloud services while it flies, via a data connection. With the current prevalence of data supporting communication over 3G and 4G networks, the following representative technologies have been used for long-distance control—short message service (SMS), transmission control protocol (TCP), message queue telemetry transport (MQTT), and the so-called “protocol-independent” service PubNub. While the safety of drone flights is highly prioritized by regulators, the issue becomes even more highlighted when control commands are transmit- ted via cellular network channels (e.g., 4G long-term evolution, SMS) which can introduce time delays in communication chains and degrade pilot’s ability to properly control UAVs. This article reviews common UAV communication protocols over cellular links and presents a technique for measuring and modeling delays over such channels. The quality-of-fit for the proposed models is measured for different communication protocols, short versus long-range communication, and different UAV operation modes. Finally, details are presented for a system that manipulates a drone via the cellular network and latency is measured for such system. I. INTRODUCTION Drones operated by civilians are often radio-controlled and the flight is limited to line-of-sight (LOS) range in order to comply with regulations. Besides radio, other technolo- gies such as cellular can also provide a communication link [1], [2]. In fact, integration of unmanned aerial vehicles (UAVs) with the cellular network is a topic of ongoing re- search, with researchers interested in using drones as relays and base stations (BSs), but also interested in providing Manuscript received March 21, 2019; revised June 14, 2019, September 16, 2019, and January 16, 2020; released for publication March 17, 2020. Date of publication April 22, 2020; date of current version October 9, 2020. DOI. No. 10.1109/TAES.2020.2987406 Refereeing of this contribution was handled by R. Wang. This work was supported in part by the gift from Mr. and Mrs. J. Bodenstedt. Authors’ addresses: Jafet Morales, Gerson Rodriguez, and David Akopian are with the University of Texas at San Antonio San Antonio, TX 78249 (jafet.aaron.morales@gmail.com; gerson.rodriguez.gr USA, E-mail: @gmail.com; David.Akopian@utsa.edu); Grant Huang is with the University of Florida Gainesville, FL 32611 USA, E-mail: (Grant.Huang@ieee.org). (Corresponding author: Jafet Morales.) 0018-9251 © 2020 IEEE 4132 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 56, NO. 5 OCTOBER 2020 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
communication services to UAVs via the cellular network. There are challenges, given that drones may be in LOS with a large number of BSs and that the BSs are down tilted to service equipment on the ground [3]. A study by the Third Generation Partnership Project (3GPP) [4], the enhanced LOS between aerial user equipment and ground BSs would significantly increase interference in the system. The increased use of cellphones and the availability of the Internet have popularized many communication tech- nologies. As such, the community has attempted to use these technologies to control or monitor drones. Given that the type of control in previous studies is so varied (e.g., autopilot low-level control, high-level guidance), we refer to remote UAV control in a general manner, as the commanding or di- recting of the UAV’s behavior by a remote agent. However, even though the focus of this research is on the communica- tion aspect, the possible effects of control implementation details on communication delays are also discussed. The use of short message service (SMS) messaging in consumer-grade drone control is reported in [5] and telemetry in [6], but there are alternatives with lower latency, if a connection to the Internet (i.e., a mobile data plan) is available. Recently, consumer Internet-of-Things (IoT) and Industrial Internet-of-Things (IIoT) protocols are becoming popular as they facilitate real-time data gathering and distri- bution. These protocols can be applied to control or monitor many devices, from lightbulbs to refrigerators. In particular, the MQTT protocol designed for IoT [7], [8], can be applied for UAV control as well. There are also proprietary Appli- cation Programming Interfaces (APIs) and software devel- opment kits (SDKs) that can facilitate messaging, such as PubNub, which claims to have low latency, high reliability, low cost, and low development time. PubNub can be seen as a higher level protocol that can adapt the connectivity based on the “best” protocol available in a given environment [9]. Another proprietary solution goes as far as providing a modem so that devices such as microcomputers can have a cellular data connection to the Internet [10]. The problem of communication delays (latency) has been recognized in the IoT community, prompting some to embark on delay measurement campaigns. In [11], the authors used inexpensive, industrial grade IIoT devices and free access servers to measure roundtrip latency of 300 ms when an initiator node was placed in Europe and a partner node in South America, and 600 ms vice versa. In both cases, the standard deviation was less than 30 ms, which may also be relevant for some applications. While the communication delays are studied in the IoT field [11], a rigorous study of delays for drone communication over cellular networks for various protocols or solutions is not reported. High latency on drone control may have a detrimental effect on the safety of the drone and its environment. As an example, if a drone moving at 15 m/s encounters an obstacle in a scenario with an end-to-end latency of 117 ms for video transmission to ground control, 250 ms pilot response time, and 75 ms delay in the control channel, the drone will have moved 6.6 m when it receives the control signal to avoid the obstacle. Beyond visual line-of-sight drone operation often employs an on-board camera. Additional autonomy features for sensing and avoiding obstacles may be used for safety. Latency in video streaming is caused by frame capture, compression or encoding, transmission, network delay, reception, decompression or decoding, and display. This chain of delays can be denoted T = Tcap + Tenc + Ttx + Tnw + Trx + Tdec + Tdisp. When it comes to encoding, the concept of slices has been introduced in the H.264 standard, which allows for division of a single frame into slices which can be encoded individually, so that transmission does not have to start until the entire frame has been encoded [12]. This article will study delays for certain technologies that have been used in a drone control and/or telemetry setting. The contributions of this article are as follows. 1) review of common UAV communication techniques over cellular links; 2) a technique for measuring communication delays; 3) a technique for modeling the delays using mixture distributions, which can be used to simulate delays; 4) the details of an implementation in which a drone is manipulated via the cellular network and the com- munication delays are measured. The rest of this article is organized as follows. In Sec- tion II, different messaging technologies are described, as well as the causes for end-to-end messaging delays. Sec- tion III describes a mobile phone setup which can be used to measure the delays for different protocols, independently of the UAV setup. Section IV proposes a method for modeling end-to-end delays in messaging networks. Section V ana- lyzes the results by comparing the quality-of-fit for different models. Section VI explores the adaptiveness of the model to the effects of UAV operation. Section VII discusses the strengths and weaknesses of the models from Section VI. Section VIII presents the implementation of a round-trip latency (RTL) measurement system that uses a drone, a cellular modem, and a workstation to control the drone and measure delays. Section IX discusses the drawbacks of the proposed cellular remote control and latency measurement system. Finally, Section X concludes this article. II. CELLULAR COMMUNICATION TECHNOLO- GIES USED FOR DRONE CONTROL AND/OR TELEMETRY A. Transmission Control Protocol The transmission control protocol (TCP) is one of the protocols in the Internet protocol (IP) suite (see Fig. 1). Us- ing a TCP/IP connection is one way to control a consumer- grade drone. The setup in [13] uses a 4G long-term evolution (LTE) cellular + WiFi modem that connects to compatible drones. On the ground station, an application provides a TCP and user datagram protocol (UDP) data stream to interact with the modem. In this case, the application allows for drone control beyond LOS and telemetry that includes image streaming. The TCP protocol takes packets from an upper layer protocol such as hypertext transfer protocol (HTTP) or CORRESPONDENCE 4133 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
Fig. 1. IP suite. MQTT. It includes its own protocol data with each packet such as source and destination ports, sequence number, and checksum. It will hand down its packets to a protocol at the network layer, such as the IP, which will exchange the data using its own protocol packets (IP datagrams), which include additional data such as source and destination IP address, and sequence numbers if the data had to be fragmented into different packets. Using this information, network routers will be able to route the IP packets to the destination network. Once a packet has reached a router whose network includes the destination IP, other protocols will be used to exchange the data with the destination machine. The destination IP address will be converted to the hardware address of the destination machine by using the Address Resolution Protocol, and network interfaces and drivers will be used to exchange the packets. The receiving host will move the data between each layer all the way up to the application layer, with each protocol removing its protocol data and reassembling packets that it disassembled, if necessary. TCP connections are managed using sockets. API func- tion calls are used during a connection-oriented socket session (14) (see Fig. 2). The TCP round trip time is the time it takes for an acknowledgement TCP packet to be received after a data packet is sent. After a certain delay threshold, operating systems may drop the session. Abnormal delays may be due to congestion in a network. The authors of [15] created a script in the Bro intrusion detection system to analyze active TCP sessions. Their method analyzes abnormal delays to determine if the network is congested. It can be deployed on a computer connected to a gateway router, on a server, or on a client. There are also datasets for performing this type of studies [16]. One drawback of using a network protocol that de- pends on acknowledgement signals, such as TCP, is that the protocol may collapse the network when the network is Fig. 2. Socket session function calls. congested, unless congestion control measures are applied. Collapse due to congestion may occur when the network delays go above a certain limit, and TCP retransmission timeouts start expiring. This triggers an avalanche of re- transmissions of packets which only increases congestion and reduces throughput even further. Congestion control algorithms have been designed to solve this problem [17]. B. Message Queue Telemetry Transport The message queue telemetry transport (MQTT) pro- tocol was intended for unreliable networks with low band- width and high latency. The setup described in [18] proposes 4134 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 56, NO. 5 OCTOBER 2020 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
Tcpdump [22] to save the packets to Pcap files and then ana- lyze the files using Wireshark. For higher payload sizes, the end-to-end delay increases due to the payload being divided into TCP packets and the overhead that this fragmentation adds. The maximum packet size for MQTT is 256 MB [23]. This is higher than the maximum of 65 535 bytes packet size for TCP. Fragmentation of the TCP packets themselves may also occur at lower layers of the protocol stack with a lower maximum transmission unit, such as ethernet. MQTT for sensor networks (MQTT-SN) is a variant of MQTT. MQTT relies on TCP for data transmission. MQTT- SN, on the other hand, does not rely on TCP, as it is aimed at embedded devices that are not connected via TCP, such as ZigBee or devices connected via UDP. For MQTT, TCP handles some of the work, such as fragmentation and error correction. But if TCP is not available, MQTT-SN may be used. MQTT-SN does not support fragmentation, so packet size is limited to that supported by the underlying network. The specification for MQTT and MQTT-SN are similar, but not exactly the same. For example, MQTT-SN supports a QOS Level -1. For more information, the reader is referred to [24], [25]. For drone communication beyond LOS via the cellular network, MQTT may be preferred if a TCP connection is being used. For LOS communication without a TCP connection (e.g., Zigbee), MQTT-SN would be the only possible alternative between the two protocols. In such cases, this also eliminates some of the overhead due to TCP. C. PubNub Messaging Network PubNub is a messaging framework that claims to use the best protocol to get connectivity in any environment [9]. In this case, the developer uses a client library with a level of abstraction in which a protocol does not need to be specified. PubNub is an IaaS platform that allows real-time messaging using a publish/subscribe API. PubNub claims to send messages at 250 ms. The API is relatively easy to use, and the amount of coding required is minimal (compared to TCP, for example). When a device publishes/subscribes to an end point, a “channel” is created. The number of channels that can be created is practically unlimited, which can make it easy to segregate the data. PubNub has been used for consumer-grade drone con- trol. The setup in [26] uses a WiFi/LTE hotspot mounted on the drone. In this case, the drone is reconfigured to stop acting as a WiFi hotspot and instead connect to the hotspot mounted on the drone. The PubNub data stream library is also installed on the drone, although in some modems it is possible to install the data streaming service on the modem itself [27]. On the ground, the controller can communicate with the drone by using PubNub as well. D. Short Message Service SMS is designed for text messaging, which is in general a delay tolerant application. The technology, however, has also been used to control certain functions or to transmit telemetry data from consumer-grade drones [5]. Using SMS is a less popular alternative, nevertheless, it is possible to Fig. 3. Publish/subscribe pattern used in MQTT protocol. using the Navio 2 hardware attached on top on top of a Rasp- berry Pi with an Internet connection via WiFi or LTE. The Navio 2 is hardware that includes sensors and controllers that can be used to control six compatible consumer-grade drone vehicles [19]. A preconfigured Raspberry OS image may be installed on the Raspberry Pi computer that in- cludes the ArduPilot and ROS open source software, which are used to control the Navio 2. The system proposed in [18] communicates with Amazon Web Services (AWS) via MQTT. A serverless function transfers the MQTT data to a database which is then analyzed by a machine learning service to provide control capabilities. MQTT is a popular choice for IoT applications, but it has also been used in cell phone messaging applications. Facebook Messenger [20], for example, is based on MQTT. MQTT is a subscription-based protocol in which a server acts as an intermediary (i.e., message broker server). Clients subscribe to specific topics and the server delivers to them only messages corresponding to those topics (see Fig. 3). In general, subscribers can publish and receive messages from different topics. Several devices can be subscribed to a single topic. In a UAV system, for example, each topic may be associated to one type of data, such as: command data, telemetry data, and test data. MQTT has 3 levels of quality of service (QoS) [8] (see Fig. 4). At QoS Level 0 the sender will transmit the message only once, and the receiver will not send back an acknowledgment message. At QoS 1, the receiver will send back an acknowledgment message. The sender expects an acknowledgment message, and it will retransmit the mes- sage until it gets it, but this also means that it can transmit the message more than once. At QoS 2, a total of four protocol messages are exchanged for every application message that the sender wants to transmit. This ensures that the message is received only once. Higher QoS level implies that less messages will be lost, but it also increases the amount of time required to exchange each message [21]. MQTT is generally implemented on top of the TCP/IP (Internet Protocol) protocol stack. End-to-end delays for MQTT communication were analyzed in [21] for messages with different payload sizes. Packets were collected using CORRESPONDENCE 4135 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
Fig. 4. QoS levels in MQTT protocol. Fig. 5. Communications architecture that enables SMS messaging from application to users. use it for limited control actions (e.g., idle, land), but it is more practical for telemetry. SMS has been used for location telemetry in [6]. In an SMS messaging architecture, mobile devices are connected to a Mobile Service Center (MSC) via an air interface (see Fig. 5). MSCs deliver messages to an SMS Centre (SMSC). SMSCs store messages and deliver the message as soon as the destination unit becomes available. An SMS gateway connects the SMSCs of a mobile network, and it also connects to other SMS gateways from other mobile networks. SMS messages are 160 characters long and can be sent via two different channels: a dedicated channel, and a slower channel when the user is on a phone call. An SMS gateway can also be interfaced with messaging applications (e.g., a web application) via protocols such as HTTP. Once an application has delivered a message to an operator, it may take less than 3 s to deliver the message in 80% of the cases [28]. The air interface delay was measured in [29] by using a spectrum analyzer to examine the antenna signal. This delay was characterized as the time between the beginning of the first spike (which is part of the connection setup for channel assignment) and the end of the last spike when a message is sent. They found that such a period ranges between 3.3 and 5.6 s depending on the number of characters, for a strong signal level. For a weak signal level, close to half a second may be added when the signal is at the lowest level that allows for an SMS call to be made, but the standard deviation almost doubles. The delay may increase more than a second when the user is moving. Air interface delay depends on the following factors: the deterministic minimum time, the time between the first connection setup attempt and channel assignment, the number of times that a connection attempt for channel assignment is made, and the number of attempts that it takes to send each frame of the SMS message [29]. Being at the border between two cell coverage areas, moving at speeds higher than about 50 km/h, and being surrounded by structures such as buildings or mountains may introduce transmission issues [30]. End-to-end delays may include other factors. In network-to-network scenarios, some carriers may prioritize their own traffic. Increased message traffic may also cause network congestion, which may increase delays. PROTOCOL III. CONFIGURATION FOR UAV IMPLEMENTATION- LATENCY INDEPENDENT MEASUREMENTS This experiment attempts to measure latency with dif- ferent protocols that have been used already for controlling drones via the cellular network. In order to isolate from the effects of any particular UAV implementation, this particu- lar experiment is running with no UAV setup. The effect that different configurations may have on latency is discussed in later sections. In this case, to eliminate the effect of any of those parameters in protocol delay measurements, the setup for this particular experiment consists of an Android application on two cellphones (see Fig. 6). It allows the user to send messages via the following channels: SMS, TCP, MQTT, and PubNub. The application used in this 4136 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 56, NO. 5 OCTOBER 2020 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
Loop mode allows the user to send several messages, with a certain delay between each message. In the case of SMS messages, a delay of 10 s between each message was used to avoid being blocked by the operating system. Two thousand messages were collected for each proto- col. The data was collected between 7 and 11 P.M. during weekdays in San Antonio, Texas. The two cell phones were connected to the Internet via an LTE network. The distance between the sender and receiver phones was approximately 0 miles (“d0” case) for one dataset, and approximately 4.6 miles (“d1” case) for the other. The sender cellphone was an Honor 6X with Android 7.0, whereas the cellphone that routed back the messages was a Nexus 6P with Android 7. The distance of 4.6 miles was chosen in order to explore communication at a distance higher than what is typically available to consumers using the 2.4-GHz frequency for control. The drone in [32], for example, allows for a max- imum range of 4.3 miles and retails for less than $1K ($999.00). Some drones and/or controllers may allow for higher ranges and there is also equipment for extending the range. It is very common for consumer drones to use the 2.4 GHz and 5.8 GHz frequencies for communication, with the 2.4 GHz offering higher range but less data speed [33]. In many cases, one of the frequencies is used for video transmission while the other one is used for control [34]. For this experiment, in the case of MQTT the AWSIot- MqttManager class from the AWS SDK for Android was used to communicate with an endpoint enabled in the AWS IoT service. AWS IoT provides the MQTT broker server in this case, which is located in a remote location, meaning that the signal has to go to that location before being delivered to the client. 4G-LTE cell tower infrastructure in a suburban area was used for communication (see Fig. 7). The infrastructure belongs to AT&T and the map was obtained in [35]. A. Caveat on Software Instrumentation That Measures Protocol Delays At the highest level of abstraction (the Android appli- cation source code developed by the authors), the message being exchanged is 26 B. This message is a Java String object that reads as a 13-digit Unix timestamp. The string is UTF-16 encoded, which means each digit is represented with 2 B. The actual number of bits being exchanged for each timestamp at the target protocol’s level, however, depends on the implementation of each protocol library for the given platform. For example, in the case of SMS, the string is passed down to Android’s SMSManager library, which takes care of sending the message. In the case of MQTT, the string is passed down to an AWS IoT Android library, which takes care of publishing the message to the AWS MQTT broker. In the case of TCP, the string is passed directly to the socket by writing to and flushing a buffer variable. In the case of PubNub, on the other hand, the timestamp is passed to the PubNub library as an instance of a serializable Java class. Behind the curtains, a given protocol library may actually be transmitting/receiving a 4137 Fig. 6. Application for testing delays via different protocols. study exploits the RTL for SMS, TCP, SMS, and PubNub messaging. While communication delays have been stud- ied for other applications in [11] and [31], to the best of the authors’ knowledge, comparative communication delay profiles were not previously studied for consumer-grade drone applications. In order to measure RTL, a message is first sent by an initiator node at time T1. The message is received by a partner node at time T2. A message is then sent from the partner node to the initiator node at time T3. This message is received by the initiator node at time T4. RTL is then measured as RTL = (T4-T1)−(T3-T2), in which T1 and T4 are timestamps acquired by the initiator from its local operating system and T2 and T3 are timestamps acquired by the partner from its local operating system. This method prevents from introducing errors due to unsynchronized clocks. The user interface (UI) of the application uses a view pager to display each transmission protocol using frag- ments. When gathering a dataset, the initiator node stores the following information in an sqlite table. 1) address - Phone number of recipient, or MQTT topic. 2) trial - The name of the experiment. 3) rtl - The difference between time received and time- sent. CORRESPONDENCE Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
Fig. 7. Location of sender, receiver, and 4G-LTE towers displayed as red and green markers. Receiver bounces messages back to sender. The map was obtained using CellMapper and contains some OpenStreetMap contributor information. different number of bytes from what it is given by the program that uses it, if it adds any extra data as part of communication overhead or if it adds or removes any bytes for encoding purposes. Similarly, different implementations may introduce different processing delays when sending or receiving data on both servers (e.g., AWS MQTT broker, Google Cloud IoT servers) and clients (e.g., cell phones, microcomputers, desktop computers, smart lightbulbs, drones). IV. LATENCY CHARACTERIZATION AND MODELING Latency characterization is accomplished through the measurement campaigns that collect experimental latency measurement distributions for representative environments. These distributions provide statistical latency expectations and behavior patterns. Latency modeling is the process of approximating experimental distributions with probability density functions (PDFs). PDFs allow for computer-based simulation of latency phenomena in control loops to assess performance in close to real-world environments. The de- sign of control algorithms that account for communication delays is an area of on-going research. In many cases, researchers use delay generators, which are essentially sim- ulated delays in order to study how their control algorithm behaves for different delays [36]. Simulations may be built using empirical distributions. Statistical models, however, may be desirable when data is limited [37] and/or does not cover the entire range of values possible. The modeling procedure used in this article employs two phases: first, finding empirical distributions and second, matching em- pirical distributions with the PDFs. Simplistic network communication delay models are studied in the past based on known PDFs and their mixture distributions. The reader is referred to the following sources for the coverage [38]–[45]. While coarse delay pattern trends are captured by these models, different communica- tion protocols employ unique packet exchange patterns that shape latency/delay distributions in unique ways as well. Instead of searching unified models for various protocols, it is more adequate to search for modeling approaches that can adjust models accordingly. It is common to use mix- ture distributions and quality-of-fit measures for optimal weight estimation of component distributions. The authors applied such approaches to estimate communication delays in power line communications and wireless communication protocols for the so-called assisted global positioning sys- tem and global navigation satellite system (A-GPS/GNSS) [31],[46]–[49], which employ multistage packet exchange procedures. A mixture distribution can be written as wi pi(x; θi1 ··· θiNi ) f (x; θ ) = n i=1 (1) where Ni is the number of parameters for the ith component distribution and n is the number of components being mixed. This type of composed distribution is particularly useful for modeling processes in which first a given distribution is selected according to a given probability (i.e., represented by wi) and then the value of the random variable is set according to the chosen distribution p(x; θi1 ··· θiNi ) (see Fig. 8). When representing the probability distribution of a ran- dom variable via a mix of PDFs, a convex combination of weights w for the component PDFs ensures that the resulting sum is also a PDF (i.e., it is normalized and it is not negative). This means that the weights must be positive and add up to 1. One benefit of using a mixture of distributions is that the mixture can be used to model certain features that can 4138 IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS VOL. 56, NO. 5 OCTOBER 2020 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
Fig. 8. Complex delay distributions may be modeled by using a mixture of more than one delay distributions, each with its own probability of occurrence. be absent in the components but present in the modeled distribution. A distribution with k modes (i.e., peaks), for ex- ample, can be modeled with k Gaussian components [50]. In addition to the ability to model multimodality distributions, moments that are low, or nonexistent in the components’ distributions can still be modeled by the mixture of the components. The expectation value of a function of a random variable X from a mixed distribution can be calculated from the components as ∞ = n −∞ i=1 ∞ n F (x)P(x)dx = ∞ −∞ F (x)Pi(x)dx= n F (x) wi −∞ i=1 wiPi(x)dx i=1 wi < F (Xi) > . (2) < F (X ) > = From this result, the mean μ of the mixed distribution can be obtained in terms of the mean of the components as μ =< X >= n wi < Xi >= n i=1 wiμi. (3) i=1 A central moment is the expected value of an integer power j of the deviation from the mean < (X − μ) j >= (x − μ) jP(x)dx. (4) ∞ −∞ Central moments can be used to describe the shape of a distribution. The first raw moment around zero (i.e., not around the mean) is the mean and reveals informa- tion about the location of the distribution. The second central moment is variance, which reveals information about the spread. The third moment is skewness and re- veals how symmetric the distribution is. The fourth mo- ment, called kurtosis, reveals how tailed the distribution is. The mixed distribution can include some of these prop- erties even if these properties vanish in the component distributions. For the mixed distribution, the result in [2] reveals that the central moments can be obtained as Using the binomial formula, or binomial < (X − μ) j > = n = n i=1 i=1 P k P k=0 ( (a + b)P = μi, and P = j = n = n < (X − μ) j > j j wi < k=0 i=1 wi j k i=1 k=0 wi < (Xi − μ) j > wi < (Xi − μi + μi − μ) j > . (5) identity )aP−kbk with a = μi − μ, b = Xi − (μi − μ) j−k(Xi − μi)k > j k (μi − μ) j−k < (Xi − μi)k > . (6) As seen from (6), the absence of a given central mo- ment in all the components does not prevent the result- ing distribution from modeling such features. For exam- ple, the second central moment of the mixture can be obtained as wi 2 k i=1 < (X − μ)2 > 2 = n = n i=1 + < (Xi − μi)2 > = n wi wi i=1 (μi − μ)2−k < (Xi − μi)k > k=0 (μi − μ)2 + 2(μi − μ) < Xi − μi > (μi − μ)2+ < (Xi − μi)2 > . (7) Setting the standard deviation of the component distri- butions to zero (e.g., < (Xi − μi)2 > = 0 for all i) does not eliminate the second central moment in the mixture. To summarize, mixture distributions can model multimodal distributions even when the components are CORRESPONDENCE 4139 Authorized licensed use limited to: CHONGQING UNIVERSITY. Downloaded on November 23,2020 at 14:36:36 UTC from IEEE Xplore. Restrictions apply.
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