The problem of detecting abrupt changes in the statistical behavior of an observed signal or time series is a classical one, whose provenance dates at least to work in the 1930s on the problem of monitoring the quality of manufacturing processes. In more recent years, this problem has attracted attention in a wide variety of fields, including climate modeling, econometrics, environment and public health, finance, image analysis, medical diagnosis, navigation, network security, neuroscience, other security applications such as fraud detection and counter–terrorism, remote sensing (seismic, sonar, radar, biomedical), video editing, and even the analysis of historical texts. This list, although long, is hardly exhaustive, and other applications can be found, for example, in. These cited references only touch the surface of a very diverse and vibrant field, in which this general problem is known variously as statistical change detection, change–point detection, or disorder detection.

Many of these applications, such as those in image analysis, econometrics, or the analysis of historical texts, involve primarily off–line analyses to detect a change in statistical behavior during a pre–specified frame of time or space. In such problems, it is of interest to estimate the occurrence time of a change, and to identify appropriate statistical models before and after the change. However, it is not usually an objective of these applications to perform these functions in real time.

Introduction

This chapter will formulate and solve the classical sequential detection problem as an optimal stopping problem. This problem deals with the optimization of decision rules for deciding between two possible statistical models for an infinite, homogeneous sequence of random observations. The optimization is carried out by penalizing, in various ways, the probabilities of error and the average amount of time required to reach a decision. By optimizing separately over the error probabilities with the decision time fixed, this problem becomes an optimal stopping problem that can be treated using the methods of the preceding chapter. As this problem is treated in many sources, the primary motivation for including it here is that it serves as a prototype for developing the tools needed in the related problem of quickest detection.

With this in mind, both Bayesian and non–Bayesian, as well as discrete– and continuous–time formulations of this problem will be treated. In the course of this treatment, a set of analytical techniques will be developed that will be useful in the solution and performance analysis of problems of quickest detection to be treated in subsequent chapters. Specific topics to be included are Bayesian optimization, the Wald—Wolfowitz theorem, the fundamental identity of sequential analysis, Wald's approximations, diffusion approximations, and Poisson approximations.

Sequential testing displays certain advantages over fixed sample testing in that it helps the user reach a decision between two hypotheses after a minimal average number of experiments.

Introduction

In Chapter 4, we considered the problem of optimally deciding between two hypotheses on the state of the environment given a constant cost of sampling for each additional observation. Within each of these two models the data are homogeneous; that is, the data obey only one of the two alternative statistical models during the entire period of observation. In Chapters 5 and 6 on the other hand, we considered the problem of optimally detecting an abrupt change in the mechanism generating the data from one regime to another. In this chapter, we examine several generalizations and modifications of these basic sequential decision–making problems, in which various of the assumptions are relaxed so as to provide more practical solutions.

We will first address the problem of decentralized sequential detection. In this setting information becomes available sequentially at distinct sensors, rather than at a common location, as in the models considered in the preceding chapters. In general, these sensors communicate a summary message to a central fusion center (which may or may not also be receiving information on its own), which must ultimately decide about the state of the environment. Various sensor configurations are possible for decentralized detection. See for example. One of the main advantages of the decentralized setting over its centralized counterpart is the reduced communication requirements of such a configuration.

This book is about the Universal Mobile Telecommunication System (UMTS). UMTS is the most important of the third generation (3G) mobile phone systems, which are gradually replacing the older second generation systems such as the Global System for Mobile Communications (GSM). 3G systems provide much faster communications than their predecessors, and this allows them to offer the user a wider range of services than before, such as high speed Internet access, video and interactive games.

My aim in this book has been to write a technical introduction to UMTS. As an important part of this, I have tried to give the reader a system level understanding of what all the different parts of UMTS are, and how they relate to each other. Such an understanding is hard to gain from the UMTS specifications or from the more specialised books on the subject, but is precisely what the newcomer to the system needs.

At the same time, I have kept the book short enough that it can be read cover to cover in a weekend. To do this, I have consciously left out many of the details that can be found in the specifications or in some of the other technical books on the subject. Accordingly, you won't find in this book an exhaustive description of issues such as the bit layouts in the physical channels, the contents of the system information blocks or the different types of measurement event.

In UMTS, the network elements communicate with each other by exchanging signalling messages, which are written using the signalling protocols that we introduced in Chapter 2. The signalling messages are organised into procedures, which define how the network elements interact with each other, and which ultimately control the operation of the system. These signalling procedures are the main theme of the next two chapters. In this chapter, we discuss the procedures which control the internal operation of the system, and which do not involve any communication with the outside world. In Chapter 5, we will discuss the procedures that are related to particular services, such as voice and GPRS.

Here, we start by reviewing the way in which the network manages its communications with the mobile, and the different internal states that a mobile can be in. We then describe the procedures that a mobile uses when it switches on, to discover the cells around it and establish communications with the network. This leads to a discussion of the techniques that are used to keep the system secure in the presence of intruders. The second half of the chapter describes the procedures that take place inside a mobile after it has switched on. These are covered in two sections, as the exact procedures depend on the internal state that the mobile is in. The chapter closes by describing how the mobile stops communicating with the network and switches off.

Mobile phones were first introduced in the early 1980s. In the succeeding years, the underlying technology has gone through three phases, known as generations. The first generation (1G) phones used analogue communication techniques: they were bulky and expensive, and were regarded as luxury items. Mobile phones only became widely used from the mid 1990s, with the introduction of second generation (2G) technologies such as the Global System for Mobile Communications (GSM). These use more powerful digital communication techniques, which have allowed their cost to plummet, and have also allowed them to provide a wider range of services than before. Examples include text messaging, email and basic access to the Internet.

Third generation (3G) phones still use digital communications, but they send and receive their signals in a very different way from their predecessors. This allows them to support much higher data rates than before, and hence to provide more demanding services such as video calls and high speed Internet access. This book is about the most popular third generation technology, the Universal Mobile Telecommunication System (UMTS).

The first chapter lays the foundations for the subjects covered later in the book. It begins by briefly describing the architecture of a mobile telecommunication system, and continues with a more detailed look at two important aspects of its operation: the communication protocols that manage the delivery of information to and from a mobile phone, and the special techniques that are used for radio transmission and reception.

This chapter describes the techniques that are used for radio transmission and reception between the mobile and the radio access network. The first section reviews the use of wideband code division multiple access for transmission and reception in release 99. It concentrates on the air interface's physical layer, which is where most of the important processes take place, but it also notes the procedures used in higher layers. We then describe a technique known as high speed packet access, which has been progressively introduced from release 5 with the aim of increasing the rate at which data can be transferred. Finally, we discuss the performance of UMTS, by noting the peak and average data rates that can be achieved, and the advantages and disadvantages that CDMA has compared with other multiple access techniques.

The material in this chapter is more technical than that in later chapters of the book. However, it is unnecessary to take it all in on a first reading, as most of the chapter is self-contained. Instead, a basic understanding of Section 3.1 will be enough for Chapters 4, 5 and 6.

Radio transmission and reception in release 99

In this first section, we will describe the techniques used for radio transmission and reception in release 99. This is probably the most important part of the system: it is crucial for the delivery of high data rates to the user, and it is the part that has changed the most since the days of GSM.

The action takes place in the air interface's transport protocols, which are illustrated in Figure 3.1.

This chapter serves as a system level introduction to UMTS. We begin by describing the 3rd Generation Partnership Project, which is the organisation that defines the architecture and operation of the system. We continue by examining the architecture of UMTS, the interfaces between the different hardware components, and the protocol stacks that they use. At the end of the chapter are two shorter sections that describe the data flows within the system and the allocation of frequency spectrum to third generation systems. By the end of this chapter, you should have an appreciation of how the system fits together, and be ready to take on the details that are covered later in the book.

The 3rd Generation Partnership Project

Most of the information in this book originates in the specifications that define the architecture and operation of UMTS. These specifications are written by an organisation called the 3rd Generation Partnership Project (3GPP). In this section, we will describe how 3GPP is organised, and go on to discuss the specifications themselves.

Organisation of 3GPP

The 3rd Generation Partnership Project was formed in December 1998, to produce the technical specifications for UMTS. The formation of 3GPP came during the International Telecommunication Union's selection process for 3G telecommunication systems, and the first set of specifications was used as the member organisations' submission to the ITU. More recently, 3GPP has developed the UMTS specifications further and has expanded its role to handle the specifications for GSM, which had previously been produced by the European Telecommunications Standards Institute (ETSI).

In the final chapter, we will look at some of the likely future developments of UMTS. We begin with the IP multimedia subsystem, which was introduced into the 3GPP specifications in release 5, and is intended for the delivery of real time, packet switched services to the user. We continue with a look at the long term evolution of UMTS, which is intended to be part of release 8, and will involve changes to the radio interface that will supply the user with much higher data rates than before. We conclude with an overview of the process for defining fourth generation systems, and a look at some of the likely candidates.

The IP multimedia subsystem

The IP multimedia subsystem (IMS) is an extra component of the fixed network. Its main objective is to deliver real time services such as voice and video over the core network's packet switched domain, which have not been supported by previous implementations of UMTS. This section describes the objectives and architecture of the IP multimedia subsystem. It then gives an overview of the protocols and operational procedures that it uses, and describes the services that have been defined for use on the IMS.

Objectives

The IMS is intended to bring three main benefits to network operators and to the user.

First, the IMS provides good end-to-end quality of service for packet switched data streams.

Having described the internal operation of UMTS in Chapter 4, we can go on to consider how the system provides services to the user. We begin by explaining how services are classified and how the network provides the user with the quality of service required. We then give a detailed description of the two most important services that UMTS provides: voice and the general packet radio service (GPRS). We focus on the signalling messages that set up, manage and tear down voice calls and data transfers, and also on the mechanisms that are used to transfer information between the mobile and the end device.

The second half of the chapter is a shorter account of the other services provided by UMTS. This account is in two parts. The first part covers the other services that are of interest to the user, such as the short message service (SMS) and the multimedia messaging service (MMS). The second part covers the toolkits that application developers can use to build up higher level services. The chapter closes with an overview of the procedures that are used for charging and billing.

Service classification

Ultimately, the purpose of UMTS is to provide services that the end user will pay for. The services defined by the 3GPP specifications fall into four categories.

User services define both the data transport mechanism and the application software, so they provide a complete end-to-end service for the user.