Oppenheim, A.V. & Cuomo, K.M. “Chaotic Signals and Signal Processing” Digital Signal Processing Handbook Ed. Vijay K. Madisetti and Douglas B. Williams Boca Raton: CRC Press LLC, 1999 (cid:13)c1999byCRCPressLLC 71 Chaotic Signals and Signal Processing 71.1 Introduction 71.2 ModelingandRepresentationofChaoticSignals 71.3 EstimationandDetection AlanV.Oppenheim 71.4 UseofChaoticSignalsinCommunications MassachusettsInstituteofTechnology Self-SynchronizationandAsymptoticStability(cid:15)Robustness and Signal Recovery in the Lorenz System (cid:15) Circuit Imple- KevinM.Cuomo mentationandExperiments 71.5 SynthesizingSelf-SynchronizingChaoticSystems MIT LincolnLaboratory References 71.1 Introduction Signalsgeneratedbychaoticsystemsrepresentapotentiallyrichclassofsignalsbothfordetectingand characterizingphysicalphenomenaandinsynthesizingnewclassesofsignalsforcommunications, remotesensing,andavarietyofothersignalprocessingapplications. Inclassicalsignalprocessingarichsetoftoolshasevolvedforprocessingsignalsthataredeter- ministicandpredictablesuchastransientandperiodicsignals, andforprocessingsignalsthatare stochastic. Chaoticsignalsassociatedwiththehomogeneousresponseofcertainnonlineardynamical systemsdonotfallineitheroftheseclasses. Whiletheyaredeterministic,theyarenotpredictablein anypracticalsenseinthatevenwiththegeneratingdynamicsknown,estimationofpriororfuture values from a segment of the signal or from the state at a given time is highly ill-conditioned. In manywaysthesesignalsappeartobenoise-likeandcan,ofcourse,beanalyzedandprocessedusing classicaltechniquesforstochasticsignals. However, theyclearlyhaveconsiderablymorestructure thancanbeinferredfromandexploitedbytraditionalstochasticmodelingtechniques. Thebasicstructureofchaoticsignalsandthemechanismsthroughwhichtheyaregeneratedare describedinavarietyofintroductorybooks,e.g.,[1,2]andsummarizedin[3]. Chaoticsignalsareofparticularinterestandimportanceinexperimentalphysicsbecauseofthe wide range of physical processes that apparently give rise to chaotic behavior. From the point of viewofsignalprocessing,thedetection,analysis,andcharacterizationofsignalsofthistypepresent asignificantchallenge. Inaddition,chaoticsystemsprovideapotentiallyrichmechanismforsignal designandgenerationforavarietyofcommunicationsandremotesensingapplications. (cid:13)c1999byCRCPressLLC 71.2 Modeling and Representation of Chaotic Signals The state evolution of chaotic dynamical systems is typically described in terms of the nonlinear state equation xP.t/ D FTx.t/U in continuous time or xTnU D F.xTn−1U/ in discrete time. In a signalprocessingcontext,weassumethattheobservedchaoticsignalisanonlinearfunctionofthe stateandwouldtypicallybeascalartimefunction. Indiscrete-time,forexample,theobservation equationwouldbeyTnU D G.xTnU/. FrequentlytheobservationyTnUisalsodistortedbyadditive noise,multipatheffects,fading,etc. Modelingachaoticsignalcanbephrasedintermsofdeterminingfromcleanordistortedobser- vations,asuitablestatespaceandmappingsF.(cid:1)/andG.(cid:1)/thatcapturetheaspectsofinterestinthe observedsignaly. Theproblemofdeterminingfromtheobservedsignalasuitablestatespacein whichtomodelthedynamicsisreferredtoastheembeddingproblem. Whilethereis,ofcourse,no uniquesetofstatevariablesforasystem,somechoicesmaybebettersuitedthanothers. Themost commonlyusedmethodforconstructingasuitablestatespaceforthechaoticsignalisthemethod ofdelaycoordinatesinwhichastatevectorisconstructedfromavectorofsuccessiveobservations. It is frequently convenient to view the problem of identifying the map associated with a given chaoticsignalintermsofaninterpolationproblem. Specifically,fromasuitablyembeddedchaotic signal it is possible to extract a codebook consisting of state vectors and the states to which they subsequently evolve after one iteration. This codebook then consists of samples of the function F spaced, in general, non-uniformly throughout state space. A variety of both parametric and nonparametric methods for interpolating the map between the sample points in state space have emergedintheliterature,andthetopiccontinuestobeofsignificantresearchinterest. Inthissection webrieflycommentonseveraloftheapproachescurrentlyused. Theseandothersarediscussedand comparedinmoredetailin[4]. OneapproachisbasedontheuseoflocallylinearapproximationstoFthroughoutthestatespace[5, 6]. Thisapproachconstitutesageneralizationofautoregressivemodelingandlinearpredictionand iseasilyextendedtolocallypolynomialapproximationsofhigherorder. Anotherapproachisbased onfittingaglobalnonlinearfunctiontothesamplesinstatespace[7]. Afundamentallyratherdifferentapproachtotheproblemofmodelingthedynamicsofanem- bedded signal involves the use of hidden Markov models [8, 9, 10]. With this method, the state spaceisdiscretizedintoalargenumberofstates,andaprobabilisticmappingisusedtocharacterize transitionsbetweenstateswitheachiterationofthemap. Furthermore,eachstatetransitionspawns astate-dependentrandomvariableastheobservationyTnU. Thisframeworkcanbeusedtosimulta- neouslymodelboththedetailedcharacteristicsofstateevolutioninthesystemandthenoiseinherent in the observed data. While algorithms based on this framework have proved useful in modeling chaoticsignals,theycanbeexpensivebothintermsofcomputationandstoragerequirementsdue tothelargenumberofdiscretestatesrequiredtoadequatelycapturethedynamics. While many of the above modeling methods exploit the existence of underlying nonlinear dy- namics,theydonotexplicitlytakeintoaccountsomeofthepropertiespeculiartochaoticnonlinear dynamicalsystems. Forthisreason,inprinciple,thealgorithmsmaybeusefulinmodelingabroader classofsignals. Ontheotherhand,whenthesignalsofinterestaretrulychaotic,thespecialprop- erties of chaotic nonlinear dynamical systems ought to be taken into account, and, in fact, may oftenbeexploitedtoachieveimprovedperformance. Forinstance,becausetheevolutionofchaotic systemsisacutelysensitivetoinitialconditions,itisoftenimportantthatthisnumericalinstability be reflected in the model for the system. One approach to capturing this sensitivity is to require thatthereconstructeddynamicsexhibitLyapunovexponentsconsistentwithwhatmightbeknown aboutthetruedynamics. Thesensitivityofstateevolutioncanalsobecapturedusingthehidden Markov model framework since the structural uncertainty in the dynamics can be represented in termsoftheprobabilisticstatetransactions. Inanycase,unlesssensitivityofthedynamicsistaken (cid:13)c1999byCRCPressLLC intoaccountduringmodeling,detectionandestimationalgorithmsinvolvingchaoticsignalsoften lackrobustness. Another aspect of chaotic systems that can be exploited is that the long term evolution of such systemsliesonanattractorwhosedimensionisnotonlytypicallynon-integral,butoccupiesasmall fractionoftheentirestatespace. Thishasanumberofimportantimplicationsbothinthemodeling ofchaoticsignalsandultimatelyinaddressingproblemsofestimationanddetectioninvolvingthese signals. For example, it implies that the nonlinear dynamics can be recovered in the vicinity of theattractorusingcomparativelylessdatathanwouldbenecessaryifthedynamicswererequired everywhereinstatespace. Identifying the attractor, its fractal dimension, and related invariant measures governing, for example,theprobabilityofbeingintheneighborhoodofaparticularstateontheattractor,arealso importantaspectsofthemodelingproblem. Furthermore,wecanoftenexploitvariousergodicity andmixingpropertiesofchaoticsystems. Thesepropertiesallowustorecoverinformationabout theattractorusingasinglerealizationofachaoticsignal,andassureusthatdifferenttimeintervals ofthesignalprovidequalitativelysimilarinformationabouttheattractor. 71.3 Estimation and Detection Avarietyofproblemsinvolvingtheestimationanddetectionofchaoticsignalsarisesinpotential application contexts. In some scenarios, the chaotic signal is a form of noise or other unwanted interferencesignal. Inthiscase,weareofteninterestedindetecting,characterizing,discriminating, andextractingknownorpartiallyknownsignalsinbackgroundsofchaoticnoise. Inotherscenarios, it is the chaotic signal that is of direct interest and which is corrupted by other signals. In these casesweareinterestedindetecting,discriminating,andextractingknownorpartiallyknownchaotic signalsinbackgroundsofothernoisesorinthepresenceofotherkindsofdistortion. The channel through which either natural or synthesized signals are received can typically be expectedtointroduceavarietyofdistortionsincludingadditivenoise,scattering,multipatheffects, etc. Thereare,ofcourse,classicalapproachestosignalrecoveryandcharacterizationinthepresence ofsuchdistortionsforbothtransientandstochasticsignals. Whenthedesiredsignalinthechannelis achaoticsignal,orwhenthedistortioniscausedbyachaoticsignal,manyoftheclassicaltechniques willnotbeeffectiveanddonotexploittheparticularstructureofchaoticsignals. Thespecificpropertiesofchaoticsignalsexploitedindetectionandestimationalgorithmsdepend heavilyonthedegreeofaprioriknowledgeofthesignalsinvolved. Forexample,indistinguishing chaoticsignalsfromothersignals,thealgorithmsmayexploitthefunctionalformofthemap,the Lyapunov exponents of the dynamics, and/or characteristics of the chaotic attractor such as its structure,shape,fractaldimensionand/orinvariantmeasures. To recover chaotic signals in the presence of additive noise, some of the most effective noise reductiontechniquesproposedtodatetakeadvantageofthenonlineardependenceofthechaotic signalbyconstructingaccuratemodelsforthedynamics. Multipathandothertypesofconvolutional distortioncanbestbedescribedintermsofanaugmentedstatespacesystem. Convolutionorfiltering ofchaoticsignalscanchangemanyoftheessentialcharacteristicsandparametersofchaoticsignals. Effectsofconvolutionaldistortionandapproachestocompensatingforitarediscussedin[11]. 71.4 Use of Chaotic Signals in Communications Chaoticsystemsprovidearichmechanismforsignaldesignandgeneration, withpotentialappli- cationstocommunicationsandsignalprocessing. Becausechaoticsignalsaretypicallybroadband, noise-like,anddifficulttopredict,theycanbeusedinvariouscontextsincommunications. Apartic- ularlyusefulclassofchaoticsystemsarethosethatpossessaself-synchronizationproperty[12,13,14]. (cid:13)c1999byCRCPressLLC Thispropertyallowstwoidenticalchaoticsystemstosynchronizewhenthesecondsystem(receiver) isdrivenbythefirst(transmitter). Thewell-knownLorenzsystemisusedbelowtofurtherdescribe andillustratethechaoticself-synchronizationproperty. The Lorenz equations, first introduced by E. N. Lorenz as a simplified model of fluid convec- tion[15],aregivenby xP D (cid:27).y−x/ yP D rx−y−xz (71.1) zP D xy−bz; where(cid:27);r;andbarepositiveparameters. Insignalprocessingapplications,itistypicallyofinterest to adjust the time scale of the chaotic signals. This is accomplished in a straightforward way by establishingtheconventionthatxP;yP;andzP denotedx=d(cid:28);dy=d(cid:28),anddz=d(cid:28),respectively,where (cid:28) Dt=T isnormalizedtimeandT isatimescalefactor. Itisalsoconvenienttodefinethenormalized frequency! D(cid:127)T,where(cid:127)denotestheangularfrequencyinunitsofrad/s. Theparametervalues T D400(cid:22)sec;(cid:27) D16;r D45:6;andbD4areusedfortheillustrationsinthischapter. ViewingtheLorenzsystem(71.1)asasetoftransmitterequations, adynamicalreceiversystem thatwillsynchronizetothetransmitterisgivenby xP D (cid:27).y −x / r r r yPr D rx.t/−yr −x.t/zr (71.2) zP D x.t/y −bz : r r r Inthiscase,thechaoticsignalx.t/fromthetransmitterisusedasthedrivinginputtothereceiver system. In Section 71.4.1, an identified equivalence between self-synchronization and asymptotic stabilityisexploitedtoshowthatthesynchronizationofthetransmitterandreceiverisglobal,i.e., thereceivercanbeinitializedinanystateandthesynchronizationstilloccurs. 71.4.1 Self-Synchronization and Asymptotic Stability A close relationship exists between the concepts of self-synchronization and asymptotic stability. Specifically,self-synchronizationintheLorenzsystemisaconsequenceofgloballystableerrordy- namics. AssumingthattheLorenztransmitterandreceiverparametersareidentical,asetofequations thatgoverntheirerrordynamicsisgivenby eP D (cid:27).e −e / x y x ePy D −ey −x.t/ez (71.3) eP D x.t/e −be : z y z where e .t/ D x.t/−x .t/ x r e .t/ D y.t/−y .t/ y r e .t/ D z.t/−z .t/: z r Asufficientconditionfortheerrorequationstobegloballyasymptoticallystableattheorigincanbe determinedbyconsideringaLyapunovfunctionoftheform 1 1 E.e/D 2.(cid:27)ex2Cey2Cez2/: Since(cid:27) andbintheLorenzequationsarebothassumedtobepositive,EispositivedefiniteandEP isnegativedefinite. ItthenfollowsfromLyapunov’stheoremthate.t/ ! 0ast ! 1. Therefore, (cid:13)c1999byCRCPressLLC synchronizationoccursast ! 1regardlessoftheinitialconditionsimposedonthetransmitter andreceiversystems. Forpracticalapplications,itisalsoimportanttoinvestigatethesensitivityofthesynchronizationto perturbationsofthechaoticdrivesignal. NumericalexperimentsaresummarizedinSection71.4.2, whichdemonstratestherobustnessandsignalrecoverypropertiesoftheLorenzsystem. 71.4.2 Robustness and Signal Recovery in the Lorenz System When a message or other perturbation is added to the chaotic drive signal, the receiver does not regenerateaperfectreplicaofthedrive;thereisalwayssomesynchronizationerror. Bysubtracting theregenerateddrivesignalfromthereceivedsignal,successfulmessagerecoverywouldresultifthe synchronization error was small relative to the perturbation itself. An interesting property of the Lorenzsystemisthatthesynchronizationerrorisnotsmallcomparedtoanarrowbandperturbation; nevertheless, the message can be recovered because the synchronization error is nearly coherent withthemessage. Thissectionsummarizesexperimentalevidenceforthiseffect; amoredetailed explanationhasbeengivenintermsofanapproximateanalyticalmodel[16]. The series of experiments that demonstrate the robustness of synchronization to white noise perturbationsandtheabilitytorecoverspeechperturbationsfocusonthesynchronizingproperties ofthetransmitterEqs.(71.1)andthecorrespondingreceiverequations, xP D (cid:27).y −x / r r r yPr D rs.t/−yr −s.t/zr (71.4) zP D s.t/y −bz : r r r Previously,itwasstatedthatwiths.t/equaltothetransmittersignalx.t/,thesignalsxr;yr;andzr willasymptoticallysynchronizetox;y;andz,respectively. Below,weexaminethesynchronization errorwhenaperturbationp.t/isaddedtox.t/,i.e.,whens.t/Dx.t/Cp.t/. First, we consider the case where the perturbation p.t/ is Gaussian white noise. In Fig. 71.1, we show the perturbation and error spectra for each of the three state variables vs. normalized frequency!. Notethatatrelativelylowfrequencies,theerrorinreconstructingx.t/slightlyexceeds the perturbation of the drive but that for normalized frequencies above 20 the situation quickly reverses. Ananalyticalmodelcloselypredictsandexplainsthisbehavior[16]. Thesefiguressuggest that the sensitivity of synchronization depends on the spectral characteristics of the perturbation signal. Forsignalsthatarebandlimitedtothefrequencyrange0 < ! < 10,wewouldexpectthat thesynchronizationerrorswillbelargerthantheperturbationitself. Thisturnsouttobethecase, althoughthenextexperimentsuggeststhereareadditionalinterestingcharacteristicsaswell. Inasecondexperiment,p.t/isalow-levelspeechsignal(forexampleamessagetobetransmitted andrecovered). Thenormalizingtimeparameteris400(cid:22)secandthespeechsignalisbandlimited to4kHzorequivalentlytoanormalizedfrequency!of10. Figure71.2showsthepowerspectrum ofarepresentativespeechsignalandthechaoticsignalx.t/. Theoverallchaos-to-perturbationratio inthisexperimentisapproximately20dB. To recover the speech signal, the regenerated drive signal is subtracted at the receiver from the receivedsignal. Inthiscase, therecoveredmessageispO.t/ D p.t/Cex.t/. Itwouldbeexpected thatsuccessfulmessagerecoverywouldresultifex.t/wassmallrelativetotheperturbationsignal. FortheLorenzsystem, however, althoughthesynchronizationerrorisnotsmallcomparedtothe perturbation,themessagecanberecoveredbecauseex.t/isnearlycoherentwiththemessage. This coherencehasbeenconfirmedexperimentallyandanexplanationhasbeendevelopedintermsofan approximateanalyticalmodel[16]. (cid:13)c1999byCRCPressLLC FIGURE71.1: Powerspectraoftheerrorsignals: (a)Ex.!/. (b)Ey.!/. (c)Ez.!/. 71.4.3 Circuit Implementation and Experiments In Section 71.4.2, we showed that, theoretically, a low-level speech signal could be added to the synchronizingdrivesignalandapproximatelyrecoveredatthereceiver. Theseresultswerebasedon ananalysisoftheexactLorenztransmitterandreceiverequations. Whenimplementingsynchronized chaoticsystemsinhardware,thelimitationsofavailablecircuitcomponentsresultinapproximations of the defining equations. The Lorenz transmitter and receiver equations can be implemented relativelyeasilywithstandardanalogcircuits[17,20,21]. Theresultingsystemperformanceisin excellent agreement with numerical and theoretical predictions. Some potential implementation difficultiesareavoidedbyscalingtheLorenzstatevariablesaccordingtou D x=10;v D y=10;and w Dz=20. Withthisscaling,theLorenzequationsaretransformedto uP D (cid:27).v−u/ vP D ru−v−20uw (71.5) wP D 5uv−bw: Forthissystem,whichwerefertoasthecircuitequations,thestatevariablesallhavesimilardynamic rangeandcircuitvoltagesremainwellwithintherangeoftypicalpowersupplylimits. Below, we (cid:13)c1999byCRCPressLLC FIGURE71.2: Powerspectraofx.t/andp.t/whentheperturbationisaspeechsignal. discussanddemonstratesomeappliedaspectsoftheLorenzcircuits. InFig.71.3,weillustrateacommunicationscenariothatisbasedonchaoticsignalmaskingand recovery[18,19,20,21]. Inthisfigure,achaoticmaskingsignalu.t/isaddedtotheinformation- bearingsignalp.t/atthetransmitter,andatthereceiverthemaskingisremoved. Bysubtractingthe regenerateddrivesignalur.t/fromthereceivedsignals.t/atthereceiver,therecoveredmessageis pO.t/Ds.t/−ur.t/Dp.t/C[u.t/−ur.t/]: In this context, eu.t/, the error between u.t/ and ur.t/, corresponds directly to the error in the recoveredmessage. FIGURE71.3: Chaoticsignalmaskingandrecoverysystem. Forthisexperiment,p.t/isalow-levelspeechsignal(themessagetobetransmittedandrecovered). The normalizing time parameter is 400 (cid:22)sec and the speech signal is bandlimited to 4 kHz or, equivalently,toanormalizedfrequency!of10. InFig.71.4,weshowthepowerspectrumofp.t/ andpO.t/,wherepO.t/isobtainedfrombothasimulationandfromthecircuit. Thetwospectrafor pO.t/areinexcellentagreement,indicatingthatthecircuitperformsverywell. BecausepO.t/includes considerableenergybeyondthebandwidthofthespeech,thespeechrecoverycanbeimprovedby lowpassfilteringpO.t/. WedenotethelowpassfilteredversionofpO.t/bypOf.t/. InFig.71.5(a)and(b), weshowacomparisonofpOf.t/frombothasimulationandfromthecircuit,respectively. Clearly,the circuitperformswelland,ininformallisteningtests,therecoveredmessageisofreasonablequality. AlthoughpOf.t/isofreasonablequalityinthisexperiment,thepresenceofadditivechannelnoise willproducemessagerecoveryerrorsthatcannotbecompletelyremovedbylowpassfiltering;there (cid:13)c1999byCRCPressLLC willalwaysbesomeerrorintherecoveredmessage. Becausethemessageandnoisearedirectlyadded tothesynchronizingdrivesignal,themessage-to-noiseratioshouldbelargeenoughtoallowafaithful recoveryoftheoriginalmessage. Thisrequiresacommunicationchannelthatisnearlynoisefree. FIGURE71.4: Powerspectraofp.t/andpO.t/whentheperturbationisaspeechsignal. Analternativeapproachtoprivatecommunicationsallowstheinformation-bearingwaveformto beexactlyrecoveredattheself-synchronizingreceiver(s),evenwhenmoderate-levelchannelnoise ispresent. Thisapproachisreferredtoaschaoticbinarycommunications[20,21]. Thebasicidea behindthistechniqueistomodulateatransmitterparameterwiththeinformation-bearingwaveform andtotransmitthechaoticdrivesignal. Atthereceiver,theparametermodulationwillproducea synchronizationerrorbetweenthereceiveddrivesignalandthereceiver’sregenerateddrivesignal withanerrorsignalamplitudethatdependsonthemodulation. Usingthesynchronizationerror, themodulationcanbedetected. Thismodulation/detectionprocessisillustratedinFig.71.6. Toillustratetheapproach,weusea periodicsquare-waveforp.t/asshowninFig.71.7(a). Thesquare-wavehasarepetitionfrequency of approximately 110 Hz with zero volts representing the zero-bit and one volt representing the one-bit. The square-wave modulates the transmitter parameter b with the zero-bit and one-bit parameters given by b.0/ D 4 and b.1/ D 4:4, respectively. The resulting drive signal u.t/ is transmittedandthenoisyreceivedsignals.t/isusedasthedrivinginputtothesynchronizingreceiver circuit. InFig.71.7(b),weshowthesynchronizationerrorpowere2.t/. Theparametermodulation producessignificantsynchronizationerrorduringa“1”transmissionandverylittleerrorduringa “0”transmission. Itisplausiblethatadetectorbasedontheaveragesynchronizationerrorpower, followedbyathresholddevice,couldyieldreliableperformance. WeillustrateinFig.71.7(c)that thesquare-wavemodulationcanbereliablyrecoveredbylowpassfilteringthesynchronizationerror powerwaveformandapplyingathresholdtest. Thethresholddeviceusedinthisexperimentconsisted ofasimpleanalogcomparatorcircuit. Theallowabledatarateofthiscommunicationtechniqueis,ofcourse,dependentonthesynchro- nizationresponsetimeofthereceiversystem. Althoughwehaveusedalowbitratetodemonstrate thetechnique,thecircuittimescalecanbeeasilyadjustedtoallowmuchfasterbitrates. Whiletheresultspresentedaboveappearencouraging,therearemanycommunicationscenarios where it is undesirable to be restricted to the Lorenz system, or for that matter, any other low- dimensionalchaoticsystem. Inprivatecommunications,forexample,theabilitytochoosefroma wide variety of synchronized chaotic systems would be highly advantageous. In the next section, webrieflydescribeanapproachforsynthesizinganunlimitednumberofhigh-dimensionalchaotic systems. Thesignificanceofthisworkliesinthefactthattheabilitytosynthesizehigh-dimensional (cid:13)c1999byCRCPressLLC FIGURE71.5: (a)Recoveredspeech(simulation). (b)Recoveredspeech(circuit). chaoticsystemsfurtherenhancestheirapplicabilityforpracticalapplications. 71.5 Synthesizing Self-Synchronizing Chaotic Systems Aneffectiveapproachtosynthesisisbasedonasystematicfourstepprocess. First,analgebraicmodel isspecifiedforthetransmitterandreceiversystems. Asshownin[22,23],thechaoticsystemmodels can be very general; in [22] the model represents a large class of quadratically nonlinear systems, whilein[23]themodelallowsforanunlimitednumberofLorenzoscillatorstobemutuallycoupled viaanN-dimensionallinearsystem. The second step in the synthesis process involves subtracting the receiver equations from the transmitterequationsandimposingaglobalasymptoticstabilityconstraintontheresultingerror equations. UsingLyapunov’sdirectmethod,sufficientconditionsfortheerrorsystem’sglobalsta- FIGURE71.6: Communicatingbinary-valuedbitstreamswithsynchronizedchaoticsystems. (cid:13)c1999byCRCPressLLC
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