Maximum Likelihood-based Gridless DoA Estimation Using Structured Covariance Matrix Recovery and SBL with Grid Refinement

We consider the parametric data model employed in applications such as line spectral estimation and direction-of-arrival estimation. We focus on the stochastic maximum likelihood estimation (MLE) framework and offer approaches to estimate the parameter of interest in a gridless manner, overcoming the model complexities of the past. This progress is enabled by the modern trend of reparameterization of the objective and exploiting the sparse Bayesian learning (SBL) approach. The latter is shown to be a correlation-aware method, and for the underlying problem it is identified as a grid-based technique for recovering a structured covariance matrix of the measurements. For the case when the structured matrix is expressible as a sampled Toeplitz matrix, such as when measurements are sampled in time or space at regular intervals, additional constraints and reparameterization of the SBL objective leads to the proposed structured matrix recovery technique based on MLE. The proposed optimization problem is non-convex, and we propose a majorization-minimization based iterative procedure to estimate the structured matrix; each iteration solves a semidefinite program. We recover the parameter of interest in a gridless manner by appealing to the Caratheodory-Fejer result on decomposition of PSD Toeplitz matrices. For the general case of irregularly spaced time or spatial samples, we propose an iterative SBL procedure that refines grid points to increase resolution near potential source locations, while maintaining a low per iteration complexity. We provide numerical results to evaluate and compare the performance of the proposed techniques with other gridless techniques, and the CRB. The proposed correlation-aware approach is more robust to environmental/system effects such as low number of snapshots, correlated sources, small separation between source locations and improves sources identifiability.Comment: Submitted to the IEEE Transactions on Signal Processing (Previous submission date: 29-Oct-2021

Quantum metrology with full and fast quantum control

We establish general limits on how precise a parameter, e.g. frequency or the strength of a magnetic field, can be estimated with the aid of full and fast quantum control. We consider uncorrelated noisy evolutions of N qubits and show that fast control allows to fully restore the Heisenberg scaling (~1/N^2) for all rank-one Pauli noise except dephasing. For all other types of noise the asymptotic quantum enhancement is unavoidably limited to a constant-factor improvement over the standard quantum limit (~1/N) even when allowing for the full power of fast control. The latter holds both in the single-shot and infinitely-many repetitions scenarios. However, even in this case allowing for fast quantum control helps to increase the improvement factor. Furthermore, for frequency estimation with finite resource we show how a parallel scheme utilizing any fixed number of entangled qubits but no fast quantum control can be outperformed by a simple, easily implementable, sequential scheme which only requires entanglement between one sensing and one auxiliary qubit.Comment: 17 pages, 7 figures, 6 appendice

Cramér-Rao bound for a mixture of real- and integer-valued parameter vectors and its application to the linear regression model

Performance lower bounds are known to be a fundamental design tool in parametric estimation theory. A plethora of deterministic bounds exist in the literature, ranging from the general Barankin bound to the well-known Cramér-Rao bound (CRB), the latter providing the optimal mean square error performance of locally unbiased estimators. In this contribution, we are interested in the estimation of mixed real- and integer-valued parameter vectors. We propose a closed-form lower bound expression leveraging on the general CRB formulation, being the limiting form of the McAulay-Seidman bound. Such formulation is the key point to take into account integer-valued parameters. As a particular case of the general form, we provide closed-form expressions for the Gaussian observation model. One noteworthy point is the as- sessment of the asymptotic efficiency of the maximum likelihood estimator for a linear regression model with mixed parameter vectors and known noise covariance matrix, thus complementing the rather rich literature on that topic. A representative carrier-phase based precise positioning example is provided to support the discussion and show the usefulness of the proposed lower bound

Exploiting Sparse Structures in Source Localization and Tracking

This thesis deals with the modeling of structured signals under different sparsity constraints. Many phenomena exhibit an inherent structure that may be exploited when setting up models, examples include audio waves, radar, sonar, and image objects. These structures allow us to model, identify, and classify the processes, enabling parameter estimation for, e.g., identification, localisation, and tracking.In this work, such structures are exploited, with the goal to achieve efficient localisation and tracking of a structured source signal. Specifically, two scenarios are considered. In papers A and B, the aim is to find a sparse subset of a structured signal such that the signal parameters and source locations maybe estimated in an optimal way. For the sparse subset selection, a combinatorial optimization problem is approximately solved by means of convex relaxation, with the results of allowing for different types of a priori information to be incorporated in the optimization. In paper C, a sparse subset of data is provided, and a generative model is used to find the location of an unknown number of jammers in a wireless network, with the jammers’ movement in the network being tracked as additional observations become available

Estimation of Radio Channel Parameters

Kurzfassung Diese Dissertation behandelt die Schätzung der Modellparameter einer Momentanaufnahme des Mobilfunkkanals. Das besondere Augenmerk liegt zum einen auf der Entwicklung eines generischen Datenmodells für den gemessenen Funkkanal, welches für die hochauflösende Parameterschätzung geeignet ist. Der zweite Schwerpunkt dieser Arbeit ist die Entwicklung eines robusten Parameterschätzers für die Bestimmung der Parameter des entworfenen Modells aus Funkkanalmessdaten. Entsprechend dieser logischen Abfolge ist auch der Aufbau dieser Arbeit. Im ersten Teil wird ausgehend von einem aus der Literatur bekannten strahlenoptischen Modell eine algebraisch handhabbare Darstellung von beobachteten Wellenausbreitungspfaden entwickelt. Das mathematische Modell erlaubt die Beschreibung von SISO (single-input-single-output)- Übertragungssystemen, also von Systemen mit einer Sendeantenne und einer Empfangsantenne, als auch die Beschreibung von solchen Systemen mit mehreren Sende- und/oder Empfangsantennen. Diese Systeme werden im Allgemeinen auch als SIMO- (single-input-multiple-output), MISO- (multiple-input-single-output) oder MIMO-Systeme (multiple-input-multiple-output) bezeichnet. Im Gegensatz zu bekannten Konzepten enthält das entwickelte Modell keine Restriktionen bezüglich der modellierbaren Antennenarrayarchitekturen. Dies ist besonders wichtig in Hinblick auf die möglichst vollständige Erfassung der räumlichen Struktur des Funkkanals. Die Flexibilität des Modells ist eine Grundvoraussetzung für die optimale Anpassung der Antennenstruktur an die Messaufgabe. Eine solche angepasste Antennenarraystruktur ist zum Beispiel eine zylindrische Anordnung von Antennenelementen. Sie ist gut geeignet für die Erfassung der räumlichen Struktur des Funkkanals (Azimut und Elevation) in so genannten Outdoor- Funkszenarien. Weiterhin wird im ersten Teil eine neue Komponente des Funkkanaldatenmodells eingeführt, welche den Beitrag verteilter (diffuser) Streuungen zur Funkübertragung beschreibt. Die neue Modellkomponente spielt eine Schlüsselrolle bei der Entwicklung eines robusten Parameterschätzers im Hauptteil dieser Arbeit. Die fehlende Modellierung der verteilten Streuungen ist eine der Hauptursachen für die begrenzte Anwendbarkeit und die oft kritisierte fehlende Robustheit von hochauflösenden Funkkanalparameterschätzern, die in der Literatur etabliert sind. Das neue Datenmodell beschreibt die so genannten dominanten Ausbreitungspfade durch eine deterministische Abbildung der Pfadparameter auf den gemessenen Funkkanal. Der Beitrag der verteilten Streuungen wird mit Hilfe eines zirkularen mittelwertfreien Gaußschen Prozesses beschrieben. Die Modellparameter der verteilten Streuungen beschreiben dabei die Kovarianzmatrix dieses Prozesses. Basierend auf dem entwickelten Datenmodell wird im Anschluss kurz über aktuelle Konzepte für Funkkanalmessgeräte, so genannte Channel-Sounder, diskutiert. Im zweiten Teil dieser Arbeit werden in erster Linie Ausdrücke zur Bestimmung der erzielbaren Messgenauigkeit eines Channel-Sounders abgeleitet. Zu diesem Zweck wird die untere Schranke für die Varianz der geschätzten Modellparameter, das heißt der Messwerte, bestimmt. Als Grundlage für die Varianzabschätzung wird das aus der Parameterschätztheorie bekannte Konzept der Cramér-Rao-Schranke angewandt. Im Rahmen der Ableitung der Cramér-Rao-Schranke werden außerdem wichtige Gesichtspunkte für die Entwicklung eines effizienten Parameterschätzers diskutiert. Im dritten Teil der Arbeit wird ein Schätzer für die Bestimmung der Ausbreitungspfadparameter nach dem Maximum-Likelihood-Prinzip entworfen. Nach einer kurzen Übersicht über existierende Konzepte zur hochauflösenden Funkkanalparameterschätzung wird die vorliegende Schätzaufgabe analysiert und in Hinsicht ihres Typs klassifiziert. Unter der Voraussetzung, dass die Parameter der verteilten Streuungen bekannt sind, lässt sich zeigen, daß sich die Schätzung der Parameter der Ausbreitungspfade als ein nichtlineares gewichtetes kleinstes Fehlerquadratproblem auffassen lässt. Basierend auf dieser Erkenntnis wird ein generischer Algorithmus zur Bestimmung einer globalen Startlösung für die Parameter eines Ausbreitungspfades vorgeschlagen. Hierbei wird von dem Konzept der Structure-Least-Squares (SLS)-Probleme Gebrauch gemacht, um die Komplexität des Schätzproblems zu reduzieren. Im folgenden Teil dieses Abschnitts wird basierend auf aus der Literatur bekannten robusten numerischen Algorithmen ein Schätzer zur genauen Bestimmung der Ausbreitungspfadparameter abgeleitet. Im letzten Teil dieses Abschnitts wird die Anwendung unterraumbasierter Schätzer zur Bestimmung der Ausbreitungspfadparameter diskutiert. Es wird ein speichereffizienter Algorithmus zur Signalraumschätzung entwickelt. Dieser Algorithmus ist eine Grundvoraussetzung für die Anwendung von mehrdimensionalen Parameterschätzern wie zum Beispiel des R-D unitary ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) zur Bestimmung von Funkkanalparametern aus MIMO-Funkkanalmessungen. Traditionelle Verfahren zur Signalraumschätzung sind hier im Allgemeinen nicht anwendbar, da sie einen zu großen Speicheraufwand erfordern. Außerdem wird in diesem Teil gezeigt, dass ESPRIT-Algorithmen auch zur Parameterschätzung von Daten mit so genannter versteckter Rotations-Invarianzstruktur eingesetzt werden können. Als Beispiel wird ein ESPRIT-basierter Algorithmus zur Richtungsschätzung in Verbindung mit multibeam-Antennenarrays (CUBA) abgeleitet. Im letzten Teil dieser Arbeit wird ein Maximum-Likelihood-Schätzer für die neue Komponente des Funkkanals, welche die verteilten Streuungen beschreibt, entworfen. Ausgehend vom Konzept des iterativen Maximum-Likelihood-Schätzers wird ein Algorithmus entwickelt, der hinreichend geringe numerische Komplexität besitzt, so dass er praktisch anwendbar ist. In erster Linie wird dabei von der Toeplitzstruktur der zu schätzenden Kovarianzmatrix Gebrauch gemacht. Aufbauend auf dem Schätzer für die Parameter der Ausbreitungspfade und dem Schätzer für die Parameter der verteilten Streuungen wird ein Maximum-Likelihood-Schätzer entwickelt (RIMAX), der alle Parameter des in Teil I entwickelten Modells der Funkanalmessung im Verbund schätzt. Neben den geschätzten Parametern des Datenmodells liefert der Schätzer zusätzlich Zuverlässigkeitsinformationen. Diese werden unter anderem zur Bestimmung der Modellordnung, das heißt zur Bestimmung der Anzahl der dominanten Ausbreitungspfade, herangezogen. Außerdem stellen die Zuverlässigkeitsinformationen aber auch ein wichtiges Schätzergebnis dar. Die Zuverlässigkeitsinformationen machen die weitere Verarbeitung und Wertung der Messergebnisse möglich.The theme of this thesis is the estimation of model parameters of a radio channel snapshot. The main focus was the development of a general data model for the measured radio channel, suitable for both high resolution channel parameter estimation on the one hand, and the development of a robust parameter estimator for the parameters of the designed parametric radio channel model, in line with this logical work flow is this thesis. In the first part of this work an algebraic representation of observed propagation paths is developed using a ray-optical model known from literature. The algebraic framework is suitable for the description of SISO (single-input-single-output) radio transmission systems. A SISO system uses one antenna as the transmitter (Tx) and one antenna as the receiver (Rx). The derived expression for the propagation paths is also suitable to describe SIMO (single-input-multiple-output), MISO (multiple-input-single-output), and MIMO (multiple-input-multiple-output) radio channel measurements. In contrast to other models used for high resolution channel parameter estimation the derived model makes no restriction regarding the structure of the antenna array used throughout the measurement. This is important since the ultimate goal in radio channel sounding is the complete description of the spatial (angular) structure of the radio channel at Tx and Rx. The flexibility of the data model is a prerequisite for the optimisation of the antenna array structure with respect to the measurement task. Such an optimised antenna structure is a stacked uniform circular beam array, i.e., a cylindrical arrangement of antenna elements. This antenna array configuration is well suited for the measurement of the spatial structure of the radio channel at Tx and/or Rx in outdoor-scenarios. Furthermore, a new component of the radio channel model is introduced in the first part of this work. It describes the contribution of distributed (diffuse) scattering to the radio transmission. The new component is key for the development of a robust radio channel parameter estimator, which is derived in the main part of this work. The ignorance of the contribution of distributed scattering to radio propagation is one of the main reasons why high-resolution radio channel parameter estimators fail in practice. Since the underlying data model is wrong the estimators produce erroneous results. The improved model describes the so called dominant propagation paths by a deterministic mapping of the propagation path parameters to the channel observation. The contribution of the distributed scattering is modelled as a zero-mean circular Gaussian process. The parameters of the distributed scattering process determine the structure of the covariance matrix of this process. Based on this data model current concepts for radio channel sounding devices are discussed. In the second part of this work expressions for the accuracy achievable by a radio channel sounder are derived. To this end the lower bound on the variance of the measurements i.e. the parameter estimates is derived. As a basis for this evaluation the concept of the Cramér-Rao lower bound is employed. On the way to the Cramér-Rao lower bound for all channel model parameters, important issues for the development of an appropriate parameter estimator are discussed. Among other things the coupling of model parameters is also discussed. In the third part of this thesis, an estimator, for the propagation path parameters is derived. For the estimator the 'maximum-likelihood' approach is employed. After a short overview of existing high-resolution channel parameter estimators the estimation problem is classified. It is shown, that the estimation of the parameters of the propagation paths can be understood as a nonlinear weighted least squares problem, provided the parameters of the distributed scattering process are known. Based on this observation a general algorithm for the estimation of raw parameters for the observed propagation paths is developed. The algorithm uses the concept of structured-least-squares (SLS) and compressed maximum likelihood to reduce the numerical complexity of the estimation problem. A robust estimator for the precise estimation of the propagation path parameters is derived. The estimator is based on concepts well known from nonlinear local optimisation theory. In the last part of this chapter the application of subspace based parameter estimation algorithms for path parameter estimation is discussed. A memory efficient estimator for the signal subspace needed by, e.g., R-D unitary ESPRIT is derived. This algorithm is a prerequisite for the application of signal subspace based algorithms to MIMO-channel sounding measurements. Standard algorithms for signal subspace estimation (economy size SVD, singular value decomposition) are not suitable since they require an amount of memory which is too large. Furthermore, it is shown that ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) based algorithms can also be employed for parameter estimation from data having hidden rotation invariance structure. As an example an ESPRIT algorithm for angle estimation using circular uniform beam arrays (circular multi-beam antennas) is derived. In the final part of this work a maximum likelihood estimator for the new component of the channel model is developed. Starting with the concept of iterative maximum likelihood estimation, an algorithm is developed having a low computational complexity. The low complexity of the algorithm is achieved by exploiting the Toeplitz-structure of the covariance matrix to estimate. Using the estimator for the (concentrated, dominant, specular-alike) propagation paths and the parametric estimator for the covariance matrix of the process describing the distributed diffuse scattering a joint estimator for all channel parameter is derived (RIMAX). The estimator is a 'maximum likelihood' estimator and uses the genuine SAGE concept to reduce the computational complexity. The estimator provides additional information about the reliability of the estimated channel parameters. This reliability information is used to determine an appropriate model for the observation. Furthermore, the reliability information i.e. the estimate of the covariance matrix of all parameter estimates is also an important parameter estimation result. This information is a prerequisite for further processing and evaluation of the measured channel parameters

New concepts in quantum-metrology: From coherent averaging to Hamiltonian extensions

This thesis is dedicated to the understanding of the metrology of quantum systems by using the tools of quantum parameter estimation, in particular the quantum Fisher information (QFI). Our first project deals with a specific protocol of quantum enhanced measurement known as coherent averaging [Braun and Martin, 2011]. This protocol is based on a star topology, with one central object, the so-called quantum bus, connected to N extra subsystems, called probes. For the estimation of a parameter characteristic of the interaction between the quantum bus and the probes, coherent averaging leads to a Heisenberg limited (HL) scaling for the QFI (QFI proportional to N 2 ). Importantly this HL scaling can be obtained while starting with a separable state. This provides an advantage as generally one needs to use entangled states to achieve this scaling. Another important aspect in coherent averaging is the possibility to obtain the HL scaling by performing a measurement on the quantum bus only. These results were obtained using perturbation theory in the regime of weak interactions. In this thesis we go one step further in the study of the coherent averaging protocol. We extend the formalism of perturbation theory to encompass the possibility of estimating any parameter, in the regimes of strong and weak interactions. To illustrate the validity of our results, we introduce two models as examples for a coherent averaging scheme. In these models both the quantum bus and all the probes are qubits. In the ZZXX model, the free Hamiltonians do not commute with the interaction Hamiltonians and we have to rely on numerics to find non-perturbative solutions .In the ZZZZ model the free evolution Hamiltonians commute with the interaction Hamiltonians and we can find the exact solution analytically. Perturbation theory shows that in the strong interaction regime and starting with a separable state, we can estimate the parameter of the free evolution of the probes with a HL scaling if the free Hamiltonians do not commute with the interaction Hamiltonians. This is confirmed by the non-perturbative numerical results for the ZZXX model. In the weak interaction regime we only obtain a standard quantum limit (SQL) scaling for the parameter of the free evolution of the probes (QFI proportional to N ). When one has only access to the quantum bus, we show that the HL scaling found using the perturbation theory does not necessarily survive outside the regime of validity of the perturbation. This is especially the case as N becomes large. It is shown by comparing the exact analytical result to the perturbative result with the ZZZZ model. The same behaviour is observed with the ZZXX model using the non-perturbative numerical results. In our second project we investigate the estimation of the depolarizing channel and the phase-flip channel under non-ideal conditions. It is known that using an ancilla can lead to an improvement of the channel QFI (QFI maximized over input states feeding the channel) even if we act with the identity on the ancilla. This method is known as channel extension. In all generality the maximal channel QFI can be obtained using an ancilla whose Hilbert space has the same dimension as the dimension of the Hilbert space of the original system. In this ideal scenario using multiple ancillas — or one ancilla with a larger Hilbert space dimension — is useless. To go beyond this ideal result we take into account the possibility of loosing either the probe or a finite number of ancillas. The input states considered are GHZ and W states with n + 1 qubits (the probe plus n ancillas). We show that for any channel, when the probe is lost then all the information is lost, and the use of ancillas cannot help. For the phase-flip channel the introduction of ancillas never improves the channel QFI and ancillas are useless. For the depolarizing channel the maximal channel QFI can be reached using one ancilla and feeding the extended channel with a Bell state, but if the ancilla is lost then all the advantage is lost. We show that the GHZ states do not help to fight the loss of ancillas: If one ancilla or more are lost all the advantage provided by the use of ancillas is lost. More interestingly, we show that the W states with more than one ancilla are robust against loss. For a given number of lost ancillas, there always exists an initial number of ancillas for which a W state provides a higher QFI than the one obtained without ancillas. Our last project is about Hamiltonian parameter estimation for arbitrary Hamiltonians. It is known that channel extension does not help for unitary channels. Instead we apply the idea of extension to the Hamiltonian itself and not to the channel. This is done by adding to the Hamiltonian an extra term, which is independent of the parameter and which possibly encompasses interactions with an ancilla. We call this technique Hamiltonian extension. We show that for arbitrary Hamiltonians there exists an upper bound to the channel QFI that is in general not saturated. This result is known in the context of non-linear metrology. Here we show explicitly the conditions to saturate the bound. We provide two methods for Hamiltonian extensions, called signal flooding and Hamiltonian subtraction, that allow one to saturate the upper bound for any Hamiltonian. We also introduce a third method which does not saturate the upper bound but provides the possibility to restore the quadratic time scaling in the channel QFI when the original Hamiltonian leads only to a periodic time scaling of the channel QFI. We finally show how these methods work using two different examples. We study the estimation of the strength of a magnetic field using a NV center, and show how using signal flooding we saturate the channel QFI. We also consider the estimation of a direction of a magnetic field using a spin-1. We show how using signal flooding or Hamiltonian subtraction we saturate the channel QFI. We also show how by adding an arbitrary magnetic field we restore the quadratic time scaling in the channel QFI. Eventually we explain how coherent averaging can be scrutinized in the formalism of Hamiltonian extensions

Self-Localization of Ad-Hoc Arrays Using Time Difference of Arrivals

This work was supported by the U.K. Engineering and Physical Sciences Research Council (EPSRC) under Grant EP/K007491/1