1,293 research outputs found
Multipath Parameter Estimation from OFDM Signals in Mobile Channels
We study multipath parameter estimation from orthogonal frequency division
multiplex signals transmitted over doubly dispersive mobile radio channels. We
are interested in cases where the transmission is long enough to suffer time
selectivity, but short enough such that the time variation can be accurately
modeled as depending only on per-tap linear phase variations due to Doppler
effects. We therefore concentrate on the estimation of the complex gain, delay
and Doppler offset of each tap of the multipath channel impulse response. We
show that the frequency domain channel coefficients for an entire packet can be
expressed as the superimposition of two-dimensional complex sinusoids. The
maximum likelihood estimate requires solution of a multidimensional non-linear
least squares problem, which is computationally infeasible in practice. We
therefore propose a low complexity suboptimal solution based on iterative
successive and parallel cancellation. First, initial delay/Doppler estimates
are obtained via successive cancellation. These estimates are then refined
using an iterative parallel cancellation procedure. We demonstrate via Monte
Carlo simulations that the root mean squared error statistics of our estimator
are very close to the Cramer-Rao lower bound of a single two-dimensional
sinusoid in Gaussian noise.Comment: Submitted to IEEE Transactions on Wireless Communications (26 pages,
9 figures and 3 tables
The Theory and Practice of Estimating the Accuracy of Dynamic Flight-Determined Coefficients
Means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data are discussed. The most commonly used analytical predictors of accuracy are derived and compared from both statistical and simplified geometrics standpoints. The accuracy predictions are evaluated with real and simulated data, with an emphasis on practical considerations, such as modeling error. Improved computations of the Cramer-Rao bound to correct large discrepancies due to colored noise and modeling error are presented. The corrected Cramer-Rao bound is shown to be the best available analytical predictor of accuracy, and several practical examples of the use of the Cramer-Rao bound are given. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation
Asymptotic statistical properties of AR spectral estimators for processes with mixed spectra
Copyright © 2002 IEEEThe influence of a point spectrum on large sample statistics of the autoregressive (AR) spectral estimator is addressed. In particular, the asymptotic distributions of the AR coefficients, the innovations variance, and the spectral density estimator of a finite-order AR(p) model to a mixed spectrum process are presented. Various asymptotic results regarding AR modeling of a regular process with a continuous spectrum are arrived at as special cases of the results for the mixed spectrum setting. Finally, numerical simulations are performed to verify the analytical resultsSoon-Sen Lau, P. J. Sherman and L. B. Whit
CS Decomposition Based Bayesian Subspace Estimation
In numerous applications, it is required to estimate the principal subspace of the data, possibly from a very limited number of samples. Additionally, it often occurs that some rough knowledge about this subspace is available and could be used to improve subspace estimation accuracy in this case. This is the problem we address herein and, in order to solve it, a Bayesian approach is proposed. The main idea consists of using the CS decomposition of the semi-orthogonal matrix whose columns span the subspace of interest. This parametrization is intuitively appealing and allows for non informative prior distributions of the matrices involved in the CS decomposition and very mild assumptions about the angles between the actual subspace and the prior subspace. The posterior distributions are derived and a Gibbs sampling scheme is presented to obtain the minimum mean-square distance estimator of the subspace of interest. Numerical simulations and an application to real hyperspectral data assess the validity and the performances of the estimator
Cramer-Rao bound and optimal amplitude estimator of superimposed sinusoidal signals with unknown frequencies
This dissertation addresses optimally estimating the amplitudes of superimposed sinusoidal signals with unknown frequencies. The Cramer-Rao Bound of estimating the amplitudes in white Gaussian noise is given, and the maximum likelihood estimator of the amplitudes in this case is shown to be asymptotically efficient at high signal to noise ratio but finite sample size. Applying the theoretical results to signal resolutions, it is shown that the optimal resolution of multiple signals using a finite sample is given by the maximum likelihood estimator of the amplitudes of signals
Global testing against sparse alternatives in time-frequency analysis
In this paper, an over-sampled periodogram higher criticism (OPHC) test is
proposed for the global detection of sparse periodic effects in a
complex-valued time series. An explicit minimax detection boundary is
established between the rareness and weakness of the complex sinusoids hidden
in the series. The OPHC test is shown to be asymptotically powerful in the
detectable region. Numerical simulations illustrate and verify the
effectiveness of the proposed test. Furthermore, the periodogram over-sampled
by is proven universally optimal in global testing for
periodicities under a mild minimum separation condition.Comment: Published at http://dx.doi.org/10.1214/15-AOS1412 in the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
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