Deterministic Cramer-Rao bound for strictly non-circular sources and analytical analysis of the achievable gains

Recently, several high-resolution parameter estimation algorithms have been developed to exploit the structure of strictly second-order (SO) non-circular (NC) signals. They achieve a higher estimation accuracy and can resolve up to twice as many signal sources compared to the traditional methods for arbitrary signals. In this paper, as a benchmark for these NC methods, we derive the closed-form deterministic R-D NC Cramer-Rao bound (NC CRB) for the multi-dimensional parameter estimation of strictly non-circular (rectilinear) signal sources. Assuming a separable centro-symmetric R-D array, we show that in some special cases, the deterministic R-D NC CRB reduces to the existing deterministic R-D CRB for arbitrary signals. This suggests that no gain from strictly non-circular sources (NC gain) can be achieved in these cases. For more general scenarios, finding an analytical expression of the NC gain for an arbitrary number of sources is very challenging. Thus, in this paper, we simplify the derived NC CRB and the existing CRB for the special case of two closely-spaced strictly non-circular sources captured by a uniform linear array (ULA). Subsequently, we use these simplified CRB expressions to analytically compute the maximum achievable asymptotic NC gain for the considered two source case. The resulting expression only depends on the various physical parameters and we find the conditions that provide the largest NC gain for two sources. Our analysis is supported by extensive simulation results.Comment: submitted to IEEE Transactions on Signal Processing, 13 pages, 4 figure

Partial Relaxation Approach: An Eigenvalue-Based DOA Estimator Framework

In this paper, the partial relaxation approach is introduced and applied to DOA estimation using spectral search. Unlike existing methods like Capon or MUSIC which can be considered as single source approximations of multi-source estimation criteria, the proposed approach accounts for the existence of multiple sources. At each considered direction, the manifold structure of the remaining interfering signals impinging on the sensor array is relaxed, which results in closed form estimates for the interference parameters. The conventional multidimensional optimization problem reduces, thanks to this relaxation, to a simple spectral search. Following this principle, we propose estimators based on the Deterministic Maximum Likelihood, Weighted Subspace Fitting and covariance fitting methods. To calculate the pseudo-spectra efficiently, an iterative rooting scheme based on the rational function approximation is applied to the partial relaxation methods. Simulation results show that the performance of the proposed estimators is superior to the conventional methods especially in the case of low Signal-to-Noise-Ratio and low number of snapshots, irrespectively of any specific structure of the sensor array while maintaining a comparable computational cost as MUSIC.Comment: This work has been submitted to IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Determining the Quantum Expectation Value by Measuring a Single Photon

Quantum mechanics, one of the keystones of modern physics, exhibits several peculiar properties, differentiating it from classical mechanics. One of the most intriguing is that variables might not have definite values. A complete quantum description provides only probabilities for obtaining various eigenvalues of a quantum variable. These and corresponding probabilities specify the expectation value of a physical observable, which is known to be a statistical property of an ensemble of quantum systems. In contrast to this paradigm, we demonstrate a unique method allowing to measure the expectation value of a physical variable on a single particle, namely, the polarisation of a single protected photon. This is the first realisation of quantum protective measurements.Comment: Nature Physics, in press (this version corresponds to the one initially submitted to Nature Physics

Performance Bounds for Parameter Estimation under Misspecified Models: Fundamental findings and applications

Inferring information from a set of acquired data is the main objective of any signal processing (SP) method. In particular, the common problem of estimating the value of a vector of parameters from a set of noisy measurements is at the core of a plethora of scientific and technological advances in the last decades; for example, wireless communications, radar and sonar, biomedicine, image processing, and seismology, just to name a few. Developing an estimation algorithm often begins by assuming a statistical model for the measured data, i.e. a probability density function (pdf) which if correct, fully characterizes the behaviour of the collected data/measurements. Experience with real data, however, often exposes the limitations of any assumed data model since modelling errors at some level are always present. Consequently, the true data model and the model assumed to derive the estimation algorithm could differ. When this happens, the model is said to be mismatched or misspecified. Therefore, understanding the possible performance loss or regret that an estimation algorithm could experience under model misspecification is of crucial importance for any SP practitioner. Further, understanding the limits on the performance of any estimator subject to model misspecification is of practical interest. Motivated by the widespread and practical need to assess the performance of a mismatched estimator, the goal of this paper is to help to bring attention to the main theoretical findings on estimation theory, and in particular on lower bounds under model misspecification, that have been published in the statistical and econometrical literature in the last fifty years. Secondly, some applications are discussed to illustrate the broad range of areas and problems to which this framework extends, and consequently the numerous opportunities available for SP researchers.Comment: To appear in the IEEE Signal Processing Magazin

Non-data-aided frequency offset and symbol timing estimation for binary CPM: performance bounds

The use of (spectrally efficient) CPM modulations may lead to a serious performance degradation of the classical non-data-aided (NDA) frequency and timing estimators due to the presence of self noise. The actual performance of these estimators is usually much worse than that predicted by the classical modified Cramer-Rao bound. We apply some well known results in the field of signal processing to these two important problems of synchronization. In particular we propose and explain the meaning of the unconditional CRB in the synchronization task. Simulation results for MSK and GMSK, along with the performance of some classical and previously proposed synchronizers, show that the proposed bound (along with the MCRB) is useful for a better prediction of the ultimate performance of the NDA estimators.Peer ReviewedPostprint (published version