196,011 research outputs found
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
Overviews of Optimization Techniques for Geometric Estimation
We summarize techniques for optimal geometric estimation from noisy observations for computer
vision applications. We first discuss the interpretation of optimality and point out that geometric
estimation is different from the standard statistical estimation. We also describe our noise
modeling and a theoretical accuracy limit called the KCR lower bound. Then, we formulate estimation
techniques based on minimization of a given cost function: least squares (LS), maximum
likelihood (ML), which includes reprojection error minimization as a special case, and Sampson
error minimization. We describe bundle adjustment and the FNS scheme for numerically solving
them and the hyperaccurate correction that improves the accuracy of ML. Next, we formulate
estimation techniques not based on minimization of any cost function: iterative reweight, renormalization,
and hyper-renormalization. Finally, we show numerical examples to demonstrate that
hyper-renormalization has higher accuracy than ML, which has widely been regarded as the most
accurate method of all. We conclude that hyper-renormalization is robust to noise and currently is
the best method
The Consistency of Partial Observability for PDEs
In this paper, a new definition of observability is introduced for PDEs. It
is a quantitative measure of partial observability. The quantity is proved to
be consistent if approximated using well posed approximation schemes. A first
order approximation of an unobservability index using empirical gramian is
introduced. For linear systems with full state observability, the empirical
gramian is equivalent to the observability gramian in control theory. The
consistency of the defined observability is exemplified using a Burgers'
equation.Comment: 28 pages, 3 figure
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