Adaptive Quantizers for Estimation

In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to be estimated are considered: constant, Wiener process and Wiener process with deterministic drift. After showing that the algorithm is asymptotically unbiased for estimating a constant, it is shown, in the three cases, that the asymptotic mean squared error depends on the Fisher information for the quantized measurements. It is also shown that the loss of performance due to quantization depends approximately on the ratio of the Fisher information for quantized and continuous measurements. At the end of the paper the theoretical results are validated through simulation under two different classes of noise, generalized Gaussian noise and Student's-t noise

On optimal quantization rules for some problems in sequential decentralized detection

We consider the design of systems for sequential decentralized detection, a problem that entails several interdependent choices: the choice of a stopping rule (specifying the sample size), a global decision function (a choice between two competing hypotheses), and a set of quantization rules (the local decisions on the basis of which the global decision is made). This paper addresses an open problem of whether in the Bayesian formulation of sequential decentralized detection, optimal local decision functions can be found within the class of stationary rules. We develop an asymptotic approximation to the optimal cost of stationary quantization rules and exploit this approximation to show that stationary quantizers are not optimal in a broad class of settings. We also consider the class of blockwise stationary quantizers, and show that asymptotically optimal quantizers are likelihood-based threshold rules.Comment: Published as IEEE Transactions on Information Theory, Vol. 54(7), 3285-3295, 200

Optimal Quantization for Compressive Sensing under Message Passing Reconstruction

We consider the optimal quantization of compressive sensing measurements following the work on generalization of relaxed belief propagation (BP) for arbitrary measurement channels. Relaxed BP is an iterative reconstruction scheme inspired by message passing algorithms on bipartite graphs. Its asymptotic error performance can be accurately predicted and tracked through the state evolution formalism. We utilize these results to design mean-square optimal scalar quantizers for relaxed BP signal reconstruction and empirically demonstrate the superior error performance of the resulting quantizers.Comment: 5 pages, 3 figures, submitted to IEEE International Symposium on Information Theory (ISIT) 2011; minor corrections in v

Bayes-Optimal Joint Channel-and-Data Estimation for Massive MIMO with Low-Precision ADCs

This paper considers a multiple-input multiple-output (MIMO) receiver with very low-precision analog-to-digital convertors (ADCs) with the goal of developing massive MIMO antenna systems that require minimal cost and power. Previous studies demonstrated that the training duration should be {\em relatively long} to obtain acceptable channel state information. To address this requirement, we adopt a joint channel-and-data (JCD) estimation method based on Bayes-optimal inference. This method yields minimal mean square errors with respect to the channels and payload data. We develop a Bayes-optimal JCD estimator using a recent technique based on approximate message passing. We then present an analytical framework to study the theoretical performance of the estimator in the large-system limit. Simulation results confirm our analytical results, which allow the efficient evaluation of the performance of quantized massive MIMO systems and provide insights into effective system design.Comment: accepted in IEEE Transactions on Signal Processin