R-dimensional ESPRIT-type algorithms for strictly second-order non-circular sources and their performance analysis

High-resolution parameter estimation algorithms designed to exploit the prior knowledge about incident signals from strictly second-order (SO) non-circular (NC) sources allow for a lower estimation error and can resolve twice as many sources. In this paper, we derive the R-D NC Standard ESPRIT and the R-D NC Unitary ESPRIT algorithms that provide a significantly better performance compared to their original versions for arbitrary source signals. They are applicable to shift-invariant R-D antenna arrays and do not require a centrosymmetric array structure. Moreover, we present a first-order asymptotic performance analysis of the proposed algorithms, which is based on the error in the signal subspace estimate arising from the noise perturbation. The derived expressions for the resulting parameter estimation error are explicit in the noise realizations and asymptotic in the effective signal-to-noise ratio (SNR), i.e., the results become exact for either high SNRs or a large sample size. We also provide mean squared error (MSE) expressions, where only the assumptions of a zero mean and finite SO moments of the noise are required, but no assumptions about its statistics are necessary. As a main result, we analytically prove that the asymptotic performance of both R-D NC ESPRIT-type algorithms is identical in the high effective SNR regime. Finally, a case study shows that no improvement from strictly non-circular sources can be achieved in the special case of a single source.Comment: accepted at IEEE Transactions on Signal Processing, 15 pages, 6 figure

The dynamics of matrix momentum

We analyse the matrix momentum algorithm, which provides an efficient approximation to on-line Newton's method, by extending a recent statistical mechanics framework to include second order algorithms. We study the efficacy of this method when the Hessian is available and also consider a practical implementation which uses a single example estimate of the Hessian. The method is shown to provide excellent asymptotic performance, although the single example implementation is sensitive to the choice of training parameters. We conjecture that matrix momentum could provide efficient matrix inversion for other second order algorithms

Incremental Cycle Detection, Topological Ordering, and Strong Component Maintenance

We present two on-line algorithms for maintaining a topological order of a directed $n$-vertex acyclic graph as arcs are added, and detecting a cycle when one is created. Our first algorithm handles $m$ arc additions in $O(m^{3/2})$ time. For sparse graphs ($m/n = O(1)$), this bound improves the best previous bound by a logarithmic factor, and is tight to within a constant factor among algorithms satisfying a natural {\em locality} property. Our second algorithm handles an arbitrary sequence of arc additions in $O(n^{5/2})$ time. For sufficiently dense graphs, this bound improves the best previous bound by a polynomial factor. Our bound may be far from tight: we show that the algorithm can take $\Omega(n^2 2^{\sqrt{2\lg n}})$ time by relating its performance to a generalization of the $k$-levels problem of combinatorial geometry. A completely different algorithm running in $\Theta(n^2 \log n)$ time was given recently by Bender, Fineman, and Gilbert. We extend both of our algorithms to the maintenance of strong components, without affecting the asymptotic time bounds.Comment: 31 page

Complex amplitudes tracking loop for multi-path channel estimation in OFDM systems: Synthesis and extension

version corrigée (4 corrections en rouge dans les formules par rapport à la publication de la conférence)International audienceThis study deals with pilot-aided multi-path channel estimation for orthogonal frequency division multiplexing (OFDM) systems under slow to moderate fading conditions. Some algorithms exploit the channel time-domain correlation by using Kalman filters (KFs) to track the channel multi-path complex amplitudes (CAs), assuming a primary acquisition of the delays. Recently, it was shown that less complex algorithms, based on a second-order Complex Amplitude Tracking Loop (CATL) structure and a Least-Square (LS) pilot-aided error signal, can also reach near optimal asymptotic mean-squared error (MSE) performance. The LS-CATL-based algorithms are inspired by digital Phase-Locked Loops (PLL), as well as by the "prediction-correction" principle of the KF (in steady-state mode). This paper sums up and extends our previous results for the tuning and steady-state performance of the LS-CATL algorithm: analytic formulae are given for the first-, second-, and third-order loops, usable here for the multi-path multi-carrier scenario, and adaptable to any Doppler spectrum model of wide-sense stationary channels

Self-Adaptive Stochastic Rayleigh Flat Fading Channel Estimation

International audienceThis paper deals with channel estimation over flat fading Rayleigh channel with Jakes' Doppler Spectrum. Many estimation algorithms exploit the time-domain correlation of the channel by employing a Kalman filter based on a first-order (or sometimes second-order) approximation of the time-varying channel with a criterion based on correlation matching (CM), or on the Minimization of Asymptotic Variance (MAV). In this paper, we first consider a reduced complexity approach based on Least Mean Square (LMS) algorithm, for which we provide closed-form expressions of the optimal step-size coefficient versus the channel state statistic (additive noise power and Doppler frequency) and of corresponding asymptotic mean-squared-error (MSE). However, the optimal tuning of the step-size coefficient requires knowledge of the channel's statistic. This knowledge was also a requirement for the aforementioned Kalman-based methods. As a second contribution, we propose a self-adaptive estimation method based on a stochastic gradient which does not need a priori knowledge. We show that the asymptotic MSE of the self-adaptive algorithm is almost the same as the first order Kalman filter optimized with the MAV criterion and is better than the latter optimized with the conventional CM criterion. We finally improve the speed and reactivity of the algorithm by computing an adaptive speed process leading to a fast algorithm with very good asymptotic performance

Robustness of subspace-based algorithms with respect to the distribution of the noise: application to DOA estimation

International audienceThis paper addresses the theoretical analysis of the robustness of subspace-based algorithms with respect to non-Gaussian noise distributions using perturbation expansions. Its purpose is twofold. It aims, first, to derive the asymptotic distribution of the estimated projector matrix obtained from the sample covariance matrix (SCM) for arbitrary distributions of the useful signal and the noise. It proves that this distribution depends only of the second-order statistics of the useful signal, but also on the second and fourth-order statistics of the noise. Second, it derives the asymptotic distribution of the estimated projector matrix obtained from any M-estimate of the covariance matrix for both real (RES) and complex elliptical symmetric (CES) distributed observations. Applied to the MUSIC algorithm for direction-of-arrival (DOA) estimation, these theoretical results allow us to theoretically evaluate the performance loss of this algorithm for heavy-tailed noise distributions when it is based on the SCM, which is significant for weak signal-to-noise ratio (SNR) or closely spaced sources. These results also make it possible to prove that this performance loss can be alleviated by replacing the SCM by an M-estimate of the covariance for CES distributed observations, which has been observed until now only by numerical experiments