CRLB under K-distributed observation with parameterized mean

International audienceA semi closed-form expression of the Fisher information matrix in the context of K-distributed observations with parameterized mean is given and related to the classical, i.e. Gaussian case. This connection is done via a simple multiplicative factor, which only depends on the intrinsic parameters of the texture and the size of the observation vector. Finally, numerical simulation is provided to corroborate the theoretical analysi

Effects of Spatial Randomness on Locating a Point Source with Distributed Sensors

Most studies that consider the problem of estimating the location of a point source in wireless sensor networks assume that the source location is estimated by a set of spatially distributed sensors, whose locations are fixed. Motivated by the fact that the observation quality and performance of the localization algorithm depend on the location of the sensors, which could be randomly distributed, this paper investigates the performance of a recently proposed energy-based source-localization algorithm under the assumption that the sensors are positioned according to a uniform clustering process. Practical considerations such as the existence and size of the exclusion zones around each sensor and the source will be studied. By introducing a novel performance measure called the estimation outage, it will be shown how parameters related to the network geometry such as the distance between the source and the closest sensor to it as well as the number of sensors within a region surrounding the source affect the localization performance.Comment: 7 Pages, 5 Figures, To appear at the 2014 IEEE International Conference on Communications (ICC'14) Workshop on Advances in Network Localization and Navigation (ANLN), Invited Pape

New expression for the functional transformation of the vector Cramér-Rao lower bound

Assume that it is desired to estimate α = f(θ), where f(·) is an r-dimensional function. This paper derives the general expression for the functional transformation of the vector Cramér-Rao lower bound (CRLB). The derived bound is a tight lower bound on the estimation of uncoupled parameters, i.e., parameters that can be estimated separately. Unlike previous results in the literature, this new expression is not dependent on the inverse of the Fisher's information matrix (FIM) of the untransformed parameters, θ. Thus, it can be applied to scenarios where the FIM for θ is ill-conditioned or singular. Finally, as an application, the derived transformation is applied to determine the exact CRLB for estimation of channel parameters in amplify-and-forward relaying networks.This research was supported under Australian Research Council’s Discovery Projects funding scheme (project number DP110102548)

Downlink Performance of Superimposed Pilots in Massive MIMO systems

In this paper, we investigate the downlink throughput performance of a massive multiple-input multiple-output (MIMO) system that employs superimposed pilots for channel estimation. The component of downlink (DL) interference that results from transmitting data alongside pilots in the uplink (UL) is shown to decrease at a rate proportional to the square root of the number of antennas at the BS. The normalized mean-squared error (NMSE) of the channel estimate is compared with the Bayesian Cram\'{e}r-Rao lower bound that is derived for the system, and the former is also shown to diminish with increasing number of antennas at the base station (BS). Furthermore, we show that staggered pilots are a particular case of superimposed pilots and offer the downlink throughput of superimposed pilots while retaining the UL spectral and energy efficiency of regular pilots. We also extend the framework for designing a hybrid system, consisting of users that transmit either regular or superimposed pilots, to minimize both the UL and DL interference. The improved NMSE and DL rates of the channel estimator based on superimposed pilots are demonstrated by means of simulations.Comment: 28 single-column pages, 6 figures, 1 table, Submitted to IEEE Trans. Wireless Commun. in Aug 2017. Revised Submission in Feb. 201

Target Localization Accuracy Gain in MIMO Radar Based Systems

This paper presents an analysis of target localization accuracy, attainable by the use of MIMO (Multiple-Input Multiple-Output) radar systems, configured with multiple transmit and receive sensors, widely distributed over a given area. The Cramer-Rao lower bound (CRLB) for target localization accuracy is developed for both coherent and non-coherent processing. Coherent processing requires a common phase reference for all transmit and receive sensors. The CRLB is shown to be inversely proportional to the signal effective bandwidth in the non-coherent case, but is approximately inversely proportional to the carrier frequency in the coherent case. We further prove that optimization over the sensors' positions lowers the CRLB by a factor equal to the product of the number of transmitting and receiving sensors. The best linear unbiased estimator (BLUE) is derived for the MIMO target localization problem. The BLUE's utility is in providing a closed form localization estimate that facilitates the analysis of the relations between sensors locations, target location, and localization accuracy. Geometric dilution of precision (GDOP) contours are used to map the relative performance accuracy for a given layout of radars over a given geographic area.Comment: 36 pages, 5 figures, submitted to IEEE Transaction on Information Theor

Variational Bayesian Inference of Line Spectra

In this paper, we address the fundamental problem of line spectral estimation in a Bayesian framework. We target model order and parameter estimation via variational inference in a probabilistic model in which the frequencies are continuous-valued, i.e., not restricted to a grid; and the coefficients are governed by a Bernoulli-Gaussian prior model turning model order selection into binary sequence detection. Unlike earlier works which retain only point estimates of the frequencies, we undertake a more complete Bayesian treatment by estimating the posterior probability density functions (pdfs) of the frequencies and computing expectations over them. Thus, we additionally capture and operate with the uncertainty of the frequency estimates. Aiming to maximize the model evidence, variational optimization provides analytic approximations of the posterior pdfs and also gives estimates of the additional parameters. We propose an accurate representation of the pdfs of the frequencies by mixtures of von Mises pdfs, which yields closed-form expectations. We define the algorithm VALSE in which the estimates of the pdfs and parameters are iteratively updated. VALSE is a gridless, convergent method, does not require parameter tuning, can easily include prior knowledge about the frequencies and provides approximate posterior pdfs based on which the uncertainty in line spectral estimation can be quantified. Simulation results show that accounting for the uncertainty of frequency estimates, rather than computing just point estimates, significantly improves the performance. The performance of VALSE is superior to that of state-of-the-art methods and closely approaches the Cram\'er-Rao bound computed for the true model order.Comment: 15 pages, 8 figures, accepted for publication in IEEE Transactions on Signal Processin