Exact Conditional and Unconditional Cram\`er-Rao Bounds for Near Field Localization

This paper considers the Cram\`er-Rao lower Bound (CRB) for the source localization problem in the near field. More specifically, we use the exact expression of the delay parameter for the CRB derivation and show how this exact CRB can be significantly different from the one given in the literature and based on an approximate time delay expression (usually considered in the Fresnel region). This CRB derivation is then generalized by considering the exact expression of the received power profile (i.e., variable gain case) which, to our best knowledge, has been ignored in the literature. Finally, we exploit the CRB expression to introduce the new concept of Near Field Localization (NFL) region for a target localization performance associated to the application at hand. We illustrate the usefulness of the proposed CRB derivation and its developments as well as the NFL region concept through numerical simulations in different scenarios

Gossip Algorithms for Distributed Signal Processing

Gossip algorithms are attractive for in-network processing in sensor networks because they do not require any specialized routing, there is no bottleneck or single point of failure, and they are robust to unreliable wireless network conditions. Recently, there has been a surge of activity in the computer science, control, signal processing, and information theory communities, developing faster and more robust gossip algorithms and deriving theoretical performance guarantees. This article presents an overview of recent work in the area. We describe convergence rate results, which are related to the number of transmitted messages and thus the amount of energy consumed in the network for gossiping. We discuss issues related to gossiping over wireless links, including the effects of quantization and noise, and we illustrate the use of gossip algorithms for canonical signal processing tasks including distributed estimation, source localization, and compression.Comment: Submitted to Proceedings of the IEEE, 29 page

Target localization in passive and active systems : performance bonds

The main goal of this dissertation is to improve the understanding and to develop ways to predict the performance of localization techniques as a function of signal-to-noise ratio (SNR) and of system parameters. To this end, lower bounds on the maximum likelihood estimator (MLE) performance are studied. The Cramer-Rao lower bound (CRLB) for coherent passive localization of a near-field source is derived. It is shown through the Cramer-Rao bound that, the coherent localization systems can provide high accuracies in localization, to the order of carrier frequency of the observed signal. High accuracies come to a price of having a highly multimodal estimation metric which can lead to sidelobes competing with the mainlobe and engendering ambiguity in the selection of the correct peak. The effect of the sidelobes over the estimator performance at different SNR levels is analyzed and predicted with the use of Ziv-Zakai lower bound (ZZB). Through simulations it is shown that ZZB is tight to the MLEs performance over the whole SNR range. Moreover, the ZZB is a convenient tool to assess the coherent localization performance as a function of various system parameters. The ZZB was also used to derive a lower bound on the MSE of estimating the range and the range rate of a target in active systems. From the expression of the derived lower bound it was noted that, the ZZB is determined by SNR and by the ambiguity function (AF). Thus, the ZZB can serve as an alternative to the ambiguity function (AF) as a tool for radar design. Furthermore, the derivation is extended to the problem of estimating target’s location and velocity in a distributed multiple input multiple output (MIMO) radar system. The derived bound is determined by SNR, by the product between the number of transmitting antennas and the number of receiving antennas from the radar system, and by all the ambiguity functions and the cross-ambiguity functions corresponding to all pairs transmitter-target-receiver. Similar to the coherent localization, the ZZB can be applied to study the performance of the estimator as a function of different system parameters. Comparison between the ZZB and the MSE of the MLE obtained through simulations demonstrate that the bound is tight in all SNR regions

Optimizing Techniques and Cramer-Rao Bound for Passive Source Location Estimation

This work is motivated by the problem of locating potential unstable areas in underground potash mines with better accuracy more consistently while introducing minimum extra computational load. It is important for both efficient mine design and safe mining activities, since these unstable areas may experience local, low-intensity earthquakes in the vicinity of an underground mine. The object of this thesis is to present localization algorithms that can deliver the most consistent and accurate estimation results for the application of interest. As the first step towards the goal, three most representative source localization algorithms given in the literature are studied and compared. A one-step energy based grid search (EGS) algorithm is selected to address the needs of the application of interest. The next step is the development of closed-form Cram´er-Rao bound (CRB) expressions. The mathematical derivation presented in this work deals with continuous signals using the Karhunen-Lo`eve (K-L) expansion, which makes the derivation applicable to non-stationary Gaussian noise problems. Explicit closed-form CRB expressions are presented only for stationary Gaussian noise cases using the spectrum representation of the signal and noise though. Using the CRB comparisons, two approaches are proposed to further improve the EGS algorithm. The first approach utilizes the corresponding analytic expression of the error estimation variance (EEV) given in [1] to derive an amplitude weight expression, optimal in terms of minimizing this EEV, for the case of additive Gaussian noise with a common spectrum interpretation across all the sensors. An alternate noniterative amplitude weighting scheme is proposed based on the optimal amplitude weight expression. It achieves the same performance with less calculation compared with the traditional iterative approach. The second approach tries to optimize the EGS algorithm in the frequency domain. An analytic frequency weighted EEV expression is derived using spectrum representation and the stochastic process theory. Based on this EEV expression, an integral equation is established and solved using the calculus of variations technique. The solution corresponds to a filter transfer function that is optimal in the sense that it minimizes this analytic frequency domain EEV. When various parts of the frequency domain EEV expression are ignored during the minimization procedure using Cauchy-Schwarz inequality, several different filter transfer functions result. All of them turn out to be well known classical filters that have been developed in the literature and used to deal with source localization problems. This demonstrates that in terms of minimizing the analytic EEV, they are all suboptimal, not optimal. Monte Carlo simulation is performed and shows that both amplitude and frequency weighting bring obvious improvement over the unweighted EGS estimator

Conservative classical and quantum resolution limits for incoherent imaging

I propose classical and quantum limits to the statistical resolution of two incoherent optical point sources from the perspective of minimax parameter estimation. Unlike earlier results based on the Cram\'er-Rao bound, the limits proposed here, based on the worst-case error criterion and a Bayesian version of the Cram\'er-Rao bound, are valid for any biased or unbiased estimator and obey photon-number scalings that are consistent with the behaviors of actual estimators. These results prove that, from the minimax perspective, the spatial-mode demultiplexing (SPADE) measurement scheme recently proposed by Tsang, Nair, and Lu [Phys. Rev. X 6, 031033 (2016)] remains superior to direct imaging for sufficiently high photon numbers.Comment: 12 pages, 2 figures. v2: focused on imaging, cleaned up the math, added new analytic and numerical results. v3: restructured and submitte

Sparsity-Cognizant Total Least-Squares for Perturbed Compressive Sampling

Solving linear regression problems based on the total least-squares (TLS) criterion has well-documented merits in various applications, where perturbations appear both in the data vector as well as in the regression matrix. However, existing TLS approaches do not account for sparsity possibly present in the unknown vector of regression coefficients. On the other hand, sparsity is the key attribute exploited by modern compressive sampling and variable selection approaches to linear regression, which include noise in the data, but do not account for perturbations in the regression matrix. The present paper fills this gap by formulating and solving TLS optimization problems under sparsity constraints. Near-optimum and reduced-complexity suboptimum sparse (S-) TLS algorithms are developed to address the perturbed compressive sampling (and the related dictionary learning) challenge, when there is a mismatch between the true and adopted bases over which the unknown vector is sparse. The novel S-TLS schemes also allow for perturbations in the regression matrix of the least-absolute selection and shrinkage selection operator (Lasso), and endow TLS approaches with ability to cope with sparse, under-determined "errors-in-variables" models. Interesting generalizations can further exploit prior knowledge on the perturbations to obtain novel weighted and structured S-TLS solvers. Analysis and simulations demonstrate the practical impact of S-TLS in calibrating the mismatch effects of contemporary grid-based approaches to cognitive radio sensing, and robust direction-of-arrival estimation using antenna arrays.Comment: 30 pages, 10 figures, submitted to IEEE Transactions on Signal Processin

A Hybrid Approach to Joint Estimation of Channel and Antenna impedance

This paper considers a hybrid approach to joint estimation of channel information and antenna impedance, for single-input, single-output channels. Based on observation of training sequences via synchronously switched load at the receiver, we derive joint maximum a posteriori and maximum-likelihood (MAP/ML) estimators for channel and impedance over multiple packets. We investigate important properties of these estimators, e.g., bias and efficiency. We also explore the performance of these estimators through numerical examples.Comment: 6 pages, two columns, 6 figures. References update