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

Limits on Fundamental Limits to Computation

An indispensable part of our lives, computing has also become essential to industries and governments. Steady improvements in computer hardware have been supported by periodic doubling of transistor densities in integrated circuits over the last fifty years. Such Moore scaling now requires increasingly heroic efforts, stimulating research in alternative hardware and stirring controversy. To help evaluate emerging technologies and enrich our understanding of integrated-circuit scaling, we review fundamental limits to computation: in manufacturing, energy, physical space, design and verification effort, and algorithms. To outline what is achievable in principle and in practice, we recall how some limits were circumvented, compare loose and tight limits. We also point out that engineering difficulties encountered by emerging technologies may indicate yet-unknown limits.Comment: 15 pages, 4 figures, 1 tabl

Dead Time Compensation for High-Flux Ranging

Dead time effects have been considered a major limitation for fast data acquisition in various time-correlated single photon counting applications, since a commonly adopted approach for dead time mitigation is to operate in the low-flux regime where dead time effects can be ignored. Through the application of lidar ranging, this work explores the empirical distribution of detection times in the presence of dead time and demonstrates that an accurate statistical model can result in reduced ranging error with shorter data acquisition time when operating in the high-flux regime. Specifically, we show that the empirical distribution of detection times converges to the stationary distribution of a Markov chain. Depth estimation can then be performed by passing the empirical distribution through a filter matched to the stationary distribution. Moreover, based on the Markov chain model, we formulate the recovery of arrival distribution from detection distribution as a nonlinear inverse problem and solve it via provably convergent mathematical optimization. By comparing per-detection Fisher information for depth estimation from high- and low-flux detection time distributions, we provide an analytical basis for possible improvement of ranging performance resulting from the presence of dead time. Finally, we demonstrate the effectiveness of our formulation and algorithm via simulations of lidar ranging.Comment: Revision with added estimation results, references, and figures, and modified appendice

Design and theoretical analysis of advanced power based positioning in RF system

Accurate locating and tracking of people and resources has become a fundamental requirement for many applications. The global navigation satellite systems (GNSS) is widely used. But its accuracy suffers from signal obstruction by buildings, multipath fading, and disruption due to jamming and spoof. Hence, it is required to supplement GPS with inertial sensors and indoor localization schemes that make use of WiFi APs or beacon nodes. In the GPS-challenging or fault scenario, radio-frequency (RF) infrastructure based localization schemes can be a fallback solution for robust navigation. For the indoor/outdoor transition scenario, we propose hypothesis test based fusion method to integrate multi-modal localization sensors. In the first paper, a ubiquitous tracking using motion and location sensor (UTMLS) is proposed. As a fallback approach, power-based schemes are cost-effective when compared with the existing ToA or AoA schemes. However, traditional power-based positioning methods suffer from low accuracy and are vulnerable to environmental fading. Also, the expected accuracy of power-based localization is not well understood but is needed to derive the hypothesis test for the fusion scheme. Hence, in paper 2-5, we focus on developing more accurate power-based localization schemes. The second paper improves the power-based range estimation accuracy by estimating the LoS component. The ranging error model in fading channel is derived. The third paper introduces the LoS-based positioning method with corresponding theoretical limits and error models. In the fourth and fifth paper, a novel antenna radiation-pattern-aware power-based positioning (ARPAP) system and power contour circle fitting (PCCF) algorithm are proposed to address antenna directivity effect on power-based localization. Overall, a complete LoS signal power based positioning system has been developed that can be included in the fusion scheme --Abstract, page iv