Compressive and Noncompressive Power Spectral Density Estimation from Periodic Nonuniform Samples

This paper presents a novel power spectral density estimation technique for band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The technique employs multi-coset sampling and incorporates the advantages of compressed sensing (CS) when the power spectrum is sparse, but applies to sparse and nonsparse power spectra alike. The estimates are consistent piecewise constant approximations whose resolutions (width of the piecewise constant segments) are controlled by the periodicity of the multi-coset sampling. We show that compressive estimates exhibit better tradeoffs among the estimator's resolution, system complexity, and average sampling rate compared to their noncompressive counterparts. For suitable sampling patterns, noncompressive estimates are obtained as least squares solutions. Because of the non-negativity of power spectra, compressive estimates can be computed by seeking non-negative least squares solutions (provided appropriate sampling patterns exist) instead of using standard CS recovery algorithms. This flexibility suggests a reduction in computational overhead for systems estimating both sparse and nonsparse power spectra because one algorithm can be used to compute both compressive and noncompressive estimates.Comment: 26 pages, single spaced, 9 figure

Adaptive Graph Signal Processing: Algorithms and Optimal Sampling Strategies

The goal of this paper is to propose novel strategies for adaptive learning of signals defined over graphs, which are observed over a (randomly time-varying) subset of vertices. We recast two classical adaptive algorithms in the graph signal processing framework, namely, the least mean squares (LMS) and the recursive least squares (RLS) adaptive estimation strategies. For both methods, a detailed mean-square analysis illustrates the effect of random sampling on the adaptive reconstruction capability and the steady-state performance. Then, several probabilistic sampling strategies are proposed to design the sampling probability at each node in the graph, with the aim of optimizing the tradeoff between steady-state performance, graph sampling rate, and convergence rate of the adaptive algorithms. Finally, a distributed RLS strategy is derived and is shown to be convergent to its centralized counterpart. Numerical simulations carried out over both synthetic and real data illustrate the good performance of the proposed sampling and reconstruction strategies for (possibly distributed) adaptive learning of signals defined over graphs.Comment: Submitted to IEEE Transactions on Signal Processing, September 201

Evaluating Maximum Likelihood Estimation Methods to Determine the Hurst Coefficient

A maximum likelihood estimation method implemented in S-PLUS (S-MLE) to estimate the Hurst coefficient (H) is evaluated. The Hurst coefficient, with 0.5\u3cHS-MLE was developed to estimate H for fractionally differenced (fd) processes. However, in practice it is difficult to distinguish between fd processes and fractional Gaussian noise (fGn) processes. Thus, the method is evaluated for estimating H for both fd and fGn processes. S-MLE gave biased results of H for fGn processes of any length and for fd processes of lengths less than 210. A modified method is proposed to correct for this bias. It gives reliable estimates of H for both fd and fGn processes of length greater than or equal to 211

A Statistical Inference Method for Interpreting the CLASP Observations

On 3rd September 2015, the Chromospheric Lyman-Alpha SpectroPolarimeter (CLASP) successfully measured the linear polarization produced by scattering processes in the hydrogen Lyman-$\alpha$ line of the solar disk radiation, revealing conspicuous spatial variations in the $Q/I$ and $U/I$ signals. Via the Hanle effect the line-center $Q/I$ and $U/I$ amplitudes encode information on the magnetic field of the chromosphere-corona transition region (TR), but they are also sensitive to the three-dimensional structure of this corrugated interface region. With the help of a simple line formation model, here we propose a statistical inference method for interpreting the Lyman-$\alpha$ line-center polarization observed by CLASP.Comment: Accepted for publication in The Astrophysical Journa

Narrow-Angle Astrometry with the Space Interferometry Mission: The Search for Extra-Solar Planets. II. Detection and Characterization of Planetary Systems

(Abridged) The probability of detecting additional companions is essentially unchanged with respect to the single-planet configurations, but after fitting and subtraction of orbits with astrometric signal-to-noise ratio $\alpha/\sigma_d\to 1$ the false detection rates can be enhanced by up to a factor 2; the periodogram approach results in robust multiple-planet detection for systems with periods shorter than the SIM mission length, even at low values of $\alpha/\sigma_d$, while the least squares technique combined with Fourier series expansions is arguably preferable in the long-period regime. The accuracy on multiple-planet orbit reconstruction and mass determination suffers a typical degradation of 30-40% with respect to single-planet solutions; mass and orbital inclination can be measured to better than 10% for periods as short as 0.1 yr, and for $\alpha/\sigma_d$ as low as $\sim 5$, while $\alpha/\sigma_d\simeq 100$ is required in order to measure with similar accuracy systems harboring objects with periods as long as three times the mission duration. For systems with all components producing $\alpha/\sigma_d\simeq 10$ or greater, quasi-coplanarity can be reliably established with uncertainties of a few degrees, for periods in the range $0.1\leq T\leq 15$ yr; in systems where at least one component has $\alpha/\sigma_d\to 1$, coplanarity measurements are compromised, with typical uncertainties on the mutual inclinations of order of $30^\circ-40^\circ$. Our findings are illustrative of the importance of the contribution SIM will make to the fields of formation and evolution of planetary systems.Comment: 61 pages, 14 figures, 5 tables, to appear in the September 2003 Issue of the Publications of the Astronomical Society of the Pacifi