On The Positive Definiteness of Polarity Coincidence Correlation Coefficient Matrix

Polarity coincidence correlator (PCC), when used to estimate the covariance matrix on an element-by-element basis, may not yield a positive semi-definite (PSD) estimate. Devlin et al. [1], claimed that element-wise PCC is not guaranteed to be PSD in dimensions p>3 for real signals. However, no justification or proof was available on this issue. In this letter, it is proved that for real signals with p<=3 and for complex signals with p<=2, a PSD estimate is guaranteed. Counterexamples are presented for higher dimensions which yield invalid covariance estimates.Comment: IEEE Signal Processing Letters, Volume 15, pp. 73-76, 200

Cramer-Rao bounds for source localization in shallow ocean with generalized Gaussian noise

Localization of underwater acoustic sources is a problem of great interest in the area of ocean acoustics. There exist several algorithms for source localization based on array signal processing.It is of interest to know the theoretical performance limits of these estimators. In this paper we develop expressions for the Cramer-Rao-Bound (CRB) on the variance of direction-of-arrival(DOA) and range-depth estimators of underwater acoustic sources in a shallow range-independent ocean for the case of generalized Gaussian noise. We then study the performance of some of the popular source localization techniques,through simulations, for DOA/range-depth estimation of underwater acoustic sources in shallow ocean by comparing the variance of the estimators with the corresponding CRBs

Near-far resistant CML propagation delay estimation and multi-user detection for asynchronous DS-CDMA systems

Multi-user receivers in asynchronous direct sequence code division multiple access (DS-CDMA) systems require the knowledge of several parameters such as timing delay between users. The goal of this work is to present a near-far resistant joint multi-user synchronization and detection algorithm for DS-CDMA systems. The solution is based on the conditional maximum likelihood (CML) estimation method (classically used in the context of sensor array processing) that leads to a fast convergence algorithm to estimate the time delays among users. At the same time the estimator implements the decorrelating detector, identifying the transmitted symbols for the different users.Peer ReviewedPostprint (published version

Cramer-Rao Bound for Sparse Signals Fitting the Low-Rank Model with Small Number of Parameters

In this paper, we consider signals with a low-rank covariance matrix which reside in a low-dimensional subspace and can be written in terms of a finite (small) number of parameters. Although such signals do not necessarily have a sparse representation in a finite basis, they possess a sparse structure which makes it possible to recover the signal from compressed measurements. We study the statistical performance bound for parameter estimation in the low-rank signal model from compressed measurements. Specifically, we derive the Cramer-Rao bound (CRB) for a generic low-rank model and we show that the number of compressed samples needs to be larger than the number of sources for the existence of an unbiased estimator with finite estimation variance. We further consider the applications to direction-of-arrival (DOA) and spectral estimation which fit into the low-rank signal model. We also investigate the effect of compression on the CRB by considering numerical examples of the DOA estimation scenario, and show how the CRB increases by increasing the compression or equivalently reducing the number of compressed samples.Comment: 14 pages, 1 figure, Submitted to IEEE Signal Processing Letters on December 201

Finite sample performance of linear least squares estimators under sub-Gaussian martingale difference noise

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required. Surprisingly, bounding the probability of large errors with finitely many samples has been left open, especially when dealing with correlated noise with unknown covariance. In this paper we analyze the finite sample performance of the linear least squares estimator under sub-Gaussian martingale difference noise. In order to analyze this important question we used concentration of measure bounds. When applying these bounds we obtained tight bounds on the tail of the estimator's distribution. We show the fast exponential convergence of the number of samples required to ensure a given accuracy with high probability. We provide probability tail bounds on the estimation error's norm. Our analysis method is simple and uses simple $L_{\infty}$ type bounds on the estimation error. The tightness of the bounds is tested through simulation. The proposed bounds make it possible to predict the number of samples required for least squares estimation even when least squares is sub-optimal and used for computational simplicity. The finite sample analysis of least squares models with this general noise model is novel