Cram\'er-Rao Bounds for Polynomial Signal Estimation using Sensors with AR(1) Drift

We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively studied in the literature, the loss of estimation performance due to systematic errors like drift have rarely been looked into. In this paper, we derive closed-form Fisher Information matrix and subsequently Cram\'er-Rao bounds (upto reasonable approximation) for the estimation accuracy of drift-corrupted signals. We assume a polynomial time-series as the representative signal and an autoregressive process model for the drift. When the Markov parameter for drift \rho<1, we show that the first-order effect of drift is asymptotically equivalent to scaling the measurement noise by an appropriate factor. For \rho=1, i.e., when the drift is non-stationary, we show that the constant part of a signal can only be estimated inconsistently (non-zero asymptotic variance). Practical usage of the results are demonstrated through the analysis of 1) networks with multiple sensors and 2) bandwidth limited networks communicating only quantized observations.Comment: 14 pages, 6 figures, This paper will appear in the Oct/Nov 2012 issue of IEEE Transactions on Signal Processin

Multireference Alignment using Semidefinite Programming

The multireference alignment problem consists of estimating a signal from multiple noisy shifted observations. Inspired by existing Unique-Games approximation algorithms, we provide a semidefinite program (SDP) based relaxation which approximates the maximum likelihood estimator (MLE) for the multireference alignment problem. Although we show that the MLE problem is Unique-Games hard to approximate within any constant, we observe that our poly-time approximation algorithm for the MLE appears to perform quite well in typical instances, outperforming existing methods. In an attempt to explain this behavior we provide stability guarantees for our SDP under a random noise model on the observations. This case is more challenging to analyze than traditional semi-random instances of Unique-Games: the noise model is on vertices of a graph and translates into dependent noise on the edges. Interestingly, we show that if certain positivity constraints in the SDP are dropped, its solution becomes equivalent to performing phase correlation, a popular method used for pairwise alignment in imaging applications. Finally, we show how symmetry reduction techniques from matrix representation theory can simplify the analysis and computation of the SDP, greatly decreasing its computational cost

Decentralized Estimation over Orthogonal Multiple-access Fading Channels in Wireless Sensor Networks - Optimal and Suboptimal Estimators

Optimal and suboptimal decentralized estimators in wireless sensor networks (WSNs) over orthogonal multiple-access fading channels are studied in this paper. Considering multiple-bit quantization before digital transmission, we develop maximum likelihood estimators (MLEs) with both known and unknown channel state information (CSI). When training symbols are available, we derive a MLE that is a special case of the MLE with unknown CSI. It implicitly uses the training symbols to estimate the channel coefficients and exploits the estimated CSI in an optimal way. To reduce the computational complexity, we propose suboptimal estimators. These estimators exploit both signal and data level redundant information to improve the estimation performance. The proposed MLEs reduce to traditional fusion based or diversity based estimators when communications or observations are perfect. By introducing a general message function, the proposed estimators can be applied when various analog or digital transmission schemes are used. The simulations show that the estimators using digital communications with multiple-bit quantization outperform the estimator using analog-and-forwarding transmission in fading channels. When considering the total bandwidth and energy constraints, the MLE using multiple-bit quantization is superior to that using binary quantization at medium and high observation signal-to-noise ratio levels

Hidden Markov model tracking of continuous gravitational waves from a neutron star with wandering spin

Gravitational wave searches for continuous-wave signals from neutron stars are especially challenging when the star's spin frequency is unknown a priori from electromagnetic observations and wanders stochastically under the action of internal (e.g. superfluid or magnetospheric) or external (e.g. accretion) torques. It is shown that frequency tracking by hidden Markov model (HMM) methods can be combined with existing maximum likelihood coherent matched filters like the F-statistic to surmount some of the challenges raised by spin wandering. Specifically it is found that, for an isolated, biaxial rotor whose spin frequency walks randomly, HMM tracking of the F-statistic output from coherent segments with duration T_drift = 10d over a total observation time of T_obs = 1yr can detect signals with wave strains h0 > 2e-26 at a noise level characteristic of the Advanced Laser Interferometer Gravitational Wave Observatory (Advanced LIGO). For a biaxial rotor with randomly walking spin in a binary orbit, whose orbital period and semi-major axis are known approximately from electromagnetic observations, HMM tracking of the Bessel-weighted F-statistic output can detect signals with h0 > 8e-26. An efficient, recursive, HMM solver based on the Viterbi algorithm is demonstrated, which requires ~10^3 CPU-hours for a typical, broadband (0.5-kHz) search for the low-mass X-ray binary Scorpius X-1, including generation of the relevant F-statistic input. In a "realistic" observational scenario, Viterbi tracking successfully detects 41 out of 50 synthetic signals without spin wandering in Stage I of the Scorpius X-1 Mock Data Challenge convened by the LIGO Scientific Collaboration down to a wave strain of h0 = 1.1e-25, recovering the frequency with a root-mean-square accuracy of <= 4.3e-3 Hz

Parameter Estimation of Hybrid Sinusoidal FM-Polynomial Phase Signal

This paper considers parameter estimation of a hybrid sinusoidal frequency modulated (FM) and polynomial phase signal (PPS) from a finite number of samples. We first show limitations of an existing method, the high-order ambiguity function (HAF), and then propose a new method by adopting the high-order phase function which was originally designed for the pure PPS. The proposed method estimates parameters of interest from peak locations in the time-frequency rate domain, which are less perturbed by the noise than peak values used by the HAF-based method. Numerical evaluation shows the proposed method can handle the hybrid FM-PPS signal with low sinusoidal frequency and improve estimation accuracy in terms of mean squared error for several orders of magnitude

Empirical Bayes selection of wavelet thresholds

This paper explores a class of empirical Bayes methods for level-dependent threshold selection in wavelet shrinkage. The prior considered for each wavelet coefficient is a mixture of an atom of probability at zero and a heavy-tailed density. The mixing weight, or sparsity parameter, for each level of the transform is chosen by marginal maximum likelihood. If estimation is carried out using the posterior median, this is a random thresholding procedure; the estimation can also be carried out using other thresholding rules with the same threshold. Details of the calculations needed for implementing the procedure are included. In practice, the estimates are quick to compute and there is software available. Simulations on the standard model functions show excellent performance, and applications to data drawn from various fields of application are used to explore the practical performance of the approach. By using a general result on the risk of the corresponding marginal maximum likelihood approach for a single sequence, overall bounds on the risk of the method are found subject to membership of the unknown function in one of a wide range of Besov classes, covering also the case of f of bounded variation. The rates obtained are optimal for any value of the parameter p in (0,\infty], simultaneously for a wide range of loss functions, each dominating the L_q norm of the \sigmath derivative, with \sigma\ge0 and 0<q\le2.Comment: Published at http://dx.doi.org/10.1214/009053605000000345 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org