How well can we estimate a sparse vector?

The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the sensing/design matrix being used and regardless of the estimation procedure. This lower bound very nearly matches the known upper bound one gets by taking a random projection of the sparse vector followed by an $\ell_1$ estimation procedure such as the Dantzig selector. In this sense, compressive sensing techniques cannot essentially be improved

Performance Analysis of Cognitive Radio Systems under QoS Constraints and Channel Uncertainty

In this paper, performance of cognitive transmission over time-selective flat fading channels is studied under quality of service (QoS) constraints and channel uncertainty. Cognitive secondary users (SUs) are assumed to initially perform channel sensing to detect the activities of the primary users, and then attempt to estimate the channel fading coefficients through training. Energy detection is employed for channel sensing, and different minimum mean-square-error (MMSE) estimation methods are considered for channel estimation. In both channel sensing and estimation, erroneous decisions can be made, and hence, channel uncertainty is not completely eliminated. In this setting, performance is studied and interactions between channel sensing and estimation are investigated. Following the channel sensing and estimation tasks, SUs engage in data transmission. Transmitter, being unaware of the channel fading coefficients, is assumed to send the data at fixed power and rate levels that depend on the channel sensing results. Under these assumptions, a state-transition model is constructed by considering the reliability of the transmissions, channel sensing decisions and their correctness, and the evolution of primary user activity which is modeled as a two-state Markov process. In the data transmission phase, an average power constraint on the secondary users is considered to limit the interference to the primary users, and statistical limitations on the buffer lengths are imposed to take into account the QoS constraints of the secondary traffic. The maximum throughput under these statistical QoS constraints is identified by finding the effective capacity of the cognitive radio channel. Numerical results are provided for the power and rate policies

Energy Efficient Spectrum Sensing for State Estimation over A Wireless Channel

The performance of remote estimation over wireless channel is strongly affected by sensor data losses due to interference. Although the impact of interference can be alleviated by performing spectrum sensing and then transmitting only when the channel is clear, the introduction of spectrum sensing also incurs extra energy expenditure. In this paper, we investigate the problem of energy efficient spectrum sensing for state estimation of a general linear dynamic system, and formulate an optimization problem which minimizes the total sensor energy consumption while guaranteeing a desired level of estimation performance. The optimal solution is evaluated through both analytical and simulation results.Comment: 4 pages, 6 figures, accepted to IEEE GlobalSIP 201

Adaptive Sensing for Estimation of Structured Sparse Signals

In many practical settings one can sequentially and adaptively guide the collection of future data, based on information extracted from data collected previously. These sequential data collection procedures are known by different names, such as sequential experimental design, active learning or adaptive sensing/sampling. The intricate relation between data analysis and acquisition in adaptive sensing paradigms can be extremely powerful, and often allows for reliable signal estimation and detection in situations where non-adaptive sensing would fail dramatically. In this work we investigate the problem of estimating the support of a structured sparse signal from coordinate-wise observations under the adaptive sensing paradigm. We present a general procedure for support set estimation that is optimal in a variety of cases and shows that through the use of adaptive sensing one can: (i) mitigate the effect of observation noise when compared to non-adaptive sensing and, (ii) capitalize on structural information to a much larger extent than possible with non-adaptive sensing. In addition to a general procedure to perform adaptive sensing in structured settings we present both performance upper bounds, and corresponding lower bounds for both sensing paradigms

Compressive Time Delay Estimation Using Interpolation

Time delay estimation has long been an active area of research. In this work, we show that compressive sensing with interpolation may be used to achieve good estimation precision while lowering the sampling frequency. We propose an Interpolating Band-Excluded Orthogonal Matching Pursuit algorithm that uses one of two interpolation functions to estimate the time delay parameter. The numerical results show that interpolation improves estimation precision and that compressive sensing provides an elegant tradeoff that may lower the required sampling frequency while still attaining a desired estimation performance.Comment: 5 pages, 2 figures, technical report supporting 1 page submission for GlobalSIP 201

Optimal Remote State Estimation for Self-Propelled Particle Models

We investigate the design of a remote state estimation system for a self-propelled particle (SPP). Our framework consists of a sensing unit that accesses the full state of the SPP and an estimator that is remotely located from the sensing unit. The sensing unit must pay a cost when it chooses to transmit information on the state of the SPP to the estimator; and the estimator computes the best estimate of the state of the SPP based on received information. In this paper, we provide methods to design transmission policies and estimation rules for the sensing unit and estimator, respectively, that are optimal for a given cost functional that combines state estimation distortion and communication costs. We consider two notions of optimality: joint optimality and person-by-person optimality. Our main results show the existence of a jointly optimal solution and describe an iterative procedure to find a person-by-person optimal solution. In addition, we explain how the remote estimation scheme can be applied to tracking of animal movements over a costly communication link. We also provide experimental results to show the effectiveness of the scheme.Comment: a part of the article was submitted to IEEE Conference on Decision and Control 201

Distributed quantum sensing enhanced by continuous-variable error correction

A distributed sensing protocol uses a network of local sensing nodes to estimate a global feature of the network, such as a weighted average of locally detectable parameters. In the noiseless case, continuous-variable (CV) multipartite entanglement shared by the nodes can improve the precision of parameter estimation relative to the precision attainable by a network without shared entanglement; for an entangled protocol, the root mean square estimation error scales like 1/M with the number M of sensing nodes, the so-called Heisenberg scaling, while for protocols without entanglement, the error scales like 1√M. However, in the presence of loss and other noise sources, although multipartite entanglement still has some advantages for sensing displacements and phases, the scaling of the precision with M is less favorable. In this paper, we show that using CV error correction codes can enhance the robustness of sensing protocols against imperfections and reinstate Heisenberg scaling up to moderate values of M. Furthermore, while previous distributed sensing protocols could measure only a single quadrature, we construct a protocol in which both quadratures can be sensed simultaneously. Our work demonstrates the value of CV error correction codes in realistic sensing scenarios