Signal Recovery From 1-Bit Quantized Noisy Samples via Adaptive Thresholding

In this paper, we consider the problem of signal recovery from 1-bit noisy measurements. We present an efficient method to obtain an estimation of the signal of interest when the measurements are corrupted by white or colored noise. To the best of our knowledge, the proposed framework is the pioneer effort in the area of 1-bit sampling and signal recovery in providing a unified framework to deal with the presence of noise with an arbitrary covariance matrix including that of the colored noise. The proposed method is based on a constrained quadratic program (CQP) formulation utilizing an adaptive quantization thresholding approach, that further enables us to accurately recover the signal of interest from its 1-bit noisy measurements. In addition, due to the adaptive nature of the proposed method, it can recover both fixed and time-varying parameters from their quantized 1-bit samples.Comment: This is a pre-print version of the original conference paper that has been accepted at the 2018 IEEE Asilomar Conference on Signals, Systems, and Computer

Covariance matrix recovery from one-bit data with non-zero quantization thresholds: Algorithm and performance analysis

Covariance matrix recovery is a topic of great significance in the field of one-bit signal processing and has numerous practical applications. Despite its importance, the conventional arcsine law with zero threshold is incapable of recovering the diagonal elements of the covariance matrix. To address this limitation, recent studies have proposed the use of non-zero clipping thresholds. However, the relationship between the estimation error and the sampling threshold is not yet known. In this article, we undertake an analysis of the mean squared error by computing the Fisher information matrix for a given threshold. Our results reveal that the optimal threshold can vary considerably, depending on the variances and correlation coefficients. As a result, it is inappropriate to adopt a constant threshold to encompass parameters that vary widely. To mitigate this issue, we present a recovery scheme that incorporates time-varying thresholds. Our approach differs from existing methods in that it utilizes the exact values of the threshold, rather than its statistical properties, to increase the estimation accuracy. Simulation results, including those of the direction-of-arrival estimation problem, demonstrate the efficacy of the developed scheme, especially in complex scenarios where the covariance elements are widely separated.The work of Yu-Hang Xiao was supported in part by the National Natural Science Foundation of China under Grant 62201359. The work of Lei Huang was supported in part by the National Science Fund for Distinguished Young Scholars under Grant 61925108, and in part by the National Natural Science Foundation of China under Grant U1913221. The work of David Ramírez was supported in part by MCIN/AEI/10.13039/501100011033/FEDER, UE, under Grant PID2021-123182OB-I00 (EPiCENTER), and in part by the Office of Naval Research (ONR) Global under Contract N62909-23-1-2002.Publicad

Signal-to-noise ratio estimation in digital computer simulation of lowpass and bandpass systems with applications to analog and digital communications, volume 3

Techniques are developed to estimate power gain, delay, signal-to-noise ratio, and mean square error in digital computer simulations of lowpass and bandpass systems. The techniques are applied to analog and digital communications. The signal-to-noise ratio estimates are shown to be maximum likelihood estimates in additive white Gaussian noise. The methods are seen to be especially useful for digital communication systems where the mapping from the signal-to-noise ratio to the error probability can be obtained. Simulation results show the techniques developed to be accurate and quite versatile in evaluating the performance of many systems through digital computer simulation

Modeling and evaluating conditional quantile dynamics in VaR forecasts

We focus on the time-varying modeling of VaR at a given coverage $\tau$, assessing whether the quantiles of the distribution of the returns standardized by their conditional means and standard deviations exhibit predictable dynamics. Models are evaluated via simulation, determining the merits of the asymmetric Mean Absolute Deviation as a loss function to rank forecast performances. The empirical application on the Fama-French 25 value-weighted portfolios with a moving forecast window shows substantial improvements in forecasting conditional quantiles by keeping the predicted quantile unchanged unless the empirical frequency of violations falls outside a data-driven interval around $\tau$.Comment: 37 pages, 5 figures, 8 table

Measurements, Models, Systems and Design

531 s.

Refined multiscale entropy using fuzzy metrics: validation and application to nociception assessmentt

The refined multiscale entropy (RMSE) approach is commonly applied to assess complexity as a function of the time scale. RMSE is normally based on the computation of sample entropy (SampEn) estimating complexity as conditional entropy. However, SampEn is dependent on the length and standard deviation of the data. Recently, fuzzy entropy (FuzEn) has been proposed, including several refinements, as an alternative to counteract these limitations. In this work, FuzEn, translated FuzEn (TFuzEn), translated-reflected FuzEn (TRFuzEn), inherent FuzEn (IFuzEn), and inherent translated FuzEn (ITFuzEn) were exploited as entropy-based measures in the computation of RMSE and their performance was compared to that of SampEn. FuzEn metrics were applied to synthetic time series of different lengths to evaluate the consistency of the different approaches. In addition, electroencephalograms of patients under sedation-analgesia procedure were analyzed based on the patient’s response after the application of painful stimulation, such as nail bed compression or endoscopy tube insertion. Significant differences in FuzEn metrics were observed over simulations and real data as a function of the data length and the pain responses. Findings indicated that FuzEn, when exploited in RMSE applications, showed similar behavior to SampEn in long series, but its consistency was better than that of SampEn in short series both over simulations and real data. Conversely, its variants should be utilized with more caution, especially whether processes exhibit an important deterministic component and/or in nociception prediction at long scalesPeer ReviewedPostprint (published version