376 research outputs found
Some results on the Weiss-Weinstein bound for conditional and unconditional signal models in array processing
International audienceIn this paper, the Weiss-Weinstein bound is analyzed in the context of sources localization with a planar array of sensors. Both conditional and unconditional source signal models are studied. First, some results are given in the multiple sources context without specifying the structure of the steering matrix and of the noise covariance matrix. Moreover, the case of an uniform or Gaussian prior are analyzed. Second, these results are applied to the particular case of a single source for two kinds of array geometries: a non-uniform linear array (elevation only) and an arbitrary planar (azimuth and elevation) array
Weiss-Weinstein Bound and SNR Threshold Analysis for DOA Estimation with a COLD Array
International audienceIn the context of polarized sources localization using a cocentered orthogonal loop and dipole array, direction-of-arrival estimation performance in terms of mean square error are investigated. In order to evaluate these performance for both asymptotic and non-asymptotic scenarios (low number of snapshot and/or low signal to noise ratio) we derive closed-form expressions of the Weiss-Weinstein bound. The analysis is performed under both conditional and unconditional source signal models. We show the good ability of the proposed bound to predict the well known threshold effect. We also show the influence of the polarization parameters
On Lower Bounds for Non Standard Deterministic Estimation
We consider deterministic parameter estimation and the situation where the probability density function (p.d.f.) parameterized by unknown deterministic parameters results from the marginalization of a joint p.d.f. depending on random variables as well. Unfortunately, in the general case, this marginalization is mathematically intractable, which prevents from using the known standard deterministic lower bounds (LBs) on the mean squared error (MSE). Actually the general case can be tackled by embedding the initial observation space in a hybrid one where any standard LB can be transformed into a modified one fitted to nonstandard deterministic estimation, at the expense of tightness however. Furthermore, these modified LBs (MLBs) appears
to include the submatrix of hybrid LBs which is an LB for the deterministic parameters. Moreover, since in the nonstandard estimation, maximum likelihood estimators (MLEs) can be no longer derived, suboptimal nonstandard MLEs (NSMLEs) are proposed as being a substitute. We show that any standard LB on the MSE of MLEs has a nonstandard version lower bounding the MSE of NSMLEs. We provide an analysis of the relative performance of the
NSMLEs, as well as a comparison with the MLBs for a large class of estimation problems. Last, the general approach introduced is exemplified, among other things, with a new look at the well-known Gaussian complex observation models
Contributions aux bornes inférieures de l’erreur quadratique moyenne en traitement du signal
A l’aide des bornes inférieures de l’erreur quadratique moyenne, la caractérisation du décrochement des estimateurs, l’analyse de la position optimale des capteurs dans un réseau ainsi que les limites de résolution statistiques sont étudiées dans le contexte du traitement d’antenne et du radar
Second-order parameter estimation
This work provides a general framework for the design of second-order blind estimators without adopting any
approximation about the observation statistics or the a priori
distribution of the parameters. The proposed solution is obtained
minimizing the estimator variance subject to some constraints on
the estimator bias. The resulting optimal estimator is found to
depend on the observation fourth-order moments that can be calculated
analytically from the known signal model. Unfortunately,
in most cases, the performance of this estimator is severely limited
by the residual bias inherent to nonlinear estimation problems.
To overcome this limitation, the second-order minimum variance
unbiased estimator is deduced from the general solution by assuming
accurate prior information on the vector of parameters.
This small-error approximation is adopted to design iterative
estimators or trackers. It is shown that the associated variance
constitutes the lower bound for the variance of any unbiased
estimator based on the sample covariance matrix.
The paper formulation is then applied to track the angle-of-arrival
(AoA) of multiple digitally-modulated sources by means of
a uniform linear array. The optimal second-order tracker is compared
with the classical maximum likelihood (ML) blind methods
that are shown to be quadratic in the observed data as well. Simulations
have confirmed that the discrete nature of the transmitted
symbols can be exploited to improve considerably the discrimination
of near sources in medium-to-high SNR scenarios.Peer Reviewe
Lower Bounds for Oblivious Near-Neighbor Search
We prove an lower bound on the dynamic
cell-probe complexity of statistically
approximate-near-neighbor search () over the -dimensional
Hamming cube. For the natural setting of , our result
implies an lower bound, which is a quadratic
improvement over the highest (non-oblivious) cell-probe lower bound for
. This is the first super-logarithmic
lower bound for against general (non black-box) data structures.
We also show that any oblivious data structure for
decomposable search problems (like ) can be obliviously dynamized
with overhead in update and query time, strengthening a classic
result of Bentley and Saxe (Algorithmica, 1980).Comment: 28 page
Caractérisation des performances minimales d'estimation pour des modèles d'observations non-standards
In the parametric estimation context, estimators performances can be characterized, inter alia, by the mean square error and the resolution limit. The first quantities the accuracy of estimated values and the second defines the ability of the estimator to allow a correct resolvability. This thesis deals first with the prediction the "optimal" MSE by using lower bounds in the hybrid estimation context (i.e. when the parameter vector contains both random and non-random parameters), second with the extension of Cramér-Rao bounds for non-standard estimation problems and finally to the characterization of estimators resolution. This manuscript is then divided into three parts :First, we fill some lacks of hybrid lower bound on the MSE by using two existing Bayesian lower bounds: the Weiss-Weinstein bound and a particular form of Ziv-Zakai family lower bounds. We show that these extended lower bounds are tighter than the existing hybrid lower bounds in order to predict the optimal MSE.Second, we extend Cramer-Rao lower bounds for uncommon estimation contexts. Precisely: (i) Where the non-random parameters are subject to equality constraints (linear or nonlinear). (ii) For discrete-time filtering problems when the evolution of states are defined by a Markov chain. (iii) When the observation model differs to the real data distribution.Finally, we study the resolution of the estimators when their probability distributions are known. This approach is an extension of the work of Oh and Kashyap and the work of Clark to multi-dimensional parameters estimation problems.Dans le contexte de l'estimation paramétrique, les performances d'un estimateur peuvent être caractérisées, entre autre, par son erreur quadratique moyenne (EQM) et sa résolution limite. La première quantifie la précision des valeurs estimées et la seconde définit la capacité de l'estimateur à séparer plusieurs paramètres. Cette thèse s'intéresse d'abord à la prédiction de l'EQM "optimale" à l'aide des bornes inférieures pour des problèmes d'estimation simultanée de paramètres aléatoires et non-aléatoires (estimation hybride), puis à l'extension des bornes de Cramér-Rao pour des modèles d'observation moins standards. Enfin, la caractérisation des estimateurs en termes de résolution limite est également étudiée. Ce manuscrit est donc divisé en trois parties :Premièrement, nous complétons les résultats de littérature sur les bornes hybrides en utilisant deux bornes bayésiennes : la borne de Weiss-Weinstein et une forme particulière de la famille de bornes de Ziv-Zakaï. Nous montrons que ces bornes "étendues" sont plus précises pour la prédiction de l'EQM optimale par rapport à celles existantes dans la littérature.Deuxièmement, nous proposons des bornes de type Cramér-Rao pour des contextes d'estimation moins usuels, c'est-à-dire : (i) Lorsque les paramètres non-aléatoires sont soumis à des contraintes d'égalité linéaires ou non-linéaires (estimation sous contraintes). (ii) Pour des problèmes de filtrage à temps discret où l'évolution des états (paramètres) est régit par une chaîne de Markov. (iii) Lorsque la loi des observations est différente de la distribution réelle des données.Enfin, nous étudions la résolution et la précision des estimateurs en proposant un critère basé directement sur la distribution des estimées. Cette approche est une extension des travaux de Oh et Kashyap et de Clark pour des problèmes d'estimation de paramètres multidimensionnels
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