Computable lower bounds for deterministic parameter estimation

This paper is primarily tutorial in nature and presents a simple approach(norm minimization under linear constraints) for deriving computable lower bounds on the MSE of deterministic parameter estimators with a clear interpretation of the bounds. We also address the issue of lower bounds tightness in comparison with the MSE of ML estimators and their ability to predict the SNR threshold region. Last, as many practical estimation problems must be regarded as joint detection-estimation problems, we remind that the estimation performance must be conditional on detection performance, leading to the open problem of the fundamental limits of the joint detectionestimation performance

On the influence of detection tests on deterministic parameters estimation

In non-linear estimation problems three distinct regions of operation can be observed. In the asymptotic region, the Mean Square Error (MSE) of Maximum Likelihood Estimators (MLE) is small and, in many cases,close to the Cramer-Rao bound (CRB). In the a priory performance region where the number of independent snapshots and/or the SNR are very low, the MSE is close to that obtained from the prior knowledge about the problem. Between these two extremes, there is an additional transition region where MSE of estimators deteriorates with respect to CRB. The present paper provides exemples of improvement of MSE prediction by CRB, not only in the transition region but also in the a priori region, resulting from introduction of a detection step, which proves that this renement in MSE lower bounds derivation is worth investigating

MSE lower bounds for deterministic parameter estimation

This paper presents a simple approach for deriving computable lower bounds on the MSE of deterministic parameter estimators with a clear interpretation of the bounds. We also address the issue of lower bounds tightness in comparison with the MSE of ML estimators and their ability to predict the SNR threshold region. Last, as many practical estimation problems must be regarded as joint detection-estimation problems, we remind that the estimation performance must be conditional on detection performance

Gravitational wave astronomy of single sources with a pulsar timing array

Abbreviated: We investigate the potential of detecting the gravitational wave from individual binary black hole systems using pulsar timing arrays (PTAs) and calculate the accuracy for determining the GW properties. This is done in a consistent analysis, which at the same time accounts for the measurement of the pulsar distances via the timing parallax. We find that, at low redshift, a PTA is able to detect the nano-Hertz GW from super massive black hole binary systems with masses of \sim10^8 - 10^{10}\,M_{\sun} less than $\sim10^5$\,years before the final merger, and those with less than $\sim10^3 - 10^4$ years before merger may allow us to detect the evolution of binaries. We derive an analytical expression to describe the accuracy of a pulsar distance measurement via timing parallax. We consider five years of bi-weekly observations at a precision of 15\,ns for close-by ($\sim 0.5 - 1$\,kpc) pulsars. Timing twenty pulsars would allow us to detect a GW source with an amplitude larger than $5\times 10^{-17}$. We calculate the corresponding GW and binary orbital parameters and their measurement precision. The accuracy of measuring the binary orbital inclination angle, the sky position, and the GW frequency are calculated as functions of the GW amplitude. We note that the "pulsar term", which is commonly regarded as noise, is essential for obtaining an accurate measurement for the GW source location. We also show that utilizing the information encoded in the GW signal passing the Earth also increases the accuracy of pulsar distance measurements. If the gravitational wave is strong enough, one can achieve sub-parsec distance measurements for nearby pulsars with distance less than $\sim 0.5 - 1$\,kpc.Comment: 16 pages, 5 figure,, accepted by MNRA

Bayesian Bounds on Parameter Estimation Accuracy for Compact Coalescing Binary Gravitational Wave Signals

A global network of laser interferometric gravitational wave detectors is projected to be in operation by around the turn of the century. Here, the noisy output of a single instrument is examined. A gravitational wave is assumed to have been detected in the data and we deal with the subsequent problem of parameter estimation. Specifically, we investigate theoretical lower bounds on the minimum mean-square errors associated with measuring the parameters of the inspiral waveform generated by an orbiting system of neutron stars/black holes. Three theoretical lower bounds on parameter estimation accuracy are considered: the Cramer-Rao bound (CRB); the Weiss-Weinstein bound (WWB); and the Ziv-Zakai bound (ZZB). We obtain the WWB and ZZB for the Newtonian-form of the coalescing binary waveform, and compare them with published CRB and numerical Monte-Carlo results. At large SNR, we find that the theoretical bounds are all identical and are attained by the Monte-Carlo results. As SNR gradually drops below 10, the WWB and ZZB are both found to provide increasingly tighter lower bounds than the CRB. However, at these levels of moderate SNR, there is a significant departure between all the bounds and the numerical Monte-Carlo results.Comment: 17 pages (LaTeX), 4 figures. Submitted to Physical Review