3 research outputs found
Sensitivity Analysis for Binary Sampling Systems via Quantitative Fisher Information Lower Bounds
This article addresses the sensitivity of sensor systems with minimal signal
digitization complexity regarding the estimation of analog model parameters.
Digital measurements are exclusively available in a hard-limited form, and the
parameters of the analog received signals shall be inferred through efficient
algorithms. As a benchmark, the achievable estimation accuracy is to be
assessed based on theoretical error bounds. To this end, characterization of
the parametric likelihood is required, which forms a challenge for multivariate
binary distributions. In this context, we analyze the Fisher information matrix
of the exponential family and derive a conservative approximation for arbitrary
models. The conservative information matrix rests on a surrogate exponential
family, defined by two equivalences to the real data-generating system. This
probabilistic notion enables designing estimators that consistently achieve the
sensitivity level defined by the inverse of the conservative information matrix
without characterizing the distributions involved. For parameter estimation
with multivariate binary samples, using an equivalent quadratic exponential
distribution tames the computational complexity of the conservative information
matrix such that a quantitative assessment of the achievable error level
becomes tractable. We exploit this for the performance analysis concerning
signal parameter estimation with an array of low-complexity binary sensors by
examining the achievable sensitivity in comparison to an ideal system featuring
receivers supporting data acquisition with infinite amplitude resolution.
Additionally, we demonstrate data-driven sensitivity analysis through the
presented framework by learning the guaranteed achievable performance when
processing sensor data obtained with recursive binary sampling schemes as
implemented in -modulating analog-to-digital converters.Comment: Former title was: Fisher Information Lower Bounds with Applications
in Hardware-Aware Nonlinear Signal Processin
Non-Linear Transformations of Gaussians and Gaussian-Mixtures with implications on Estimation and Information Theory
This paper investigates the statistical properties of non-linear
transformations (NLT) of random variables, in order to establish useful tools
for estimation and information theory. Specifically, the paper focuses on
linear regression analysis of the NLT output and derives sufficient general
conditions to establish when the input-output regression coefficient is equal
to the \emph{partial} regression coefficient of the output with respect to a
(additive) part of the input. A special case is represented by zero-mean
Gaussian inputs, obtained as the sum of other zero-mean Gaussian random
variables. The paper shows how this property can be generalized to the
regression coefficient of non-linear transformations of Gaussian-mixtures. Due
to its generality, and the wide use of Gaussians and Gaussian-mixtures to
statistically model several phenomena, this theoretical framework can find
applications in multiple disciplines, such as communication, estimation, and
information theory, when part of the nonlinear transformation input is the
quantity of interest and the other part is the noise. In particular, the paper
shows how the said properties can be exploited to simplify closed-form
computation of the signal-to-noise ratio (SNR), the estimation mean-squared
error (MSE), and bounds on the mutual information in additive non-Gaussian
(possibly non-linear) channels, also establishing relationships among them.Comment: 26 pages, 4 figures (8 sub-figures), submitted to IEEE Trans. on
Information Theory 20th April 201