186 research outputs found

    Minimum mean square distance estimation of a subspace

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    We consider the problem of subspace estimation in a Bayesian setting. Since we are operating in the Grassmann manifold, the usual approach which consists of minimizing the mean square error (MSE) between the true subspace UU and its estimate U^\hat{U} may not be adequate as the MSE is not the natural metric in the Grassmann manifold. As an alternative, we propose to carry out subspace estimation by minimizing the mean square distance (MSD) between UU and its estimate, where the considered distance is a natural metric in the Grassmann manifold, viz. the distance between the projection matrices. We show that the resulting estimator is no longer the posterior mean of UU but entails computing the principal eigenvectors of the posterior mean of UUTU U^{T}. Derivation of the MMSD estimator is carried out in a few illustrative examples including a linear Gaussian model for the data and a Bingham or von Mises Fisher prior distribution for UU. In all scenarios, posterior distributions are derived and the MMSD estimator is obtained either analytically or implemented via a Markov chain Monte Carlo simulation method. The method is shown to provide accurate estimates even when the number of samples is lower than the dimension of UU. An application to hyperspectral imagery is finally investigated

    The impact of noise on detecting the arrival angle using the root-WSF algorithm

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    This article discusses three standards of Wi-Fi: traditional, current and next-generation Wi-Fi. These standards have been tested for their ability to detect the arrival angle of a noisy system. In this study, we chose to work with an intelligent system whose noise becomes more and more important to detect the desired angle of arrival. However, the use of the weighted subspace fitting (WSF) algorithm was able to detect all angles even for the 5th generation Wi-Fi without any problem, and therefore proved its robustness against noise

    Direction of arrival estimation in a mixture of K-distributed and Gaussian noise

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    We address the problem of estimating the directions-of-arrival (DoAs) of multiple signals received in the presence of a combination of a strong compound-Gaussian external noise and weak internal white Gaussian noise. Since the exact distribution of the mixture is not known, we get an insight into optimum procedure via a related model where we consider the texture of the compound-Gaussian component as an unknown and deterministic quantity to be estimated together with DoAs or a basis of the signal subspace. Alternate maximization of the likelihood function is conducted and it is shown that it operates a separation between the snapshots with small/large texture values with respect to the additive noise power. The modified Cramér-Rao bound is derived and a prediction of the actual mean-square error is presented, based on separation between external/internal-noise dominated samples. Numerical simulations indicate that the suggested iterative DoA estimation technique comes close to the introduced bound and outperform a number of existing routines
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