30,336 research outputs found
Statistics of the MLE and Approximate Upper and Lower Bounds - Part 1: Application to TOA Estimation
In nonlinear deterministic parameter estimation, the maximum likelihood
estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and
medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena.
In order to evaluate the achieved mean-squared-error (MSE) at those SNR levels,
we propose new MSE approximations (MSEA) and an approximate upper bound by
using the method of interval estimation (MIE). The mean and the distribution of
the MLE are approximated as well. The MIE consists in splitting the a priori
domain of the unknown parameter into intervals and computing the statistics of
the estimator in each interval. Also, we derive an approximate lower bound
(ALB) based on the Taylor series expansion of noise and an ALB family by
employing the binary detection principle. The accurateness of the proposed
MSEAs and the tightness of the derived approximate bounds are validated by
considering the example of time-of-arrival estimation
Short Packets over Block-Memoryless Fading Channels: Pilot-Assisted or Noncoherent Transmission?
We present nonasymptotic upper and lower bounds on the maximum coding rate
achievable when transmitting short packets over a Rician memoryless
block-fading channel for a given requirement on the packet error probability.
We focus on the practically relevant scenario in which there is no \emph{a
priori} channel state information available at the transmitter and at the
receiver. An upper bound built upon the min-max converse is compared to two
lower bounds: the first one relies on a noncoherent transmission strategy in
which the fading channel is not estimated explicitly at the receiver; the
second one employs pilot-assisted transmission (PAT) followed by
maximum-likelihood channel estimation and scaled mismatched nearest-neighbor
decoding at the receiver. Our bounds are tight enough to unveil the optimum
number of diversity branches that a packet should span so that the energy per
bit required to achieve a target packet error probability is minimized, for a
given constraint on the code rate and the packet size. Furthermore, the bounds
reveal that noncoherent transmission is more energy efficient than PAT, even
when the number of pilot symbols and their power is optimized. For example, for
the case when a coded packet of symbols is transmitted using a channel
code of rate bits/channel use, over a block-fading channel with block
size equal to symbols, PAT requires an additional dB of energy per
information bit to achieve a packet error probability of compared to
a suitably designed noncoherent transmission scheme. Finally, we devise a PAT
scheme based on punctured tail-biting quasi-cyclic codes and ordered statistics
decoding, whose performance are close ( dB gap at packet error
probability) to the ones predicted by our PAT lower bound. This shows that the
PAT lower bound provides useful guidelines on the design of actual PAT schemes.Comment: 30 pages, 5 figures, journa
Performance Bounds for Parameter Estimation under Misspecified Models: Fundamental findings and applications
Inferring information from a set of acquired data is the main objective of
any signal processing (SP) method. In particular, the common problem of
estimating the value of a vector of parameters from a set of noisy measurements
is at the core of a plethora of scientific and technological advances in the
last decades; for example, wireless communications, radar and sonar,
biomedicine, image processing, and seismology, just to name a few. Developing
an estimation algorithm often begins by assuming a statistical model for the
measured data, i.e. a probability density function (pdf) which if correct,
fully characterizes the behaviour of the collected data/measurements.
Experience with real data, however, often exposes the limitations of any
assumed data model since modelling errors at some level are always present.
Consequently, the true data model and the model assumed to derive the
estimation algorithm could differ. When this happens, the model is said to be
mismatched or misspecified. Therefore, understanding the possible performance
loss or regret that an estimation algorithm could experience under model
misspecification is of crucial importance for any SP practitioner. Further,
understanding the limits on the performance of any estimator subject to model
misspecification is of practical interest. Motivated by the widespread and
practical need to assess the performance of a mismatched estimator, the goal of
this paper is to help to bring attention to the main theoretical findings on
estimation theory, and in particular on lower bounds under model
misspecification, that have been published in the statistical and econometrical
literature in the last fifty years. Secondly, some applications are discussed
to illustrate the broad range of areas and problems to which this framework
extends, and consequently the numerous opportunities available for SP
researchers.Comment: To appear in the IEEE Signal Processing Magazin
Two are better than one: Fundamental parameters of frame coherence
This paper investigates two parameters that measure the coherence of a frame:
worst-case and average coherence. We first use worst-case and average coherence
to derive near-optimal probabilistic guarantees on both sparse signal detection
and reconstruction in the presence of noise. Next, we provide a catalog of
nearly tight frames with small worst-case and average coherence. Later, we find
a new lower bound on worst-case coherence; we compare it to the Welch bound and
use it to interpret recently reported signal reconstruction results. Finally,
we give an algorithm that transforms frames in a way that decreases average
coherence without changing the spectral norm or worst-case coherence
On the Capacity of the Wiener Phase-Noise Channel: Bounds and Capacity Achieving Distributions
In this paper, the capacity of the additive white Gaussian noise (AWGN)
channel, affected by time-varying Wiener phase noise is investigated. Tight
upper and lower bounds on the capacity of this channel are developed. The upper
bound is obtained by using the duality approach, and considering a specific
distribution over the output of the channel. In order to lower-bound the
capacity, first a family of capacity-achieving input distributions is found by
solving a functional optimization of the channel mutual information. Then,
lower bounds on the capacity are obtained by drawing samples from the proposed
distributions through Monte-Carlo simulations. The proposed capacity-achieving
input distributions are circularly symmetric, non-Gaussian, and the input
amplitudes are correlated over time. The evaluated capacity bounds are tight
for a wide range of signal-to-noise-ratio (SNR) values, and thus they can be
used to quantify the capacity. Specifically, the bounds follow the well-known
AWGN capacity curve at low SNR, while at high SNR, they coincide with the
high-SNR capacity result available in the literature for the phase-noise
channel.Comment: IEEE Transactions on Communications, 201
- …