Uncertainty Bounds for Spectral Estimation

The purpose of this paper is to study metrics suitable for assessing uncertainty of power spectra when these are based on finite second-order statistics. The family of power spectra which is consistent with a given range of values for the estimated statistics represents the uncertainty set about the "true" power spectrum. Our aim is to quantify the size of this uncertainty set using suitable notions of distance, and in particular, to compute the diameter of the set since this represents an upper bound on the distance between any choice of a nominal element in the set and the "true" power spectrum. Since the uncertainty set may contain power spectra with lines and discontinuities, it is natural to quantify distances in the weak topology---the topology defined by continuity of moments. We provide examples of such weakly-continuous metrics and focus on particular metrics for which we can explicitly quantify spectral uncertainty. We then consider certain high resolution techniques which utilize filter-banks for pre-processing, and compute worst-case a priori uncertainty bounds solely on the basis of the filter dynamics. This allows the a priori tuning of the filter-banks for improved resolution over selected frequency bands.Comment: 8 figure

Cooperative Radar and Communications Signaling: The Estimation and Information Theory Odd Couple

We investigate cooperative radar and communications signaling. While each system typically considers the other system a source of interference, by considering the radar and communications operations to be a single joint system, the performance of both systems can, under certain conditions, be improved by the existence of the other. As an initial demonstration, we focus on the radar as relay scenario and present an approach denoted multiuser detection radar (MUDR). A novel joint estimation and information theoretic bound formulation is constructed for a receiver that observes communications and radar return in the same frequency allocation. The joint performance bound is presented in terms of the communication rate and the estimation rate of the system.Comment: 6 pages, 2 figures, to be presented at 2014 IEEE Radar Conferenc

Heisenberg-style bounds for arbitrary estimates of shift parameters including prior information

A rigorous lower bound is obtained for the average resolution of any estimate of a shift parameter, such as an optical phase shift or a spatial translation. The bound has the asymptotic form k_I/ where G is the generator of the shift (with an arbitrary discrete or continuous spectrum), and hence establishes a universally applicable bound of the same form as the usual Heisenberg limit. The scaling constant k_I depends on prior information about the shift parameter. For example, in phase sensing regimes, where the phase shift is confined to some small interval of length L, the relative resolution \delta\hat{\Phi}/L has the strict lower bound (2\pi e^3)^{-1/2}/, where m is the number of probes, each with generator G_1, and entangling joint measurements are permitted. Generalisations using other resource measures and including noise are briefly discussed. The results rely on the derivation of general entropic uncertainty relations for continuous observables, which are of interest in their own right.Comment: v2:new bound added for 'ignorance respecting estimates', some clarification

Channel Uncertainty in Ultra Wideband Communication Systems

Wide band systems operating over multipath channels may spread their power over bandwidth if they use duty cycle. Channel uncertainty limits the achievable data rates of power constrained wide band systems; Duty cycle transmission reduces the channel uncertainty because the receiver has to estimate the channel only when transmission takes place. The optimal choice of the fraction of time used for transmission depends on the spectral efficiency of the signal modulation. The general principle is demonstrated by comparing the channel conditions that allow different modulations to achieve the capacity in the limit. Direct sequence spread spectrum and pulse position modulation systems with duty cycle achieve the channel capacity, if the increase of the number of channel paths with the bandwidth is not too rapid. The higher spectral efficiency of the spread spectrum modulation lets it achieve the channel capacity in the limit, in environments where pulse position modulation with non-vanishing symbol time cannot be used because of the large number of channel paths

The Theory and Practice of Estimating the Accuracy of Dynamic Flight-Determined Coefficients

Means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data are discussed. The most commonly used analytical predictors of accuracy are derived and compared from both statistical and simplified geometrics standpoints. The accuracy predictions are evaluated with real and simulated data, with an emphasis on practical considerations, such as modeling error. Improved computations of the Cramer-Rao bound to correct large discrepancies due to colored noise and modeling error are presented. The corrected Cramer-Rao bound is shown to be the best available analytical predictor of accuracy, and several practical examples of the use of the Cramer-Rao bound are given. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation