3,425 research outputs found

    Functional linear regression via canonical analysis

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    We study regression models for the situation where both dependent and independent variables are square-integrable stochastic processes. Questions concerning the definition and existence of the corresponding functional linear regression models and some basic properties are explored for this situation. We derive a representation of the regression parameter function in terms of the canonical components of the processes involved. This representation establishes a connection between functional regression and functional canonical analysis and suggests alternative approaches for the implementation of functional linear regression analysis. A specific procedure for the estimation of the regression parameter function using canonical expansions is proposed and compared with an established functional principal component regression approach. As an example of an application, we present an analysis of mortality data for cohorts of medflies, obtained in experimental studies of aging and longevity.Comment: Published in at http://dx.doi.org/10.3150/09-BEJ228 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm

    Optimal Time of Arrival Estimation for MIMO Backscatter Channels

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    In this paper, we propose a novel time of arrival (TOA) estimator for multiple-input-multiple-output (MIMO) backscatter channels in closed form. The proposed estimator refines the estimation precision from the topological structure of the MIMO backscatter channels, and can considerably enhance the estimation accuracy. Particularly, we show that for the general M×NM \times N bistatic topology, the mean square error (MSE) is M+N−1MNσ02\frac{M+N-1}{MN}\sigma^2_0, and for the general M×MM \times M monostatic topology, it is 2M−1M2σ02\frac{2M-1}{M^2}\sigma^2_0 for the diagonal subchannels, and M−1M2σ02\frac{M-1}{M^2}\sigma^2_0 for the off-diagonal subchannels, where σ02\sigma^2_0 is the MSE of the conventional least square estimator. In addition, we derive the Cramer-Rao lower bound (CRLB) for MIMO backscatter TOA estimation which indicates that the proposed estimator is optimal. Simulation results verify that the proposed TOA estimator can considerably improve both estimation and positioning accuracy, especially when the MIMO scale is large
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