Approximate maximum likelihood estimation of two closely spaced sources

The performance of the majority of high resolution algorithms designed for either spectral analysis or Direction-of-Arrival (DoA) estimation drastically degrade when the amplitude sources are highly correlated or when the number of available snapshots is very small and possibly less than the number of sources. Under such circumstances, only Maximum Likelihood (ML) or ML-based techniques can still be effective. The main drawback of such optimal solutions lies in their high computational load. In this paper we propose a computationally efficient approximate ML estimator, in the case of two closely spaced signals, that can be used even in the single snapshot case. Our approach relies on Taylor series expansion of the projection onto the signal subspace and can be implemented through 1-D Fourier transforms. Its effectiveness is illustrated in complicated scenarios with very low sample support and possibly correlated sources, where it is shown to outperform conventional estimators

Avancées récentes en asservissement visuel

National audienceLa communauté française est très active dans le domaine de l'asservissement visuel. Cet article se propose d'en présenter les avancées ressentes, aussi bien sur les aspects théoriques (modélisation d'informations visuelles et élaboration de lois de commande assurant diverses propriétés de robustesse, d'invariance, de stabilité, de découplage, etc.) que sur les nouvelles applications traitées (en robotique médicale, sur des engins volants,etc.)

On the influence of detection tests on deterministic parameters estimation

In non-linear estimation problems three distinct regions of operation can be observed. In the asymptotic region, the Mean Square Error (MSE) of Maximum Likelihood Estimators (MLE) is small and, in many cases,close to the Cramer-Rao bound (CRB). In the a priory performance region where the number of independent snapshots and/or the SNR are very low, the MSE is close to that obtained from the prior knowledge about the problem. Between these two extremes, there is an additional transition region where MSE of estimators deteriorates with respect to CRB. The present paper provides exemples of improvement of MSE prediction by CRB, not only in the transition region but also in the a priori region, resulting from introduction of a detection step, which proves that this renement in MSE lower bounds derivation is worth investigating

Computable lower bounds for deterministic parameter estimation

This paper is primarily tutorial in nature and presents a simple approach(norm minimization under linear constraints) for deriving computable lower bounds on the MSE of deterministic parameter estimators with a clear interpretation of the bounds. We also address the issue of lower bounds tightness in comparison with the MSE of ML estimators and their ability to predict the SNR threshold region. Last, as many practical estimation problems must be regarded as joint detection-estimation problems, we remind that the estimation performance must be conditional on detection performance, leading to the open problem of the fundamental limits of the joint detectionestimation performance

Quoi de neuf en asservissement visuel depuis les JNRR'03 ?

National audienceCet article de synthèse présente les avancées réalisées en France au cours de ces quatre dernières années dans le domaine de l'asservissement visuel

Visual servo control Part I: basic approaches

This article is the first of a two-part series on the topic of visual servo control—using computer vision data in the servo loop to control the motion of a robot. In the present article, we describe the basic techniques that are by now well established in the field. We first give a general overview of the formulation of the visual servo control problem. We then describe the two archetypal visual servo control schemes: image-based and position-based visual servo control. Finally, we discuss performance and stability issues that pertain to these two schemes, motivating the second article in the series, in which we consider advanced techniques

Recursive linearly constrained minimum variance estimator in linear models with non-stationary constraints

In parameter estimation, it is common place to design a linearly constrained minimum variance estimator (LCMVE) to tackle the problem of estimating an unknown parameter vector in a linear regression model. So far, the LCMVE has been mainly studied in the context of stationary constraints in stationary or non-stationary environments, giving rise to well-established recursive adaptive implementations when multiple observations are available. In this communication, provided that the additive noise sequence is temporally uncorrelated, we determine the family of non-stationary constraints leading to LCMVEs which can be computed according to a predictor/corrector recursion similar to the Kalman Filter. A particularly noteworthy feature of the recursive formulation introduced is to be fully adaptive in the context of sequential estimation as it allows at each new observation to incorporate or not new constraints