Related papers: The Cramer-Rao Bound for Sparse Estimation
In this paper we explore the maximum precision attainable in the location of a point source imaged by a pixel array detector in the presence of a background, as a function of the detector properties. For this we use a well-known result from…
Spectral Estimation (SpecEst) is a core area of signal processing with a history spanning two centuries and applications across various fields. With the advent of digital acquisition, SpecEst algorithms have been widely applied to tasks…
Minimum-variance estimators for the parameter fnl that quantifies local-model non-Gaussianity can be constructed from the cosmic microwave background (CMB) bispectrum (three-point function) and also from the trispectrum (four-point…
In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…
Due to the increasing demand for low power and higher sampling rates, low resolution quantization for data acquisition has drawn great attention recently. Consequently, line spectral estimation (LSE) with multiple measurement vectors (MMVs)…
This paper studies the sparse identification problem of unknown sparse parameter vectors in stochastic dynamic systems. Firstly, a novel sparse identification algorithm is proposed, which can generate sparse estimates based on least squares…
This paper examines fundamental error characteristics for a general class of matrix completion problems, where the matrix of interest is a product of two a priori unknown matrices, one of which is sparse, and the observations are noisy. Our…
A Cram\'er-Rao bound (CRB) optimization framework for near-field sensing (NISE) with continuous-aperture arrays (CAPAs) is proposed. In contrast to conventional spatially discrete arrays (SPDAs), CAPAs emit electromagnetic (EM) probing…
We address the feasibility of a GNSS-R code-altimetry space mission and more specifically a dominant term of its error budget: the reflected-signal range precision. This is the RMS error on the reflected-signal delay, as estimated by…
We consider estimation of a single unknown parameter embedded in a quantum state. Quantum Cram\'er-Rao bound (QCRB) is the ultimate limit of the mean squared error for any unbiased estimator. While it can be achieved asymptotically for a…
Sensor selection is an important design problem in large-scale sensor networks. Sensor selection can be interpreted as the problem of selecting the best subset of sensors that guarantees a certain estimation performance. We focus on…
When randomized ensembles such as bagging or random forests are used for binary classification, the prediction error of the ensemble tends to decrease and stabilize as the number of classifiers increases. However, the precise relationship…
We study the problem of fitting parametrized curves to noisy data. Under certain assumptions (known as Cartesian and radial functional models), we derive asymptotic expressions for the bias and the covariance matrix of the parameter…
This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF)…
In this paper, we employ the thoughts and methodologies of Shannon's information theory to solve the problem of the optimal radar parameter estimation. Based on a general radar system model, the \textit{a posteriori} probability density…
The achievable and converse regions for sparse representation of white Gaussian noise based on an overcomplete dictionary are derived in the limit of large systems. Furthermore, the marginal distribution of such sparse representations is…
Many conventional statistical procedures are extremely sensitive to seemingly minor deviations from modeling assumptions. This problem is exacerbated in modern high-dimensional settings, where the problem dimension can grow with and…
In this paper, we derive the information theoretic performance bounds on communication data rates and errors in parameter estimation, for a joint radar and communication (JRC) system. We assume that targets are semi-passive, i.e. they use…
In the first part of the series papers, we set out to answer the following question: given specific restrictions on a set of samplers, what kind of signal can be uniquely represented by the corresponding samples attained, as the foundation…
This lecture note addresses the common misconception that the Gaussian distribution always yields the largest Cram\'er-Rao Bound (CRB). We show that this property only holds under restrictive conditions: specifically, when the mean and…