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We address the sparse signal recovery problem in the context of multiple measurement vectors (MMV) when elements in each nonzero row of the solution matrix are temporally correlated. Existing algorithms do not consider such temporal…

Machine Learning · Statistics 2011-08-18 Zhilin Zhang , Bhaskar D. Rao

In this study, the hybrid Cramer-Rao bound (CRB) is developed for target localization, to establish the sensitivity of the estimation mean-square error (MSE) to the level of phase synchronization mismatch in coherent Multiple-Input…

Information Theory · Computer Science 2009-10-30 Hana Godrich , Alexander M. Haimovich , H. Vincent Poor

We address the recovery of sparse vectors in an overcomplete, linear and noisy multiple measurement framework, where the measurement matrix is known upto a permutation of its rows. We derive sparse Bayesian learning (SBL) based updates for…

Information Theory · Computer Science 2018-02-05 Ranjitha Prasad

In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the signal-to-noise ratio, grow to infinity. In this paper, we…

Information Theory · Computer Science 2019-07-24 Lucien Bacharach , Carsten Fritsche , Umut Orguner , Eric Chaumette

We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE)…

Statistics Theory · Mathematics 2012-10-30 Dave Zachariah , Isaac Skog , Magnus Jansson , Peter Händel

Sparse Bayesian learning (SBL) associates to each weight in the underlying linear model a hyperparameter by assuming that each weight is Gaussian distributed with zero mean and precision (inverse variance) equal to its associated…

Machine Learning · Statistics 2025-12-02 Jakob Möderl , Erik Leitinger , Bernard Henri Fleury

In the last two decades, several methods based on sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) have been proposed for Bayesian identification of stochastic non-linear state-space models (SSMs). It is well known that the…

Applications · Statistics 2013-07-25 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

This paper presents a Cramer-Rao bound (CRB) for the estimation of parameters confined to an arbitrary set. Unlike existing results that rely on equality or inequality constraints, manifold structures, or the nonsingularity of the Fisher…

Signal Processing · Electrical Eng. & Systems 2026-01-28 Heedong Do , Angel Lozano

We assume the direct sum <A> o <B> for the signal subspace. As a result of post- measurement, a number of operational contexts presuppose the a priori knowledge of the LB -dimensional "interfering" subspace <B> and the goal is to estimate…

Applications · Statistics 2017-04-17 Guillaume Bouleux , Rémy Boyer

Sparse Bayesian Learning (SBL) models are extensively used in signal processing and machine learning for promoting sparsity through hierarchical priors. The hyperparameters in SBL models are crucial for the model's performance, but they are…

Machine Learning · Computer Science 2024-01-08 Feng Yu , Lixin Shen , Guohui Song

In constrained parameter estimation, the classical constrained Cramer-Rao bound (CCRB) and the recent Lehmann-unbiased CCRB (LU-CCRB) are lower bounds on the performance of mean-unbiased and Lehmann-unbiased estimators, respectively. Both…

Signal Processing · Electrical Eng. & Systems 2024-10-28 Eyal Nitzan , Tirza Routtenberg , Joseph Tabrikian

This letter aims at deriving a Semiparametric Slepian-Bangs (SSB) formula for Complex Elliptically Symmetric (CES) distributed data vectors. The Semiparametric Cram\'{e}r-Rao Bound (SCRB), related to the proposed SSB formula, provides a…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Stefano Fortunati , Abdelhak M. Zoubir , Fulvio Gini , Maria S. Greco

This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…

Information Theory · Computer Science 2015-06-17 Salvatore Talarico , Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

Ongoing demand for radio spectrum by commercial wireless services has steadily increased pressure on the frequency bands traditionally reserved for radar. This paper addresses the joint problem of designing non-contiguous radar transmission…

Signal Processing · Electrical Eng. & Systems 2026-05-29 Gordon Ariho , Hara Madhav Talasila , James M. Stiles , Peng Seng Tan

Meta-backscatter system that utilizes meta-material sensors is a promising enabler for future environmental sensing, offering distinct advantages such as low cost, zero-power consumption, and robustness. Specifically, the electromagnetic…

Signal Processing · Electrical Eng. & Systems 2026-04-14 Mengyuan Cao , Xu Liu , Hongliang Zhang

Velocity estimation is a cornerstone of the recently introduced near-field predictive beamforming. This paper derives the Cramer-Rao bounds (CRBs) for joint radial and transverse velocity estimation within a predictive beamforming framework…

Signal Processing · Electrical Eng. & Systems 2026-05-19 Khalid A. Alshumayri , Mudassir Masood , Ali. A. Nasir

We consider the problem of sparse channel estimation in massive multiple-input multiple-output systems. In this context, we propose an enhanced version of the sparse Bayesian learning (SBL) framework, referred to as enhanced SBL (E-SBL),…

Signal Processing · Electrical Eng. & Systems 2025-01-15 Arttu Arjas , Italo Atzeni

A Cramer-Rao bound (CRB) for semi-blind channel estimators in redundant block transmission systems is derived. The derived CRB is valid for any system adopting a full-rank linear redundant precoder, including the popular cyclic-prefixed…

Information Theory · Computer Science 2012-09-20 Yen-Huan Li , Borching Su , Ping-Cheng Yeh

We revisit the problem of computing submatrices of the Cram\'er-Rao bound (CRB), which lower bounds the variance of any unbiased estimator of a vector parameter $\vth$. We explore iterative methods that avoid direct inversion of the Fisher…

Information Theory · Computer Science 2015-06-04 Paul Tune

This paper presents Cram\'er-Rao Lower Bound (CRLB) for the complex-valued Blind Source Extraction (BSE) problem based on the assumption that the target signal is independent of the other signals. Two instantaneous mixing models are…

Statistics Theory · Mathematics 2020-10-28 Václav Kautský , Zbyněk Koldovský , Petr Tichavský , Vicente Zarzoso