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In this paper, we deal with the problem of calibrating thresholding rules in the setting of Poisson intensity estimation. By using sharp concentration inequalities, oracle inequalities are derived and we establish the optimality of our…

Statistics Theory · Mathematics 2009-04-08 Patricia Reynaud-Bouret , Vincent Rivoirard

In many industrial applications, signals with short periodic pulses, caused by repeated steps in the manufacturing process, are present, and their fundamental frequency or period may be of interest. Fundamental frequency estimation is in…

In this study, we generalize a problem of sampling a scalar Gauss Markov Process, namely, the Ornstein-Uhlenbeck (OU) process, where the samples are sent to a remote estimator and the estimator makes a causal estimate of the observed…

Information Theory · Computer Science 2022-02-14 Tasmeen Zaman Ornee , Yin Sun

We seek to characterize the estimation performance of a sensor network where the individual sensors exhibit the phenomenon of drift, i.e., a gradual change of the bias. Though estimation in the presence of random errors has been extensively…

Information Theory · Computer Science 2012-06-19 Swarnendu Kar , Pramod K. Varshney , Marimuthu Palaniswami

For nonparametric regression with one-sided errors and a boundary curve model for Poisson point processes we consider the problem of efficient estimation for linear functionals. The minimax optimal rate is obtained by an unbiased estimation…

Statistics Theory · Mathematics 2015-09-25 Markus Reiß , Leonie Selk

For modelling geophysical systems, large-scale processes are described through a set of coarse-grained dynamical equations while small-scale processes are represented via parameterizations. This work proposes a method for identifying the…

Atmospheric and Oceanic Physics · Physics 2018-08-01 Manuel Pulido , Pierre Tandeo , Marc Bocquet , Alberto Carrassi , Magdalena Lucini

In this work, we present the misspecified Gaussian Cram\'er-Rao lower bound for the parameters of a harmonic signal, or pitch, when signal measurements are collected from an almost, but not quite, harmonic model. For the asymptotic case of…

Signal Processing · Electrical Eng. & Systems 2019-10-29 Filip Elvander , Jie Ding , Andreas Jakobsson

The problem of estimating the $\mathcal{H}_\infty$-norm of an LTI system from noisy input/output measurements has attracted recent attention as an alternative to parameter identification for bounding unmodeled dynamics in robust control. In…

Optimization and Control · Mathematics 2018-10-01 Stephen Tu , Ross Boczar , Benjamin Recht

In this work we demonstrate the use of neural networks for rapid extraction of signal parameters of discretely sampled signals. In particular, we use dense autoencoder networks to extract the parameters of interest from exponentially…

Signal Processing · Electrical Eng. & Systems 2021-06-30 Jim C. Visschers , Dmitry Budker , Lykourgos Bougas

Parameter estimation in logistic regression is a well-studied problem with the Newton-Raphson method being one of the most prominent optimization techniques used in practice. A number of monotone optimization methods including…

Computation · Statistics 2023-04-11 Nicholas C. Henderson , Zhongzhe Ouyang

Extreme-mass-ratio inspiral (EMRI) signals pose significant challenges in gravitational wave (GW) astronomy owing to their low-frequency nature and highly complex waveforms, which occupy a high-dimensional parameter space with numerous…

The notion of low-noise channels was recently proposed and analyzed in detail in order to describe noise-processes driven by environment [M. Hotta, T. Karasawa and M. Ozawa, Phys. Rev. A72, 052334 (2005)]. An estimation theory of low-noise…

Quantum Physics · Physics 2009-11-13 M. Hotta , T. Karasawa , M. Ozawa

We consider a class of systems with time-varying parameters, which are written as linear regressions with bounded disturbances. The task is to estimate such parameters under the condition that the regressor is finitely exciting (FE).…

Systems and Control · Electrical Eng. & Systems 2021-11-24 Anton Glushchenko , Konstantin Lastochkin

This letter studies the low-complexity channel estimation for orthogonal time frequency space (OTFS) in the presence of hardware impairments. Firstly, to tackle the computational complexity of channel estimation, the basis expansion model…

Signal Processing · Electrical Eng. & Systems 2025-02-07 Haowei Wu , Huanyu Chen , Qihao Peng , Qu Luo , Jinglan Ou

This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Xiaohua Zhou , Xu Du , Yijie Mao

Hard-threshold estimators are popular in signal processing applications. We provide a detailed study of using hard-threshold estimators for estimating an unknown deterministic signal when additive white Gaussian noise corrupts observations.…

Statistics Theory · Mathematics 2008-01-24 Baris I. Erkmen , Vivek K. Goyal

Impulsive noise (IN) commonly generated by power devices can severely degrade the performance of high sensitivity wireless receivers. Accurate channel state information (CSI) knowledge is essential for designing optimal maximum a posteriori…

Signal Processing · Electrical Eng. & Systems 2025-10-03 Chin-Hung Chen , Ivana Nikoloska , Wim van Houtum , Yan Wu , Boris Karanov , Alex Alvarado

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

This paper proposes a recursive interval-valued estimation framework for identifying the parameters of linearly parameterized systems which may be slowly time-varying. It is assumed that the model error (which may consist in measurement…

Systems and Control · Electrical Eng. & Systems 2022-06-22 Laurent Bako , Seydi Ndiaye , Eric Blanco

Quantum state estimation is a fundamental task in quantum information theory, where one estimates real parameters continuously embedded in a family of quantum states. In the theory of quantum state estimation, the widely used Cram\'er Rao…

Quantum Physics · Physics 2025-07-23 Masahito Hayashi , Yingkai Ouyang