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In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to…

Information Theory · Computer Science 2012-10-15 Rodrigo Cabral Farias , Jean-Marc Brossier

Bounding the optimal precision in parameter estimation tasks is of central importance for technological applications. In the regime of a small number of measurements, or that of low signal-to-noise ratios, the meaning of common frequentist…

Quantum Physics · Physics 2024-02-23 Valentin Gebhart , Manuel Gessner , Augusto Smerzi

The classical Cram\'er-Rao inequality gives a lower bound for the variance of a unbiased estimator of an unknown parameter, in some statistical model of a random process. In this note we rewrite the statment and proof of the bound using…

Other Statistics · Statistics 2017-10-27 Anthony D. Blaom

In nonlinear deterministic parameter estimation, the maximum likelihood estimator (MLE) is unable to attain the Cramer-Rao lower bound at low and medium signal-to-noise ratios (SNR) due the threshold and ambiguity phenomena. In order to…

Applications · Statistics 2015-06-19 Achraf Mallat , Sinan Gezici , Davide Dardari , Christophe Craeye , Luc Vandendorpe

In a MIMO radar network the multiple transmit elements may emit waveforms that differ on power and bandwidth. In this paper, we are asking, given that these two resources are limited, what is the optimal power, optimal bandwidth and optimal…

Information Theory · Computer Science 2023-07-19 Nil Garcia , Alexander M. Haimovich , Martial Coulon , Marco Lops

The quantum Cram\'er-Rao (QCR) bound sets the ultimate local precision limit for unbiased multiparameter estimation. Yet, unlike in the single-parameter case, its saturability is not generally guaranteed and is often assessed through…

Quantum Physics · Physics 2026-02-13 Satoya Imai , Jing Yang , Luca Pezzè

Quantum sensors hold considerable promise for precision measurement, yet their capabilities are inherently constrained by environmental noise. A fundamental task in quantum sensing is determining the precision limit of noisy sensor devices.…

Quantum Physics · Physics 2026-04-14 Dayou Yang , Moulik Ketkar , Koenraad Audenaert , Susana F. Huelga , Martin B. Plenio

We consider the task of multiple parameter estimation in the presence of strong correlated noise with a network of distributed sensors. We study how to find and improve noise-insensitive strategies. We show that sequentially probing GHZ…

Quantum Physics · Physics 2024-07-02 Arne Hamann , Pavel Sekatski , Wolfgang Dür

The problem of distributed estimation of a parametric physical field is stated as a maximum likelihood estimation problem. Sensor observations are distorted by additive white Gaussian noise. Prior to data transmission, each sensor quantizes…

Information Theory · Computer Science 2012-09-21 Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

This paper addresses the estimation of uncertain distributed diffusion coefficients in elliptic systems based on noisy measurements of the model output. We formulate the parameter identification problem as an infinite dimensional…

Optimization and Control · Mathematics 2015-06-11 Jeff Borggaard , Hans-Werner van Wyk

We study the diversity of complex spatio-temporal patterns of random synchronous asymmetric neural networks (RSANNs). Specifically, we investigate the impact of noisy thresholds on network performance and find that there is a narrow and…

Disordered Systems and Neural Networks · Physics 2007-05-23 Henrik Bohr , Patrick McGuire , Chris Pershing , Johann Rafelski

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2017-02-08 Olivier Pinel , Pu Jian , Claude Fabre , Nicolas Treps , Daniel Braun

We calculate the quantum Cram\'er--Rao bound for the sensitivity with which one or several parameters, encoded in a general single-mode Gaussian state, can be estimated. This includes in particular the interesting case of mixed Gaussian…

Quantum Physics · Physics 2015-06-16 O. Pinel , P. Jian , N. Treps , C. Fabre , and D. Braun

Quantum estimation theory provides optimal observations for various estimation problems for unknown parameters in the state of the system under investigation. However, the theory has been developed under the assumption that every observable…

Quantum Physics · Physics 2009-11-10 M. Hotta , M. Ozawa

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)…

Signal Processing · Electrical Eng. & Systems 2022-04-22 Xin Liang , Yi Jiang

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

Information Theory · Computer Science 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…

Recently, a Wasserstein analogue of the Cramer--Rao inequality has been developed using the Wasserstein information matrix (Otto metric). This inequality provides a lower bound on the Wasserstein variance of an estimator, which quantifies…

Statistics Theory · Mathematics 2025-08-26 Hayato Nishimori , Takeru Matsuda

The Cram\'er-Rao bound serves as a crucial lower limit for the mean squared error of an estimator in frequentist parameter estimation. Paradoxically, it requires highly accurate prior knowledge of the estimated parameter for constructing…

Quantum Physics · Physics 2025-04-21 Javier Navarro , Ricard Ravell Rodríguez , Mikel Sanz