Related papers: Information Measures, Inequalities and Performance…
We investigate the problem of representing information measures in terms of the moments of the underlying random variables. First, we derive polynomial approximations of the conditional expectation operator. We then apply these…
Mathematical models of real life phenomena are highly nonlinear involving multiple parameters and often exhibiting complex dynamics. Experimental data sets are typically small and noisy, rendering estimation of parameters from such data…
One of the basic tenets in information theory, the data processing inequality states that output divergence does not exceed the input divergence for any channel. For channels without input constraints, various estimates on the amount of…
We consider the problem of parameter estimation, based on noisy chaotic signals, from the viewpoint of twisted modulation for waveform communication. In particular, we study communication systems where the parameter to be estimated is…
The problem of determining the intrinsic quality of a signal processing system with respect to the inference of an unknown deterministic parameter $\theta$ is considered. While the Fisher information measure $F(\theta)$ forms a classical…
Estimation of multiple parameters in an unknown Hamiltonian is investigated. We present upper and lower bounds on the time required to complete the estimation within a prescribed tolerance $\delta$. The lower bound is given on the basis of…
We investigate the connection between the time-evolution of averages of stochastic quantities and the Fisher information and its induced statistical length. As a consequence of the Cramer-Rao bound, we find that the rate of change of the…
A problem of online estimation of unknown parameters is considered for a linear regression equation, which is affected by an additive perturbation that can be caused by measurement noise (that corrupts regressor and regressand), as well as…
Autonomous platforms require accurate positioning to complete their tasks. To this end, a Kalman filter-based algorithms, such as the extended Kalman filter or invariant Kalman filter, utilizing inertial and external sensor fusion are…
The quantum Fisher information constrains the achievable precision in parameter estimation via the quantum Cram\'er-Rao bound, which has attracted much attention in Hermitian systems since the 60s of the last century. However, less…
We consider entanglement-assisted frequency estimation by Ramsey interferometry, in the presence of dephasing noise from spatiotemporally correlated environments.By working in the widely employed local estimation regime, we show that even…
We introduce a novel approach to error correction decoding in the presence of additive alpha-stable noise, which serves as a model of interference-limited wireless systems. In the absence of modifications to decoding algorithms, treating…
New problems arise when the standard theory of joint detection and estimation is applied to a set of signals drawn from a continuous family; decision thresholds must be determined as a function of the continuous parameter x characterizing…
This paper investigates the asymptotic behaviors of time-harmonic acoustic waves generated by an incident wave illuminating inhomogeneous medium inclusions with high-contrast material parameters. We derive sharp asymptotic estimates and…
Entropy comparison inequalities are obtained for the differential entropy $h(X+Y)$ of the sum of two independent random vectors $X,Y$, when one is replaced by a Gaussian. For identically distributed random vectors $X,Y$, these are closely…
Generative models that maximize model likelihood have gained traction in many practical settings. Among them, perturbation based approaches underpin many strong likelihood estimation models, yet they often face slow convergence and limited…
Additive asynchronous and cyclostationary impulsive noise limits communication performance in OFDM powerline communication (PLC) systems. Conventional OFDM receivers assume additive white Gaussian noise and hence experience degradation in…
We consider the problem of detecting a burst signal of unknown shape. We introduce a statistic which generalizes the excess power statistic proposed by Flanagan and Hughes and extended by Anderson et al. The statistic we propose is shown to…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
Quantum metrology promises precision beyond classical limits, yet environmental noise typically degrades the quantum resources required for such enhancement. In this work, we investigate frequency estimation in noisy continuous-variable…