Related papers: Determining the Number of Sinusoids Measured with …

We review the methods of constructing confidence intervals that account for a priori information about one-sided constraints on the parameter being estimated. We show that the so-called method of sensitivity limit yields a correct solution…

In this paper we suggest a new algorithm for determination of signal-to-noise ratio (SNR). SNR is a quantitative measure widely used in science and engineering. Generally, methods for determination of SNR are based on using of…

We present a maximum-likelihood method for parameter estimation in terahertz time-domain spectroscopy. We derive the likelihood function for a parameterized frequency response function, given a pair of time-domain waveforms with known…

We propose a multi-tone decomposition algorithm that can find the frequencies, amplitudes and phases of the fundamental sinusoids in a noisy observation sequence. Under independent identically distributed Gaussian noise, our method utilizes…

The amount of information available in spectro-polarimetric data is estimated. To this end, the intrinsic dimensionality of the data is inferred with the aid of a recently derived estimator based on nearest-neighbor considerations and…

In multiple testing scenarios, typically the sign of a parameter is inferred when its estimate exceeds some significance threshold in absolute value. Typically, the significance threshold is chosen to control the experimentwise type I error…

A complex-valued signal is improper if it is correlated with its complex conjugate. The dimension of the improper signal subspace, i.e., the number of improper components in a complex-valued measurement, is an important parameter and is…

Quantum parameter estimation offers solid conceptual grounds for the design of sensors enjoying quantum advantage. This is realised not only by means of hardware supporting and exploiting quantum properties, but data analysis has its impact…

For decades researchers have studied the On/Off counting problem, where a measured rate consists of two parts. One due to a signal process and another due to a background process, of which both magnitudes are unknown. While most frequentist…

An estimation method is presented for polynomial phase signals, i.e., those adopting the form of a complex exponential whose phase is polynomial in its indices. Transcending the scope of existing techniques, the proposed estimator can…

We describe a statistical hypothesis test for the presence of a signal based on the likelihood ratio statistic. We derive the test for a special case of interest. We study extensions of the test to cases where there are multiple channels…

Many quantum algorithms contain an important subroutine, the quantum amplitude estimation. As the name implies, this is essentially the parameter estimation problem and thus can be handled via the established statistical estimation theory.…

We consider the problem of subspace estimation in situations where the number of available snapshots and the observation dimension are comparable in magnitude. In this context, traditional subspace methods tend to fail because the…

This paper considers a sequential estimation and sensor scheduling problem in the presence of multiple communication channels. As opposed to the classical remote estimation problem that involves one perfect (noiseless) channel and one…

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…

Using mathematical models to assist in the interpretation of experiments is becoming increasingly important in research across applied mathematics, and in particular in biology and ecology. In this context, accurate parameter estimation is…

A subthreshold signal is transmitted through a channel and may be detected when some noise -- with known structure and proportional to some level -- is added to the data. There is an optimal noise level, called stochastic resonance, that…

In this paper, a fast amplitude detection method for the single or three-phase unbalanced sinusoidal is reported. The proposed method is a method of the amplitude detection for a single phase or three phase unbalanced sinusoidal signal,…

We discuss a new method for setting limits on small signals in the presence of background noise. The method is based on a combination of a two dimensional confidence region and the large sample approximation to the likelihood ratio test…

Practical or scientific considerations often lead to selecting a subset of parameters as ``important.'' Inferences about those parameters often are based on the same data used to select them in the first place. That can make the reported…