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We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double sparsity. The estimation method is maximum likelihood,…

Methodology · Statistics 2021-08-17 Shev Macnamara , Erik Schlögl , Zdravko I. Botev

In this paper we introduce a novel method for linear system identification with quantized output data. We model the impulse response as a zero-mean Gaussian process whose covariance (kernel) is given by the recently proposed stable spline…

Systems and Control · Computer Science 2017-06-21 Giulio Bottegal , Håkan Hjalmarsson , Gianluigi Pillonetto

We consider an integrated sensing and communication (ISAC) system with a single communication user and multiple targets. For the communication functionality, the achievable rate is employed as the performance metric, while for sensing, we…

Signal Processing · Electrical Eng. & Systems 2024-10-18 Michail Palaiologos , Mario H. Castãneda García , Tobias Laas , Richard A. Stirling-Gallacher , Giuseppe Caire

Many multichannel systems use a linear filter to retrieve a signal of interest corrupted by noise whose statistics are partly unknown. The optimal filter in Gaussian noise requires knowledge of the noise covariance matrix $\Sigma$ and in…

Signal Processing · Electrical Eng. & Systems 2021-08-30 Olivier Besson

We consider a modification of the covariance function in Gaussian processes to correctly account for known linear constraints. By modelling the target function as a transformation of an underlying function, the constraints are explicitly…

Machine Learning · Statistics 2017-09-20 Carl Jidling , Niklas Wahlström , Adrian Wills , Thomas B. Schön

Interference during the uplink training phase significantly deteriorates the performance of a massive MIMO system. The impact of the interference can be reduced by exploiting second order statistics of the channel vectors, e.g., to obtain…

Information Theory · Computer Science 2018-05-23 David Neumann , Michael Joham , Wolfgang Utschick

We consider the problem of estimating an input signal from noisy measurements in both parallel scalar Gaussian channels and linear mixing systems. The performance of the estimation process is quantified by the $\ell_\infty$ norm error…

Information Theory · Computer Science 2013-04-23 Jin Tan , Dror Baron , Liyi Dai

This paper considers massive access in massive multiple-input multiple-output (MIMO) systems and proposes an adaptive active user detection and channel estimation scheme based on compressive sensing. By exploiting the sporadic traffic of…

Signal Processing · Electrical Eng. & Systems 2020-08-04 Malong Ke , Zhen Gao , Yongpeng Wu , Xiqi Gao , Robert Schober

We propose a robust and efficient approach to the problem of compressive phase retrieval in which the goal is to reconstruct a sparse vector from the magnitude of a number of its linear measurements. The proposed framework relies on…

Information Theory · Computer Science 2015-10-28 Sohail Bahmani , Justin Romberg

We study the optimality of linear precoding for the two-receiver multiple-input multiple-output (MIMO) Gaussian broadcast channel (BC) with confidential messages. Secret dirty-paper coding (SDPC) is optimal under an input covariance…

Information Theory · Computer Science 2013-04-18 Ali Fakoorian andA. Lee Swindlehurst

This paper investigates multi-target detection in an integrated sensing and communication (ISAC) system within a cell-free massive MIMO (CF-mMIMO) framework. We adopt a user-centric approach for communication user equipments (UEs) and a…

Signal Processing · Electrical Eng. & Systems 2025-07-24 Zinat Behdad , Ozlem Tugfe Demir , Ki Won Sung , Cicek Cavdar

The knowledge of channel statistics can be very helpful in making sound opportunistic spectrum access decisions. It is therefore desirable to be able to efficiently and accurately estimate channel statistics. In this paper we study the…

Information Theory · Computer Science 2015-03-17 Quanquan Liang , Mingyan Liu

The focus of this research is sensor applications including radar and sonar. Optimal sensing means achieving the best signal quality with the least time and energy cost, which allows processing more data. This paper presents novel work by…

Signal Processing · Electrical Eng. & Systems 2021-07-06 Abdulaziz M. Alqarni , Thomas G. Robertazzi

We introduce a new method for two-sample testing of high-dimensional linear regression coefficients without assuming that those coefficients are individually estimable. The procedure works by first projecting the matrices of covariates and…

Statistics Theory · Mathematics 2023-05-11 Fengnan Gao , Tengyao Wang

We consider a graphical model where a multivariate normal vector is associated with each node of the underlying graph and estimate the graphical structure. We minimize a loss function obtained by regressing the vector at each node on those…

Machine Learning · Statistics 2017-09-19 Xingqi Du , Subhashis Ghosal

The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…

Information Theory · Computer Science 2016-11-17 Ronit Bustin , Miquel Payaro , Daniel Palomar , Shlomo Shamai

To determine the optimal set of hyperparameters of a Gaussian process based on a large number of training data, both a linear system and a trace estimation problem must be solved. In this paper, we focus on establishing numerical methods…

Optimization and Control · Mathematics 2023-12-27 Josie König , Max Pfeffer , Martin Stoll

We consider linear time-varying channels with additive white Gaussian noise. For a large class of such channels we derive rigorous estimates of the eigenvalues of the correlation matrix of the effective channel in terms of the sampled…

Information Theory · Computer Science 2016-11-17 Brendan Farrell , Thomas Strohmer

In this paper, the linear Gaussian relay problem is considered. Under the linear time-invariant (LTI) model the problem is formulated in the frequency domain based on the Toeplitz distribution theorem. Under the further assumption of…

Information Theory · Computer Science 2015-05-30 Cheulsoon Kim , Youngchul Sung , Yong H. Lee

A Gaussian multiple-input single-output (MISO) wiretap channel model is considered, where there exists a transmitter equipped with multiple antennas, a legitimate receiver and an eavesdropper each equipped with a single antenna. We study…

Information Theory · Computer Science 2010-03-12 Jiangyuan Li , Athina P. Petropulu
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