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This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…
The large-system performance of MAP estimation is studied considering a general distortion function when the observation vector is received through a linear system with additive white Gaussian noise. The analysis considers the system matrix…
Pairwise comparisons are widely used in decision analysis, preference modeling, and evaluation problems. In many practical situations, the observed comparison matrix is not reciprocal. This lack of reciprocity is often treated as a defect…
A novel single-frame quaternion estimator processing two vector observations is introduced. The singular cases are examined, and appropriate rotational solutions are provided. Additionally, an alternative method involving sequential…
For recursive circular filtering based on circular statistics, we introduce a general framework for estimation of a circular state based on different circular distributions, specifically the wrapped normal distribution and the von Mises…
Nonparametric estimators of a regression function with circular response and Rd-valued predictor are considered in this work. Local polynomial type estimators are proposed and studied. Expressions for their asymptotic biases and variances…
The inference of a large symmetric signal-matrix $\mathbf{S} \in \mathbb{R}^{N\times N}$ corrupted by additive Gaussian noise, is considered for two regimes of growth of the rank $M$ as a function of $N$. For sub-linear ranks…
Most detection algorithms in spatial modulation (SM) are formulated as linear regression via the regularized least-squares (RLS) method. In this method, the transmit signal is estimated by minimizing the residual sum of squares penalized…
Estimating unknown rotations from noisy measurements is an important step in SfM and other 3D vision tasks. Typically, local optimization methods susceptible to returning suboptimal local minima are used to solve the rotation averaging…
We address the problem of estimating a random vector X from two sets of measurements Y and Z, such that the estimator is linear in Y. We show that the partially linear minimum mean squared error (PLMMSE) estimator does not require knowing…
In this article we provide some nonnegative and positive estimators of the mean squared errors(MSEs) for shrinkage estimators of multivariate normal means. Proposed estimators are shown to improve on the uniformly minimum variance unbiased…
In this paper is proposed a novel incremental iterative Gauss-Newton-Markov-Kalman filter method for state estimation of dynamic models given noisy measurements. The mathematical formulation of the proposed filter is based on the…
In this paper, we consider a compressed sensing problem of reconstructing a sparse signal from an undersampled set of noisy linear measurements. The regularized least squares or least absolute shrinkage and selection operator (LASSO)…
The problem of estimating a complex measure made up by a linear combination of Dirac distributions centered on points of the complex plane from a finite number of its complex moments affected by additive i.i.d. Gaussian noise is considered.…
The Quadratic Maximum Likelihood estimator can be used to reconstruct the Cosmic Microwave Background (CMB) power spectra with minimal error bars. Still, it requires an accurate estimate of the datasets noise covariance matrix in order to…
Using state-space representation, mobile object positioning problems can be described as dynamic systems, with the state representing the unknown location and the observations being the information gathered from the location sensors. For…
This paper proposes a novel Bayesian reciprocity calibration method that consistently ensures uplink and downlink channel reciprocity in repeater-assisted multiple-input multiple-output (MIMO) systems. The proposed algorithm is formulated…
Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…
This paper describes recursive algorithms for state estimation of linear dynamical systems when measurements are noisy with unknown bias and/or outliers. For situations with noisy and biased measurements, algorithms are proposed that…
This paper considers the fundamental limit of compressed sensing for i.i.d. signal distributions and i.i.d. Gaussian measurement matrices. Its main contribution is a rigorous characterization of the asymptotic mutual information (MI) and…