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This paper develops an asymptotically efficient recursive identification algorithm for autoregressive systems with exogenous inputs under one-bit communications. In particular, the proposed method asymptotically achieves the Cramer-Rao…

Optimization and Control · Mathematics 2026-03-13 Xingrui Liu , Jieming Ke , Mingjie Shao , Yanlong Zhao

The Bayesian Cram\'er-Rao bound (CRB) provides a lower bound on the mean square error of any Bayesian estimator under mild regularity conditions. It can be used to benchmark the performance of statistical estimators, and provides a…

Machine Learning · Statistics 2024-09-09 Evan Scope Crafts , Xianyang Zhang , Bo Zhao

This paper focuses on radar waveform optimization for minimizing the Cram\'er-Rao bound (CRB) in a multiple-input multiple-output (MIMO) radar system. In contrast to conventional approaches relying on semi-definite programming (SDP) and…

Signal Processing · Electrical Eng. & Systems 2024-09-20 Xiaohua Zhou , Xu Du , Yijie Mao

The posterior Cram\'er-Rao lower bound (PCRLB) derived in Tichavsk\'y et al., 1998, provides a bound on the mean square error (MSE) obtained with any non-linear state filter. Computing the PCRLB involves solving complex, multi-dimensional…

Computation · Statistics 2013-07-15 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

In this paper, we consider a multiple-input multiple-output (MIMO) radar system for localizing a target based on its reflected echo signals. Specifically, we aim to estimate the random and unknown angle information of the target, by…

Information Theory · Computer Science 2023-05-16 Chan Xu , Shuowen Zhang

The Cram\'er-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the…

Machine Learning · Computer Science 2022-10-11 Hai Victor Habi , Hagit Messer , Yoram Bresler

A Cram\'er-Rao bound (CRB) optimization framework for near-field sensing (NISE) with continuous-aperture arrays (CAPAs) is proposed. In contrast to conventional spatially discrete arrays (SPDAs), CAPAs emit electromagnetic (EM) probing…

Signal Processing · Electrical Eng. & Systems 2025-10-13 Hao Jiang , Zhaolin Wang , Yuanwei Liu , Arumugam Nallanathan

We extend the traditional framework for estimating subspace bases that maximize the preserved signal energy to additionally preserve the Cram\'er-Rao bound (CRB) of the biophysical parameters and, ultimately, improve accuracy and precision…

Medical Physics · Physics 2025-10-28 Andrew Mao , Sebastian Flassbeck , Cem Gultekin , Jakob Assländer

Mixed-resolution architectures, combining high-resolution (analog) data with coarsely quantized (e.g., 1-bit) data, are widely employed in emerging communication and radar systems to reduce hardware costs and power consumption. However, the…

Signal Processing · Electrical Eng. & Systems 2025-08-29 Yaniv Mazor , Tirza Routtenberg

The goal of this paper is to characterize the best achievable performance for the problem of estimating an unknown parameter having a sparse representation. Specifically, we consider the setting in which a sparsely representable…

Statistics Theory · Mathematics 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

To achieve the joint active and passive beamforming gains in the reconfigurable intelligent surface assisted millimeter wave system, the reflected cascade channel needs to be accurately estimated. Many strategies have been proposed in the…

Information Theory · Computer Science 2021-09-22 Yiming Liu , Erwu Liu , Rui Wang , Zhu Han , Binyu Lu

This paper presents a distributed estimator for a deterministic parametric physical field sensed by a homogeneous sensor network and develops a new transformed expression for the Cramer-Rao lower bound (CRLB) on the variance of distributed…

Information Theory · Computer Science 2015-06-17 Salvatore Talarico , Natalia A. Schmid , Marwan Alkhweldi , Matthew C. Valenti

This paper deals with the problem of remote estimation of the state of a discrete-time stochastic linear system observed by a sensor with computational capacity to calculate local estimates. We design an event-triggered communication (ETC)…

Systems and Control · Electrical Eng. & Systems 2023-09-18 Xiaolei Bian , Huimin Chen , X. Rong Li

In the last two decades, several methods based on sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) have been proposed for Bayesian identification of stochastic non-linear state-space models (SSMs). It is well known that the…

Applications · Statistics 2013-07-25 Aditya Tulsyan , Biao Huang , R. Bhushan Gopaluni , J. Fraser Forbes

This chapter aspires to glean some of the recent advances in power system state estimation (PSSE), though our collection is not exhaustive by any means. The Cram{\'e}r-Rao bound, a lower bound on the (co)variance of any unbiased estimator,…

Systems and Control · Computer Science 2017-08-15 Vassilis Kekatos , Gang Wang , Hao Zhu , Georgios B. Giannakis

Motivated by the need to secure cyber-physical systems against attacks, we consider the problem of estimating the state of a noisy linear dynamical system when a subset of sensors is arbitrarily corrupted by an adversary. We propose a…

Optimization and Control · Mathematics 2015-04-24 Shaunak Mishra , Yasser Shoukry , Nikhil Karamchandani , Suhas Diggavi , Paulo Tabuada

This paper presents Cram\'er-Rao Lower Bound (CRLB) for the complex-valued Blind Source Extraction (BSE) problem based on the assumption that the target signal is independent of the other signals. Two instantaneous mixing models are…

Statistics Theory · Mathematics 2020-10-28 Václav Kautský , Zbyněk Koldovský , Petr Tichavský , Vicente Zarzoso

Traditional approaches to differential privacy assume a fixed privacy requirement $\epsilon$ for a computation, and attempt to maximize the accuracy of the computation subject to the privacy constraint. As differential privacy is…

Machine Learning · Computer Science 2017-06-01 Katrina Ligett , Seth Neel , Aaron Roth , Bo Waggoner , Z. Steven Wu

This paper derives a novel pilot-aided phase and channel estimation algorithm for multiple-input multiple-output (MIMO) systems with phase noise and quasi-static channel fading. Our novel approach allows, for the first time, carrier phase…

Signal Processing · Electrical Eng. & Systems 2021-12-07 Yiming Li , Zhouyi Hu , Andrew Ellis

Channel state information (CSI) is of vital importance in wireless communication systems. Existing CSI acquisition methods usually rely on pilot transmissions, and geographically separated base stations (BSs) with non-correlated CSI need to…

Information Theory · Computer Science 2018-12-05 Zhiyuan Jiang , Ziyan He , Sheng Chen , Andreas F. Molisch , Sheng Zhou , Zhisheng Niu
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