Related papers: Estimators and Performance Bounds for Short Period…
In this work, we present the misspecified Gaussian Cram\'er-Rao lower bound for the parameters of a harmonic signal, or pitch, when signal measurements are collected from an almost, but not quite, harmonic model. For the asymptotic case of…
We provide a comprehensive set of new results on the impact of mis-specifying the short run dynamics in fractionally integrated processes. We show that four alternative parametric estimators - frequency domain maximum likelihood, Whittle,…
Signals comprised of a stream of short pulses appear in many applications including bio-imaging and radar. The recent finite rate of innovation framework, has paved the way to low rate sampling of such pulses by noticing that only a small…
The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…
In this work, we consider the modeling of signals that are almost, but not quite, harmonic, i.e., composed of sinusoids whose frequencies are close to being integer multiples of a common frequency. Typically, in applications, such signals…
Multisine excitations are widely used for identifying multi-input multi-output systems due to their periodicity, data compression properties, and control over the input spectrum. Despite their popularity, the finite sample statistical…
In this paper, two types of linear estimators are considered for three related estimation problems involving set-theoretic uncertainty pertaining to $\mathcal{H}_{2}$ and $\mathcal{H}_{\infty}$ balls of frequency-responses. The problems at…
Millisecond and binary pulsars are the most stable natural frequency standards which admits to introduce modified versions of universal and ephemeris time scales based correspondingly on the intrinsic rotation of pulsar and on its orbital…
Chirp signals are quite common in many natural and man-made systems like audio signals, sonar, radar etc. Estimation of the unknown parameters of a signal is a fundamental problem in statistical signal processing. Recently, Kundu and Nandi…
Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…
Random sampling is an essential tool in the processing and transmission of data. It is used to summarize data too large to store or manipulate and meet resource constraints on bandwidth or battery power. Estimators that are applied to the…
Bounding the optimal precision in parameter estimation tasks is of central importance for technological applications. In the regime of a small number of measurements, or that of low signal-to-noise ratios, the meaning of common frequentist…
In this paper, we consider the estimation of the unknown parameters of the multiple chirp signal model in presence of additive error. The chirp signals are quite common in many areas of science and engineering, specially sonar, radar, audio…
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 sparse signal processing literature often uses random sensing matrices to obtain performance guarantees. Unfortunately, in the real world, sensing matrices do not always come from random processes. It is therefore desirable to evaluate…
The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…
Inferring information from a set of acquired data is the main objective of any signal processing (SP) method. In particular, the common problem of estimating the value of a vector of parameters from a set of noisy measurements is at the…
This paper considers a sequential estimation and sensor scheduling problem with one sensor and one estimator. The sensor makes sequential observations about the state of an underlying memoryless stochastic process, and makes a decision as…
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…
Pulsar timing is used for a variety of applications including tests of fundamental physics, probing the structure of neutron stars, and detecting nanohertz gravitational waves. Development of robust methods and generation of high-quality…