Related papers: Estimators and Performance Bounds for Short Period…
Achieving quantum-enhanced performances when measuring unknown quantities requires developing suitable methodologies for practical scenarios, that include noise and the availability of a limited amount of resources. Here, we report on the…
Power spectrum estimation is an important tool in many applications, such as the whitening of noise. The popular multitaper method enjoys significant success, but fails for short signals with few samples. We propose a statistical model…
The problem of estimating the $\mathcal{H}_\infty$-norm of an LTI system from noisy input/output measurements has attracted recent attention as an alternative to parameter identification for bounding unmodeled dynamics in robust control. In…
Gravitational-wave astronomers often wish to characterize the expected parameter-estimation accuracy of future observations. The Fisher matrix provides a lower bound on the spread of the maximum-likelihood estimator across noise…
The statistical problem of parameter estimation in partially observed hypoelliptic diffusion processes is naturally occurring in many applications. However, due to the noise structure, where the noise components of the different coordinates…
We consider the problem of parameter estimation by observations of inhomogeneous Poisson process. It is well-known that if the regularity conditions are fulfilled then the maximum likelihood and Bayesian estimators are consistent,…
Recent work has made it clear that the ``standard model'' of pulsar radio emission cannot be the full answer. Some fundamental assumptions about the magnetic field and plasma flow in the radio-loud region have been called into question by…
The sampling rate of input and output signals is known to play a critical role in the identification and control of dynamical systems. For slow-sampled continuous-time systems that do not satisfy the Nyquist-Shannon sampling condition for…
Parameter estimation in a class of heteroscedastic time series models is investigated. The existence of conditional least-squares and conditional likelihood estimators is proved. Their consistency and their asymptotic normality are…
Many speech and music analysis and processing schemes rely on an estimate of the fundamental frequency $f_0$ of periodic signal components. Most established schemes apply rather unspecific signal models such as sinusoidal models to the…
We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian $\alpha$-stable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the…
Radio emission from pulsars is known to exhibit a diverse range of emission phenomena, among which nulling, where the emission becomes temporarily undetectable, is an intriguing one. Observations suggest nulling is prevalent in many…
The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic process. Estimates are based on observations of this process and…
For a high source activity experiment, such as HOLMES, non-constant baseline pulses could constitute a great fraction of the data-set. We test the optimal filter matrix technique, proposed to process these pulses, on simulated responses of…
Context: Several approaches to estimate frequency, phase and amplitude errors in time series analyses were reported in the literature, but they are either time consuming to compute, grossly overestimating the error, or are based on…
In this paper, we propose a modified Newton-Raphson algorithm to estimate the frequency parameter in the fundamental frequency model in presence of an additive stationary error. The proposed estimator is super efficient in nature in the…
This paper proposes novel spectrum sensing algorithms for cognitive radio networks. By assuming known transmitter pulse shaping filter, synchronous and asynchronous receiver scenarios have been considered. For each of these scenarios, the…
Pulsar Timing Arrays have yet to convincingly observe gravitational waves. Some time ago it was pointed out by one of the authors that a dramatic enhancement of the signal would take place for particular values of the angle subtended by the…
In this work we derive two computationally efficient frequentist detection statistics that can be used in searches for gravitational-wave bursts with memory in pulsar timing data. By maximizing the likelihood ratio in two different ways we…
The laws of quantum mechanics place fundamental limits on the accuracy of measurements and therefore on the estimation of unknown parameters of a quantum system. In this work, we prove lower bounds on the size of confidence regions reported…