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The problem of astrometry is revisited from the perspective of analyzing the attainability of well-known performance limits (the Cramer-Rao bound) for the estimation of the relative position of light-emitting (usually point-like) sources on…

天体物理仪器与方法 · 物理学 2018-09-05 Sebastian Espinosa , Jorge F. Silva , Rene A. Mendez , Rodrigo Lobos , Marcos Orchard

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.…

统计理论 · 数学 2018-10-16 Michael Krikheli , Amir Leshem

Context. The best precision that can be achieved to estimate the location of a stellar-like object is a topic of permanent interest in the astrometric community. Aims. We analyse bounds for the best position estimation of a stellar-like…

天体物理仪器与方法 · 物理学 2016-10-26 Alex Echeverria , Jorge F. Silva , Rene A. Mendez , Marcos Orchard

We study the least squares estimator in the residual variance estimation context. We show that the mean squared differences of paired observations are asymptotically normally distributed. We further establish that, by regressing the mean…

统计理论 · 数学 2013-12-12 Tiejun Tong , Yanyuan Ma , Yuedong Wang

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…

统计理论 · 数学 2009-09-29 Zvika Ben-Haim , Yonina C. Eldar

It is a standard criterium in statistics to define an optimal estimator the one with the minimum variance. Thus, the optimality is proved with inequality among variances of competing estimators. The inequalities, demonstrated here, disfavor…

统计理论 · 数学 2021-10-22 Gregorio Landi , Giovanni E. Landi

The minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…

信息论 · 计算机科学 2016-10-12 Luca Rugini , Paolo Banelli

In this paper we explore the maximum precision attainable in the location of a point source imaged by a pixel array detector in the presence of a background, as a function of the detector properties. For this we use a well-known result from…

天体物理仪器与方法 · 物理学 2015-06-15 Rene Mendez , Jorge Silva , Rodrigo Lobos

We consider the problem of estimating the distance, or range, between two locations by measuring the phase of multiple sinusoidal signals transmitted between the locations. Traditional estimators developed for optical interferometry include…

信息论 · 计算机科学 2016-09-21 Assad Akhlaq , Robby McKilliam , Ramanan Subramanian , Andre Pollok

In this article we study the asymptotic behaviour of the least square estimator in a linear regression model based on random observation instances. We provide mild assumptions on the moments and dependence structure on the randomly spaced…

统计理论 · 数学 2021-10-07 Karine Bertin , Soledad Torres , Lauri Viitasaari

In this paper we use the Cramer-Rao lower uncertainty bound to estimate the maximum precision that could be achieved on the joint simultaneous (or 2D) estimation of photometry and astrometry of a point source measured by a linear CCD…

天体物理仪器与方法 · 物理学 2015-06-22 Rene A. Mendez , Jorge F. Silva , Rodrigo Orsotica , Rodrigo Lobos

We develop a technique for establishing lower bounds on the sample complexity of Least Squares (or, Empirical Risk Minimization) for large classes of functions. As an application, we settle an open problem regarding optimality of Least…

统计理论 · 数学 2020-06-09 Gil Kur , Alexander Rakhlin , Adityanand Guntuboyina

A lower bound on the minimum mean-squared error (MSE) in a Bayesian estimation problem is proposed in this paper. This bound utilizes a well-known connection to the deterministic estimation setting. Using the prior distribution, the bias…

信息论 · 计算机科学 2009-05-27 Zvika Ben-Haim , Yonina C. Eldar

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…

统计理论 · 数学 2014-05-06 Piero Barone , Isabella Lari

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.…

信号处理 · 电气工程与系统科学 2017-11-01 Michael Krikheli , Amir Leshem

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…

应用统计 · 统计学 2018-04-05 Rhythm Grover , Debasis Kundu , Amit Mitra

This work provides a theoretical framework for the pose estimation problem using total least squares for vector observations from landmark features. First, the optimization framework is formulated with observation vectors extracted from…

机器人学 · 计算机科学 2021-12-15 Saeed Maleki , Yang Cheng , John Crassidis , Matthias Schmid

Purpose: To develop neural network (NN)-based quantitative MRI parameter estimators with minimal bias and a variance close to the Cram\'er-Rao bound. Theory and Methods: We generalize the mean squared error loss to control the bias and…

医学物理 · 物理学 2024-05-07 Andrew Mao , Sebastian Flassbeck , Jakob Assländer

Markov parameters play a key role in system identification. There exists many algorithms where these parameters are estimated using least-squares in a first, pre-processing, step, including subspace identification and multi-step…

系统与控制 · 电气工程与系统科学 2024-05-08 Jiabao He , Cristian R. Rojas , Håkan Hjalmarsson

The Cramer-Rao-Frechet inequality is reviewed specializing it to track fitting. A diffused opinion attributes to this inequality the limitation of the resolution of the track fits with the number N of observations. It turns out that this…

仪器与探测器 · 物理学 2021-10-22 Gregorio Landi , Giovanni E. Landi
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