Some results on the stochastic signal parameter estimation problem

The problem of finding maximum-likelihood estimates of the partially or completely unknown autocorrelation function of a zero-mean Gaussian stochastic signal corrupted by additive, white Gaussian noise is analyzed. It is shown that these estimates can be found by maximizing the output of a Wiener estimator-correlator receiver biased by a smoothed version of the output noise-to-signal ratio of the Wiener estimator over the class of admissible autocorrelation functions. For the case where the autocorrelation function is known except for an amplitude scale parameter, an illuminating expression for the Cramer-Rao minimum estimation variance is derived. Detailed study of this expression yields, among other results, an interpretation of the maximum-likelihood estimator as an adaptive processor.     

On Least Squares Weighted Recursive Estimation of Clock Skew and Offset in Wireless Sensor Networks

Three clock synchronization algorithms for Wireless sensor networks (WSNs) in Pairwise broadcast synchronization (PBS) mechanism are derived.They include the joint Least squares estimator (LS),joint Least squares weighted estimator (LSW) and joint Least squares weighted Recursive estimator (R-LSW).For these estimators,the corresponding algorithms are derived and described by assuming a Gaussian random delay model.Unlike PBS,these estimators can achieve the Cramer-Rao lower bound (CPLB) for both listening node and active node without knowledge of the deterministic delay.The purpose of considering R-LSW is to reduce the use of storage space with the method of estimating while observing.Simulation and analytical results verify that the estimators are efficient.     

Estimation of directions of arrival of multiple scattered sources

We consider the problem of estimating the directions of arrival (DOA) of multiple sources in the presence of local scattering. This problem is encountered in wireless communications due to the presence of scatterers in the vicinity of the mobile or when the signals propagate through a random inhomogeneous medium. Assuming a uniform linear array (ULA), we develop DOA estimation algorithms based on covariance matching applied to a reduced-size statistic obtained from the sample covariance matrix after redundancy averaging. Next, a computationally efficient estimator based on AR modelling of the coherence loss function is derived. A theoretical expression for the asymptotic covariance matrix of this estimator is derived. Finally, the corresponding Cramer-Rao bounds (CRBs) are derived. Despite its simplicity, the AR-based estimator is shown to possess performance that is nearly as good as that of the covariance matching method     

Comparative Analysis of ML-PSO DOA Estimation with Conventional Techniques in Varied Multipath Channel Environment

In the field of array signal processing, direction of arrival (DOA) estimation is a prime area of research. DOA estimation and adaptive beamforming (ABF) are the main issues in smart antennas, which dynamically find the direction of desired and interfering users and finds the optimum weights for beamforming. There are numerous spectral and eigen structure algorithms for estimating the direction of narrow band sources. However, in a complex multipath channel environment, received signals from different directions are fully or partially correlated, which prevents the applications of high resolution techniques to estimate the direction of incoming signals. Maximum likelihood (ML) is an efficient technique for DOA estimation in a low signal to noise ratio (SNR) and coherent channel environment. In this paper, we use particle swarm optimization (PSO) for estimating ML solution by optimizing complex non linear multimodal function over a high dimensional space in linear arrays. PSO-ML estimator has been compared with conventional DOA estimation techniques in uncorrelated, partially correlated and coherent channel environment. The performance of PSO-ML estimator and conventional algorithms are analyzed in varying partially correlated channel environment. The simulation results demonstrate that PSO based estimator gives superior statistical performance.     

Parameter estimation for random amplitude chirp signals

We consider the problem of estimating the parameters of a chirp signal observed in multiplicative noise, i.e., whose amplitude is randomly time-varying. Two methods for solving this problem are presented. First, an unstructured nonlinear least-squares approach (NLS) is proposed. It is shown that by minimizing the NLS criterion with respect to all samples of the time-varying amplitude, the problem reduces to a two-dimensional (2-D) maximization problem. A theoretical analysis of the NLS estimator is presented, and an expression for its asymptotic variance is derived. It is shown that the NLS estimator has a variance that is very close to the Cramer-Rao bound. The second approach combines the principles behind the high-order ambiguity function (HBF) and the NLS approach. It provides a computationally simpler but suboptimum estimator. A statistical analysis of the HAF-based estimator is also carried out, and closed-form expressions are derived for the asymptotic variance of the HAF estimators based on the data and on the squared data. Numerical examples attest to the validity of the theoretical analyzes and establish a comparison between the two proposed methods     

Comparing between estimation approaches: admissible and dominating linear estimators

We treat the problem of evaluating the performance of linear estimators for estimating a deterministic parameter vector x in a linear regression model, with the mean-squared error (MSE) as the performance measure. Since the MSE depends on the unknown vector x, a direct comparison between estimators is a difficult problem. Here, we consider a framework for examining the MSE of different linear estimation approaches based on the concepts of admissible and dominating estimators. We develop a general procedure for determining whether or not a linear estimator is MSE admissible, and for constructing an estimator strictly dominating a given inadmissible method so that its MSE is smaller for all x. In particular, we show that both problems can be addressed in a unified manner for arbitrary constraint sets on x by considering a certain convex optimization problem. We then demonstrate the details of our method for the case in which x is constrained to an ellipsoidal set and for unrestricted choices of x. As a by-product of our results, we derive a closed-form solution for the minimax MSE estimator on an ellipsoid, which is valid for arbitrary model parameters, as long as the signal-to-noise-ratio exceeds a certain threshold.     

A multirate DSP model for estimation of discrete probability density functions

The problem of estimating a probability density function (PDF) from measurements has been widely studied by many researchers. Even though much work has been done in the area of PDF estimation, most of it was focused on the continuous case. We propose a new model-based approach for modeling and estimating discrete probability density functions or probability mass functions. This approach is based on multirate signal processing theory, and it has several advantages over the conventional histogram method. We illustrate the PDF estimation procedure and analyze the statistical properties of the PDF estimates. Based on this model, a novel scheme is introduced that can be used for estimating the PDF in the presence of noise. Furthermore, the proposed ideas are extended to the more general case of estimating multivariate PDFs. Finally, we also consider practical issues such as optimizing the coefficients of a digital filter, which is an integral part of the model. This allows us to apply the proposed model to solve real-world problems. Simulation results are given where appropriate in order to demonstrate the ideas.     

Estimation of Second-Order Cross-Moments of Generalized Almost-Cyclostationary Processes

In this paper, the problem of estimating second-order cross-moments of generalized almost-cyclostationary (GACS) processes is addressed. GACS processes have statistical functions that are almost-periodic functions of time whose (generalized) Fourier series expansions have both frequencies and coefficients that depend on the lag shifts of the processes. The class of such nonstationary processes includes the almost-cyclostationary (ACS) processes which are obtained as a special case when the frequencies do not depend on the lag shifts. ACS processes filtered by Doppler channels and communications signals with time-varying parameters are further examples. It is shown that the second-order cross-moment of two jointly GACS processes is completely characterized by the cyclic cross-correlation function. Moreover, it is proved that the cyclic cross-correlogram is an asymptotically normal, mean-square consistent, estimator of the cyclic cross-correlation function. Furthermore, it is shown that well-known consistency results for ACS processes can be obtained by specializing the results of this paper.     

On Estimation of Covariance Matrices With Kronecker Product Structure

The estimation of signal covariance matrices is a crucial part of many signal processing algorithms. In some applications, the structure of the problem suggests that the underlying, true covariance matrix is the Kronecker product of two valid covariance matrices. Examples of such problems are channel modeling for multiple-input multiple-output (MIMO) communications and signal modeling of EEG data. In applications, it may also be that the Kronecker factors in turn can be assumed to possess additional, linear structure. The maximum-likelihood (ML) method for the associated estimation problem has been proposed previously. It is asymptotically efficient but has the drawback of requiring an iterative search for the maximum of the likelihood function. Two methods that are fast and noniterative are proposed in this paper. Both methods are shown to be asymptotically efficient. The first method is a noniterative variant of a well-known alternating maximization technique for the likelihood function. It performs on par with ML in simulations but has the drawback of not allowing for extra structure in addition to the Kronecker structure. The second method is based on covariance matching principles and does not suffer from this drawback. However, while the large sample performance is the same, it performs somewhat worse than the first estimator in small samples. In addition, the Cramer-Rao lower bound for the problem is derived in a compact form. The problem of estimating the Kronecker factors and the problem of detecting if the Kronecker structure is a good model for the covariance matrix of a set of samples are related. Therefore, the problem of detecting the dimensions of the Kronecker factors based on the minimum values of the criterion functions corresponding to the two proposed estimation methods is also treated in this work.     

A sinusoidal contrast function for the blind separation of statistically independent sources

The authors propose a new solution to the blind separation of sources (BSS) based on statistical independence. In the two-dimensional (2-D) case, we prove that, under the whiteness constraint, the fourth-order moment-based approximation of the marginal entropy (ME) cost function yields a sinusoidal objective function. Therefore, we can minimize it by simply estimating its phase. We prove that this estimator is consistent for any source distribution. In addition, such results are useful for interpreting other algorithms such as the cumulant-based independent component analysis (CuBICA) and the weighted approximate maximum likelihood (WAML) [or weighted estimator (WE)]. Based on the WAML, we provide a general unifying form for several previous approximations to the ME contrast. The bias and the variance of this estimator have been included. Finally, simulations illustrate the good consistency, convergence, and accuracy of the proposed method.