sensitivity analysis for antenna near field imaging although imaging and inverse scattering problems have been thoroughly studied during the last century there is only a partial understanding of these complex problems most of the efforts have been placed on the development of efficient inversion algorithms and mathematical uniqueness results in comparison there are very few results and a limited knowledge about the information content in the inversion data in this paper we provide a mathematical framework for sensitivity analysis of antenna near field imaging problems based on the multipole expansion of the electromagnetic field and the fisher information to quantify the quality of data by exploiting this framework a fundamental relation for accuracy and resolution is formulated based on the crameacuter rao bound crb the sensitivity analysis is illustrated using a relevant example with cylindrical measurement data

the beta model maximum likelihood cramer rao bounds and hypothesis testing we study the maximum likelihood estimator in a setting where the dependent variable is a random graph and covariates are available on a graph level the model generalizes the well known beta model for random graphs by replacing the constant model parameters with regression functions cramer rao bounds are derived for special cases of the undirected beta model the directed beta model and the covariate based beta model the corresponding maximum likelihood estimators are compared with the bounds by means of simulations moreover examples are given on how to use the presented maximum likelihood estimators to test for directionality and significance finally the applicability of the model is demonstrated using temporal social network data describing communication among healthcare workers

joint estimation of porosity and saturation using stochastic rock physics modeling sediment porosity and saturation affect bulk modulus shearmodulus anddensity consequently estimatinghydrocarbon saturation and reservoir porosity from seismic data is a joint estimation problem uncertainty in porosity will lead toerrorsinsaturationprediction andviceversa porosityand saturation can be jointly estimated using stochastic rockphysicsmodelingandformalbayesianestimationmethodology knowledge of shear impedance reduces the uncertainty inporosityandthusalsoreducesuncertaintyinsaturationestimation this study investigates joint estimation of porosity and saturation by using rock physics stochastic modeling and bayesian estimation theory to derive saturation and porosity maps of expected pay sands in the field example the uncertainty in porosity quantified by the standard deviation stdassociatedwiththeposteriorprobabilitydensityfunctionpdf derivedfrominversionofseismicdataismuchless than the uncertainty in the derived saturation for a typical case the std associated with saturation is 24 while porositystdisabout1 34porosityunitsgivenseismic derived inversionattributeswithreasonableaccuracy comparisonof these numbers with prior estimates showed that inversion of seismic data decreased the uncertainty in porosity to 15 of the prior uncertainty while saturation uncertainty was only reduced to 92 of the prior uncertainty although these resultsmayvaryfromonelocationtoanother themethodology isgeneralandcanbeappliedtootherlocations

limits of sensing temporal concentration changes by single cells berg and purcell biophys j 20 193 1977 calculated how the accuracy of concentration sensing by single celled organisms is limited by noise from the small number of counted molecules here we generalize their results to the sensing of concentration ramps which is often the biologically relevant situation e g during bacterial chemotaxis we calculate lower bounds on the uncertainty of ramp sensing by three measurement devices a single receptor an absorbing sphere and a monitoring sphere we contrast two strategies simple linear regression of the input signal versus maximum likelihood estimation and show that the latter can be twice as accurate as the former finally we consider biological implementations of these two strategies and identify possible signatures that maximum likelihood estimation is implemented by real biological systems

detection of signals by information theoretic criteria a new approach is presented to the problem of detecting the number of signals in a multichannel time series based on the application of the information theoretic criteria for model selection introduced by akaike aic and by schwartz and rissanen mdl unlike the conventional hypothesis testing based approach the new approach does not requite any subjective threshold settings the number of signals is obtained merely by minimizing the aic or the mdl criteria simulation results that illustrate the performance of the new method for the detection of the number of signals received by a sensor array are presented

critical behaviour of directed self avoiding walks a new directed self avoiding walk directed saw is proposed and studied on a square lattice the critical behaviour of such directed saws in two dimensions is established and shown to be of different universality class from that of an ordinary saw

robust linear channel estimation methods for per subcarrier transmit antenna selection the linear minimum mean squared error mse channel estimator for systems employing per subcarrier transmit antenna selection is developed frequency domain correlations after the selection process are shown to be approximated well using a simple function which makes near optimal channel estimation practically possible however the resultant estimators are not robust to errors in the assumed model in terms of the antenna to subcarrier assignment used at transmission as we motivate both analytically and via simulations this is an issue when the channels for conveying this information to the receiver are severely constrained we present windowed channel estimations and new robust estimation algorithms either individually or in combination as solutions to counter this sensitivity the robust estimators are developed based on the principles of 1 minimising the worst case mse over the set of possible models and 2 minimising the expected mse over the set of possible models the latter estimator is preferred due to the lower implementation complexity and better mse performance we also prove theoretical asymptotic in signal to noise ratio performances of the two estimators used with the proposed correlation model simulation results illustrate the performance gains and improved robustness offered by the developed estimators

active learning applied to rcs computations with nonuniform sampling using different objective functions an active learning framework is introduced to reduce the number of frequencies and angles one must consider for wideband monostatic scattering computations or measurements this method is used to optimally select those frequencies and angles that would be most informative resulting in nonuniform sampling and often a reduced number of points vis agrave vis uniform sampling in this paper we focus on jointly two dimensional optimal sampling in frequency and incident angle thetas for monostatic scattering the method consists of two basic steps one step involves estimation of model parameters using a least square ls algorithm the next step is to optimally choose the next point frequency and thetas for analysis by the computational model or experiment this new point is selected with the goal of reducing uncertainty in the parametric model quantified via the fisher information matrix iterating these two steps a sequence of numerical computations or measurements are performed each at the most informative point for learning the parameters of the associated simpler parametric model this idea is demonstrated here in the context of reducing the number of points frequencies and orientations at which a computational model must be employed and in order to avoid repeatedly gathering samplings at the edge of the input space an alternative objective function is applied which makes the actively selected points closer to a region of interest

turbulent self organized criticality abstract in the prototype sandpile model of self organized criticality time series obtained by decomposing avalanches into waves distinguished by the number of times the avalanche seed site has toppled show intermittent fluctuations the q th moments of wave size differences possess local multiscaling and global simple scaling regimes analogous to those holding for velocity structure functions in fluid turbulence the correspondence involves identity of a basic scaling relation and of the form of relevant probability distributions the sandpile provides a qualitative analog of many features of turbulent phenomena

multiple emitter location and signal parameter estimation processing the signals received on an array of sensors for the location of the emitter is of great enough interest to have been treated under many special case assumptions the general problem considers sensors with arbitrary locations and arbitrary directional characteristics gain phase polarization in a noise interference environment of arbitrary covariance matrix this report is concerned first with the multiple emitter aspect of this problem and second with the generality of solution a description is given of the multiple signal classification music algorithm which provides asymptotically unbiased estimates of 1 number of incident wavefronts present 2 directions of arrival doa or emitter locations 3 strengths and cross correlations among the incident waveforms 4 noise interference strength examples and comparisons with methods based on maximum likelihood ml and maximum entropy me as well as conventional beamforming are included an example of its use as a multiple frequency estimator operating on time series is included

directed fixed energy sandpile model we numerically study the directed version of the fixed energy sandpile on a closed square lattice the dynamical evolution of a fixed density of sand grains is studied the activity of the system shows a continuous phase transition around a critical density while the deterministic version has the set of nontrivial exponents the stochastic model is characterized by mean field like exponents

a new perturbation analysis for signal enumeration in rotational invariance techniques the esprit algorithm is a subspace based high resolution method used in source localization and spectral analysis which provides very accurate estimates of the signal parameters however the underlying theory assumes a known model order which is usually not the case in many applications in particular it is well known that underevaluating the model order biases the estimation in this paper we analyze the perturbation induced by an erroneous model order and we present an error bound for the estimated parameters based on this theoretical framework we propose a new method for selecting an appropriate modeling order which consists in minimizing the error bound this approach is applied to both synthetic and musical signals and its performance is compared to that of existing methods such as the information theoretic criteria

critical behavior and conservation in directed sandpiles we perform large scale simulations of directed sandpile models with both deterministic and stochastic toppling rules our results show the existence of two distinct universality classes we also provide numerical simulations of directed models in the presence of bulk dissipation the numerical results indicate that the way in which dissipation is implemented is irrelevant for the determination of the critical behavior the analysis of the self affine properties of avalanches shows the existence of a subset of superuniversal exponents whose value is independent of the universality class this feature is accounted for by means of a phenomenological description of the energy balance condition in these models

calculation of the fisher information matrix for multidimensional data sets data sets that are acquired in many practical systems can be described as the output of a multidimensional linear separable denominator system with gaussian measurement noise an important example is nuclear magnetic resonance nmr spectroscopy in nmr spectroscopy high accuracy parameter estimation is of central importance a classical result on the crame spl acute r rao lower bound states that the inverse of the fisher information matrix fim provides a lower bound for the covariance of any unbiased estimator of the parameter vector the calculation of the fim is therefore of central importance for an assessment of the accuracy with which parameters can be estimated it is shown how the fim can be expressed using the matrices that determine the system that generates the data set for uniformly sampled data it is shown how the fim can be expressed through the solutions of lyapunov equations the novel techniques are demonstrated with an example arising from nmr spectroscopy

k means clustering based data detection and symbol timing recovery for burst mode optical receiver burst mode receivers are key components of optical transmission systems including passive optical networks and have received much attention in recent years we present new efficient methods for burst optical signal detection in burst mode data transmission using a modified k means clustering technique we also develop a data aided feedforward symbol timing recovery method based on a polynomial interpolation and maximum likelihood estimation theory a performance criterion considering the error caused by the interpolation approximation is derived for this method the proposed detection and timing recovery approaches can be implemented effectively and rapidly therefore they are very suitable for burst mode receivers we also provide some numerical examples to demonstrate the performance of the proposed methods

function order of positive operators based on the mond pecaric method we shall show function order preserving operator inequalities under general setting based on kantorovich type inequalities for convex functions due to mond pecaric let a and b be positive operators on a hilbert space h satisfying mi b mi 0 let f t be a continuous convex function on m m if g t is a continuous increasing convex function on m m sp a then for a given 0 a b 0implies g a i f b where maxm t m f m f m f m t m m m g t as applications we shall extend kantorovich type operator inequalities by furuta yamazaki and yanagida and present operator inequalities on the usual order and the chaotic order via ky fan furuta constant among others we show the following inequality if a b 0 and mi b mi 0 then mp 1mq 1aq q 1 q 1qq mp mp q m m mmp mmp q 1aq bp holds for all p 1 and q 1 such that qmp 1 mp mpm m qmp 1

universality classes in directed sandpile models we perform large scale numerical simulations of a directed version of the two state stochastic sandpile model numerical results show that this stochastic model defines a new universality class with respect to the abelian directed sandpile the physical origin of the different critical behaviour has to be ascribed to the presence of multiple topplings in the stochastic model these results provide new insight into the long debated question of universality in abelian and stochastic sandpiles

retinal vessel centerline extraction using multiscale matched filters confidence and edge measures motivated by the goals of improving detection of low contrast and narrow vessels and eliminating false detections at nonvascular structures a new technique is presented for extracting vessels in retinal images the core of the technique is a new likelihood ratio test that combines matched filter responses confidence measures and vessel boundary measures matched filter responses are derived in scale space to extract vessels of widely varying widths a vessel confidence measure is defined as a projection of a vector formed from a normalized pixel neighborhood onto a normalized ideal vessel profile vessel boundary measures and associated confidences are computed at potential vessel boundaries combined these responses form a six dimensional measurement vector at each pixel a training technique is used to develop a mapping of this vector to a likelihood ratio that measures the vesselness at each pixel results comparing this vesselness measure to matched filters alone and to measures based on the hessian of intensities show substantial improvements both qualitatively and quantitatively the hessian can be used in place of the matched filter to obtain similar but less substantial improvements or to steer the matched filter by preselecting kernel orientations finally the new vesselness likelihood ratio is embedded into a vessel tracing framework resulting in an efficient and effective vessel centerline extraction algorithm

exact maximum likelihood parameter estimation of superimposed exponential signals in noise a unified framework for the exact maximum likelihood estimation of the parameters of superimposed exponential signals in noise encompassing both the time series and the array problems is presented an exact expression for the ml criterion is derived in terms of the linear prediction polynomial of the signal and an iterative algorithm for the maximization of this criterion is presented the algorithm is equally applicable in the case of signal coherence in the array problem simulation shows the estimator to be capable of providing more accurate frequency estimates than currently existing techniques the algorithm is similar to those independently derived by kumaresan et al in addition to its practical value the present formulation is used to interpret previous methods such as prony s pisarenko s and modifications thereof

a generalized weighted linear predictor frequency estimation approach for a complex sinusoid based on linear prediction and weighted least squares three simple iterative algorithms for frequency estimation of a complex sinusoid in additive white noise are devised the proposed approach which utilizes the first order as well as higher order linear prediction terms simultaneously but does not require phase unwrapping can be considered as a generalized version of the weighted linear predictor frequency estimator in particular convergence as well as mean and variance analysis of the most computationally efficient frequency estimator namely gwlp 2 are provided computer simulations are included to contrast the performance of the proposed algorithms with several conventional computationally attractive frequency estimators and crame spl acute r rao lower bound for different frequencies observation lengths and signal to noise ratios

adaptive image denoising by targeted databases we propose a data dependent denoising procedure to restore noisy images different from existing denoising algorithms which search for patches from either the noisy image or a generic database the new algorithm finds patches from a database that contains relevant patches we formulate the denoising problem as an optimal filter design problem and make two contributions first we determine the basis function of the denoising filter by solving a group sparsity minimization problem the optimization formulation generalizes existing denoising algorithms and offers systematic analysis of the performance improvement methods are proposed to enhance the patch search process second we determine the spectral coefficients of the denoising filter by considering a localized bayesian prior the localized prior leverages the similarity of the targeted database alleviates the intensive bayesian computation and links the new method to the classical linear minimum mean squared error estimation we demonstrate applications of the proposed method in a variety of scenarios including text images multiview images and face images experimental results show the superiority of the new algorithm over existing methods

iterative cdma multiuser receiver with soft decision directed channel estimation we develop an iterative code division multiple access cdma receiver for multipath block fading channels in the uplink the mean square error mse of the channel estimates is reduced iteratively by using soft data estimates as additional pilots the multiuser detector performs parallel interference cancellation pic with subsequent linear filtering we consider a single user matched filter sumf and develop a low complexity linear minimum mse lmmse filter for intersymbol interference isi channels that allows for 33 more users than the sumf we investigate two choices of training sequences for initial channel estimation the first is a random pilot symbol sequence modulated by a short spreading sequence rand and the second is a perfect root of unity sequence prus used as long sounding chip sequence we observe that the rand scheme approaches the single user bound up to 2 db and in case of prus up to 1 db at a target bit error rate ber of 10 3 further several channel estimators are developed that use various combinations of soft decision symbols and statistical a priori knowledge about the channel these are the approximated least squares als approximated linear mmse almmse and linear mmse lmmse estimators the iterative estimators show an improvement of 2 5 and 5 db with prus and rand pilots respectively over estimators that do not exploit soft feedback symbols at a ber of 10 3 the als is sacrificing less than 0 6 db to obtain a ber of 10 3 in a system at load 1 5 when compared with the almmse and lmmse schemes the load is understood as the ratio of the number of users to the spreading factor this paper shows that significant improvements in system capacity can be achieved in multipath scenarios with low complexity choices of multiuser detectors and channel estimators

on the convergence of interior reflective newton methods for nonlinear minimization subject to bounds we consider a new algorithm an interior reflective newton approach for the problem of minimizing a smooth nonlinear function of many variables subject to upper and or lower bounds on some of the variables this approach generatesstrictly feasible iterates by using a new affine scaling transformation and following piecewise linear paths reflection paths the interior reflective approach does not require identification of an activity set in this paper we establish that the interior reflective newton approach is globally and quadratically convergent moreover we develop a specific example of interior reflective newton methods which can be used for large scale and sparse problems

variance of least squares estimators for a damped sinusoidal process the variance of least squares estimators for the parameter estimation of a damped sinusoidal process is analyzed based on first order perturbation analytical expressions for the variances of the frequency damping factor amplitude and phase estimators are derived explicit expressions are given for both damped and undamped single mode cases the effect of mode separation on the accuracy is investigated through the two mode case the dependence of the variances on number of data points model order signal to noise ratio and mode separation is investigated both analytically and numerically for practical applications extensive monte carlo simulation results are given to verify enhance and illustrate the analytical expressions

esprit estimation of signal parameters via rotational invariance techniques an approach to the general problem of signal parameter estimation is described the algorithm differs from its predecessor in that a total least squares rather than a standard least squares criterion is used although discussed in the context of direction of arrival estimation esprit can be applied to a wide variety of problems including accurate detection and estimation of sinusoids in noise it exploits an underlying rotational invariance among signal subspaces induced by an array of sensors with a translational invariance structure the technique when applicable manifests significant performance and computational advantages over previous algorithms such as mem capon s mlm and music

analytic sequential weiss weinstein bounds in this paper we explore a sequential bayesian bound for state space models focusing on hybrid continuous and discrete random states we provide an analytic recursion for the sequential weiss weinstein sww bound for linear state space models with solutions for gaussian uniform and exponential distributions as derived as well as for a combination of these we compare the sww bound for discretized states with the corresponding bound for the continuous states the sww bound is contrasted with the sequential cramer rao bound for gaussian distributions practical issues of sww bounds are discussed and numerical simulation results provide insights into their behavior

some functions reversing the order of positive operators abstract as a complement to our previous results about the function preserving the operator order we shall show the following reversing version let a and b be positive operators on a hilbert space h satisfying mi b mi 0 let f t be a continuous convex function on m m if g t is a continuous decreasing convex function on m m sp a then for a given 0 a b 0 implies g b i f a where max m t m f m f m f m t m m m g t our main result is to classify complementary inequalities on power means of positive operators as a matter of fact we determine real constants 1 and 1 such that 2 m k s a m k r a 1 m k s a if r s where m k r a j 1 k j a j r 1 r r r 0 is weighted power mean of positive operators a j sp a j m m for some scalars 0 m m and j r such that j 1 k j 1 j 1 k

em based recursive estimation of channel parameters recursive online expectation maximization em algorithm along with stochastic approximation is employed in this paper to estimate unknown time invariant variant parameters the impulse response of a linear system channel is modeled as an unknown deterministic vector process and as a gaussian vector process with unknown stochastic characteristics using these models which are embedded in white or colored gaussian noise different types of recursive least squares rls kalman filtering and smoothing and combined rls and kalman type algorithms are derived directly from the recursive em algorithm the estimation of unknown parameters also generates new recursive algorithms for situations such as additive colored noise modeled by an autoregressive process the recursive em algorithm is shown as a powerful tool which unifies the derivations of many adaptive estimation methods

bounds on maximum likelihood ratio part ii application to antenna array detection estimation with imperfect wavefront coherence the multiple hypothesis testing problem of the detection estimation of an unknown number of independent gaussian point sources is adequately addressed by likelihood ratio lr maximization over the set of admissible covariance matrix models we introduce nonasymptotic lower and upper bounds for the maximum lr since lr optimization is generally a nonconvex multiextremal problem any practical solution could now be tested against these bounds enabling a high probability of recognizing nonoptimal solutions we demonstrate that in many applications the lower bound is quite tight with approximate maximum likelihood ml techniques often unable to approach this bound the introduced lower bound analysis is shown to be very efficient in determining whether or not performance breakdown has occurred for subspace based direction of arrival doa estimation techniques we also demonstrate that by proper lr maximization we can extend the range of signal to noise ratio snr values and or number of data samples wherein accurate parameter estimates are produced yet when the snr and or sample size falls below a certain limit for a given scenario we show that ml estimation suffers from a discontinuity in the parameter estimates a phenomenon that cannot be eliminated within the ml paradigm

on minimum variance unbiased estimation of clock offset in a two way message exchange mechanism for many applications distributed networks require the local clocks of the constituent nodes to run close to an agreed upon notion of time most of the widely used clock synchronization algorithms in such systems employ the sender receiver protocol based on a two way timing message exchange paradigm maximum likelihood estimator mle of the clock offset based on the timing message exchanges between two clocks was derived in d r jeske on maximum likelihood estimation of clock offset ieee trans commun vol 53 pp 53 54 jan 2005 when the fixed delays are symmetric and the variable delays in each direction assume an exponential distribution with an unknown mean herein the best linear unbiased estimate using order statistics blue os of the clock offset between two nodes is derived assuming both symmetric and asymmetric exponential network delays respectively the rao blackwell lehmann scheffe theorem is then exploited to obtain the minimum variance unbiased estimate mvue for the clock offset which it is shown to coincide with the blue os in addition it is found that the mvue of the clock offset in the presence of symmetric network delays also coincides with the mle finally in the presence of asymmetric network delays although the mle is biased it is shown to achieve lesser mean square error mse than the mvue in the region around the point where the bidirectional network link delays are symmetric and hence its merit as the most versatile estimator is fairly justified

frequency estimation from proper sets of correlations as a complement to the periodogram low complexity frequency estimators are of interest one such estimator is based on prony s method and rely on phase information of the auto correlations without prior knowledge of the frequency e g a given frequency interval the frequency cannot be unambiguously estimated from a single correlation only we introduce a new method of phase unwrapping using an arbitrary number more than one of correlations from this arbitrary set of correlations we propose a weighted average estimator we derive the asymptotic performance and show how the correlation lags should be properly chosen from a design aspect there is often a restriction of using a fixed number of computations in addition we therefore propose a strategy to find a proper set of correlation lags subject to a given computational complexity finally simulation results that lend support to the theoretical findings are included

class of widely linear complex kalman filters recently a class of widely linear augmented complex valued kalman filters kfs that make use of augmented complex statistics have been proposed for sequential state space estimation of the generality of complex signals this was achieved in the context of neural network training and has allowed for a unified treatment of both second order circular and noncircular signals that is both those with rotation invariant and rotation dependent distributions in this paper we revisit the augmented complex kf augmented complex extended kf and augmented complex unscented kf in a more general context and analyze their performances for different degrees of noncircularity of input and the state and measurement noises for rigor a theoretical bound for the performance advantage of widely linear kfs over their strictly linear counterparts is provided the analysis also addresses the duality with bivariate real valued kfs together with several issues of implementation simulations using both synthetic and real world proper and improper signals support the analysis

representation of mutual information via input estimates a relationship between information theory and estimation theory was recently shown for the gaussian channel relating the derivative of mutual information with the minimum mean square error this paper generalizes the link between information theory and estimation theory to arbitrary channels giving representations of the derivative of mutual information as a function of the conditional marginal input distributions given the outputs we illustrate the use of this representation in the efficient numerical computation of the mutual information achieved by inputs such as specific codes or natural language

uplink synchronization in ofdma spectrum sharing systems spectrum sharing employs dynamic allocation of frequency resources for a more efficient use of the radio spectrum despite its appealing features this technology inevitably complicates the synchronization task which must be accomplished in an environment that may involve interference this paper considers the uplink of an orthogonal frequency division multiple access ofdma based spectrum sharing system and provides solutions for estimating the frequency and timing errors of multiple unsynchronized users in doing so we exploit suitably designed training blocks and apply maximum likelihood methods after modeling the interference power on each subcarrier as a random variable with an inverse gamma distribution the resulting frequency estimator turns out to be the extension to a multiuser scenario of a scheme that has previously been proposed for single user spectrum sharing systems timing recovery is more challenging and leads to a complete search over a multidimensional domain to overcome such a difficulty two alternative approaches are proposed the first one relies on a simplifying assumption about the interference distribution in the frequency domain while the second scheme operates in an iterative fashion according to the expectation maximization algorithm

some sampling properties of common phase estimators the instantaneous phase of neural rhythms is important to many neuroscience related studies in this letter we show that the statistical sampling properties of three instantaneous phase estimators commonly employed to analyze neuroscience data share common features allowing an analytical investigation into their behavior these three phase estimators the hilbert complex morlet and discrete fourier transform are each shown to maximize the likelihood of the data assuming the observation of different neural signals this connection explored with the use of a geometric argument is used to describe the bias and variance properties of each of the phase estimators their temporal dependence and the effect of model misspecification this analysis suggests how prior knowledge about a rhythmic signal can be used to improve the accuracy of phase estimates

a new parametric adaptive nonstationarity detector and application techniques for hypothesis testing can be used to solve a broad class of nonstationarity detection problems which is a key issue in a variety of applications to achieve lower complexity and to deal with real time detection in practical applications we develop a new adaptive nonstationarity detector by exploiting a parametric model a weighted maximum a posteriori map estimator is developed to estimate the parameters associated with the parametric model we then derive a regularized wald test from the weighted map estimate which is adaptively implemented by a regularized recursive least squares rls algorithm several important issues are discussed including model order selection forgetting factor and regularization parameter selection for rls and numerically stable implementation using qr decomposition which are intrinsic parts of the proposed parametric adaptive detector simulation results are presented to illustrate the efficiency of the proposed nonstationarity detector with adaptive estimation and automatic model selection especially for slowly varying type of nonstationarity such as time varying spectrums and speeches

the risk unbiased cramer rao bound for non bayesian multivariate parameter estimation how accurately can one estimate a deterministic parameter subject to other unknown deterministic model nuisance parameters the most popular answer to this question is given by the cramer rao bound crb the main assumption behind the derivation of the crb is local unbiased estimation of all model parameters the foundations of this paper rely on doubting this assumption generally in multivariate parameter estimation each parameter in its turn can be treated as a single parameter of interest whereas the other model parameters are treated as nuisance as their misknowledge interferes with the estimation of the parameter of interest this approach is utilized in this paper to provide a fresh look at deterministic parameter estimation a new cramer rao cr type bound is derived without assuming unbiased estimation of the nuisance parameters rather than that we apply lehmann s concept of unbiasedness for a risk that measures the distance between the estimator and the locally best unbiased estimator which assumes perfect knowledge of the nuisance parameters the proposed risk unbiased crb rucrb is proven to be asymptotically attainable by the maximum likelihood estimator while being tighter than the conventional crb furthermore simulations verify the asymptotic achievability of the rucrb by the maximum likelihood estimator for an array processing problem

distributed snr estimation with power constrained signaling over gaussian multiple access channels a sensor network is used for distributed signal to noise ratio snr estimation in a single time snapshot sensors observe a signal embedded in noise and each observation is phase modulated using a constant modulus scheme and transmitted over a gaussian multiple access channel to a fusion center at the fusion center the mean and variance are estimated jointly using an asymptotically minimum variance estimator it is shown that this joint estimator decouples into simple individual estimators of the mean and the variance the constant modulus phase modulation scheme ensures a fixed transmit power robust estimation across several sensing noise distributions as well as an snr estimate that requires a single set of transmissions from the sensors to the fusion center the estimators are evaluated in terms of asymptotic variance which are then used to evaluate the performance of the snr estimator with gaussian and cauchy sensing noise distributions in the cases of total transmit power constraint as well as a per sensor power constraint for each sensing noise distribution the optimal phase transmission parameters are also determined the asymptotic relative efficiency of the estimators is evaluated it is shown that among the noise distributions considered the estimators are asymptotically efficient only when the noise distribution is gaussian simulation results corroborate analytical results

understanding blind deconvolution algorithms blind deconvolution is the recovery of a sharp version of a blurred image when the blur kernel is unknown recent algorithms have afforded dramatic progress yet many aspects of the problem remain challenging and hard to understand the goal of this paper is to analyze and evaluate recent blind deconvolution algorithms both theoretically and experimentally we explain the previously reported failure of the naive map approach by demonstrating that it mostly favors no blur explanations we show that using reasonable image priors a naive simulations map estimation of both latent image and blur kernel is guaranteed to fail even with infinitely large images sampled from the prior on the other hand we show that since the kernel size is often smaller than the image size a map estimation of the kernel alone is well constrained and is guaranteed to succeed to recover the true blur the plethora of recent deconvolution techniques makes an experimental evaluation on ground truth data important as a first step toward this experimental evaluation we have collected blur data with ground truth and compared recent algorithms under equal settings additionally our data demonstrate that the shift invariant blur assumption made by most algorithms is often violated

improvement of tdoa position fixing using the likelihood curvature a conventional multilateration is a two step process where in the first step the time difference of arrivals tdoa of a signal at multiple sensors are estimated and in the second step these tdoas are used in some position fixing technique to estimate the location of an emitter several estimators have been proposed over the years for the estimation of the tdoas many techniques have been proposed for position fixing as well much of the research on position fixing has been focused on obtaining a simplified closed form solution for the unknown deterministic signal model stein had derived the maximum likelihood estimator mle for the tdoa between two sensors which is the peak location of the cross correlation function since the asymptotic variance of an mle approaches the cramer rao lower bound crlb which is the inverse of the negative of the expected value of the curvature of the log likelihood function using this as a motivation we propose a weighted least squares type position fixing technique where the weights are computed from the curvature of the log likelihood function

the probability of a subspace swap in the svd we extend the work of tufts kot and vaccaro tkv published in 1980 to improve the analytical characterization of threshold breakdown in svd methods our results sharpen the tkv results by lower bounding the probability of a subspace swap in the svd our key theoretical result is the characteristic function for a random variable whose probability of exceeding zero bounds the probability of a threshold breakdown

critical behavior of a one dimensional fixed energy stochastic sandpile we study a one dimensional fixed energy version that is with no input or loss of particles of manna s stochastic sandpile model the system has a continuous transition to an absorbing state at a critical value of the particle density and exhibits the hallmarks of an absorbing state phase transition including finite size scaling critical exponents are obtained from extensive simulations which treat stationary and transient properties and an associated interface representation these exponents characterize the universality class of an absorbing state phase transition with a static conserved density in one dimension they differ from those expected at a linear interface depinning transition in a medium with point disorder and from those of directed percolation

scaling of waves in the bak tang wiesenfeld sandpile model n with aen ae0 n a similar ansatzes should according to this view hold for the number of topplings s which difiers from a because sites can topple more than once in an avalanche and for the radius and duration of avalanches but recent inves tigations 10 12 show that the two dimensional btw model may be characterized by a multifractal behavior where difierent moments of a are governed by exponents aen which are not linear in n and are indeed not related to each other for difierent n difierent reasons for this have been proposed in 10 11 and in 12 notice that multi fractality of avalanches can be proven for certain variants of the 1 d sandpile model 14 deviations from pure power laws had been seen already in early simulations but were usually interpreted as fl nite size efiects due to avalanches which touch the bound ary of the lattice to illustrate that this is most likely not true and that there is a real problem with simple scaling we show in fig 1 the ratio ps x l pa x l of the integrated distributions ps x l r 1 x dx 0 ps x 0 l for d 2 and for difierent values of l in these simula tions cylindrical boundary conditions were used open at y l 2 and periodic at x 0 l and data were col lected only for avalanches starting at y 0 in this way we hope to have minimized boundary efiects also since we do not make separate flts to ps x l and pa x l we have none of the uncertainties inherent in such flts due

robust rls in the presence of correlated noise using outlier sparsity relative to batch alternatives the recursive least squares rls algorithm has well appreciated merits of reduced complexity and storage requirements for online processing of stationary signals and also for tracking slowly varying nonstationary signals however rls is challenged when in addition to noise outliers are also present in the data due to e g impulsive disturbances existing robust rls approaches are resilient to outliers but require the nominal noise to be white an assumption that may not hold in e g sensor networks where neighboring sensors are affected by correlated ambient noise prewhitening with the known noise covariance is not a viable option because it spreads the outliers to noncontaminated measurements which leads to inefficient utilization of the available data and unsatisfactory performance in this correspondence a robust rls algorithm is developed capable of handling outliers and correlated noise simultaneously in the proposed method outliers are treated as nuisance variables and estimated jointly with the wanted parameters identifiability is ensured by exploiting the sparsity of outliers which is effected via regularizing the least squares ls criterion with the l1 norm of the outlier vectors this leads to an optimization problem whose solution yields the robust rls estimates for low complexity real time operation a suboptimal online algorithm is proposed which entails closed form updates per time step in the spirit of rls simulations demonstrate the effectiveness and improved performance of the proposed method in comparison with the nonrobust rls and its state of the art robust renditions

location estimation of a random signal source based on correlated sensor observations the problem of location estimation of a source of random signals using a network of sensors is considered a novel maximum likelihood estimation mle based approach using copula functions is proposed the measurements received at the sensors are often spatially correlated and characterized by a multivariate distribution using the theory of copulas the joint parametric density of sensor observations joint likelihood is approximated assuming only the knowledge of the marginal likelihood functions of the sensor observations the problem of selecting the best copula function to model the joint likelihood is approached as one of model selection and a model fusion strategy is used to reduce the effect of selection bias an example involving source localization of a poisson source is presented to illustrate the proposed approach and demonstrate its performance

robust precoding with limited feedback design based on precoding mse for mu miso systems for the separation of the signals in the vector broadcast channel bc some information about the channel state is necessary at the transmitter in many cases this channel state information csi must be fed back from the receivers to the transmitter we jointly design the channel estimators and the quantizers at the receivers together with the precoder at the transmitter based on a precoder centric criterion i e the minimization of a mean square error mse metric appropriate for the precoder design this is in contrast to our previous works where the quantizer design was based on a csi mse metric i e based on the minimization of the mse between the true channel and the channel recovered by the transmitter using a feedback channel interestingly the estimators resulting from this joint formulation are independent of the used codebook the codebook entries are the employed precoders therefore each receiver feeds back the index of a set of precoders and the intersection of the sets gives the appropriate precoder since the quantizers of the different receivers have to work separately the metric for the computation of the partition cells cannot be expressed as a simple squared error depending on the quantizer output the proposed system based on a joint optimization clearly outperforms previous designs with separate optimization of feedback and precoding

auditory motivated level crossing approach to instantaneous frequency estimation we address the problem of estimating the instantaneous frequency if of a phase signal using its level crossing lc information based on front end auditory processing motivation we show that the problem of if estimation using lc information can be cast in the framework of estimation from irregularly sampled data the formulation has the generality of estimating different types of if without the need for a quasistationary assumption we consider two types of if polynomial and bandlimited we use polynomial interpolating functions for the former and for the latter we propose a novel line plus sum of sines model the model parameters are estimated by linear regression considering the noisy case lc data for different levels is analyzed and methods for combining different estimators from lcs are discussed theoretical and extensive simulation results show that the performance of the zero crossing zc based if estimator and the level crossing based if estimator with smaller level values is better than those obtained with higher level values or their combinations the new technique reaches the crame spl acute r rao bound crb roughly above 4 db signal to noise ratio snr and its performance does not deteriorate rapidly with mismatch in the if order compared with the other techniques in the literature

rigid body localization using sensor networks a framework for joint position and orientation estimation of a rigid body using range measurements is proposed we consider a setup in which a few sensors are mounted on a rigid body the absolute position of the rigid body is not known however we know how the sensors are mounted on the rigid body i e the sensor topology is known the rigid body is localized using noisy range measurements between the sensors and a few anchors nodes with known absolute positions and without using any inertial measurements we propose a least squares ls and a number of constrained ls estimators where the constrained estimators solve an optimization problem on the stiefel manifold as a benchmark we derive a unitarily constrained cramer rao bound finally the known topology of the sensors can be perturbed during fabrication or if the body is not entirely rigid to take these perturbations into account constrained total least squares estimators are also proposed

subspace partitioning for target detection and identification detection of a given target or set of targets from observed data is a problem countered in many applications regardless of the algorithm selected detection performance can be severely degraded when the subspace defined by the target data set is singular or ill conditioned high correlations between target components and their linear combinations lead to false positives and misidentifications especially for subspace based detectors in this paper we propose a subspace partitioning scheme that allows for detection to be performed in a number of better conditioned subspaces instead of the original subspace the proposed technique is applied to raman spectroscopic data analysis through both simulation and experimental results we demonstrate the improvement in the overall detection performance when using the proposed subspace partitioning scheme in conjunction with several subspace detection methods that are commonly used in practice

signal detection in complex structured para normal noise in this paper we address target detection in correlated non gaussian noise we introduce a new class of multivariate complex valued distributions that allows us to specify flexible non gaussian marginals as well as correlation between the variables while preserving circular symmetry for noise belonging to this class we study the fundamental problem of signal detection under different settings and develop the needed generalized likelihood ratio tests we also consider estimation of the noise parameters and derive the maximum likelihood formulations we evaluate the merit of our approach using numerical simulations on synthetic and real data and clearly demonstrate the advantage of using both correlations and non gaussianity

low complexity lmmse based mimo ofdm channel estimation via angle domain processing in many situations multiple input multiple output with orthogonal frequency division multiplexing mimo ofdm channels tend to be spatially correlated due for example to limited scattering prior knowledge of this channel spatial correlation and the channel frequency correlation can be exploited by using the linear minimum mean square error lmmse technique however the complexity of the 2 d lmmse technique which fully utilizes both the channel spatial and frequency correlation is quite high to solve this problem this paper presents and analyzes several low complexity suboptimal approximated lmmse channel estimation techniques in the angle domain where the channel model lends itself to a physical interpretation the choice of angle domain techniques is largely dependent on the extent of channel stochastic information e g channel correlation or power that is available to the receiver nevertheless all the proposed angle domain techniques have much lower complexity compared to the 2 d lmmse technique further all the angle domain techniques improve over the conventional least square ls technique for all the typical mimo ofdm models under consideration more importantly our simulation results show that the angle domain quasi 1 d ql d lmmse technique can achieve similar performance compared to the 2 d lmmse technique for all typical mimo ofdm models with significantly lower complexity

parametric modeling for damped sinusoids from multiple channels the problem of parametric modeling for noisy damped sinusoidal signals from multiple channels is addressed utilizing the shift invariance property of the signal subspace the number of distinct sinusoidal poles in the multiple channels is first determined with the estimated number the distinct frequencies and damping factors are then computed with the multi channel weighted linear prediction method the estimated sinusoidal poles are then matched to each channel according to the extreme value theory of distribution of random fields simulations are performed to show the performance advantages of the proposed multi channel sinusoidal modeling methodology compared with existing methods

fundamentals of statistical signal processing estimation theory minimum variance unbiased estimation cramer rao lower bound linear models general minimum variance unbiased estimation best linear unbiased estimators maximum likelihood estimation least squares method of moments the bayesian philosophy general bayesian estimators linear bayesian estimators kalman filters summary of estimators extension for complex data and parameters

successive and asymptotically efficient localization of sensor nodes in closed form accurate localization of nodes in a sensor network is a crucial step before the sensor network can be utilized for various applications this paper proposes a successive estimation method to self localize the sensor nodes using time of arrival toa measurements through the aid of a few anchor nodes whose positions are known a priori the successive nature of the proposed algorithm makes it attractive for distributed computation in a resource constrained environment the proposed technique uses subsets of toas to obtain coarse sensor node estimates depending on available computation and transmission resources the node positions are refined to improve their accuracies the solution of the proposed node localization algorithm is algebraic and closed form which simplifies computation and avoids possible local convergence or divergence problems as in the traditional iterative approaches a main benefit of the proposed algorithm is that although it is closed form and performs successive estimation of the node locations it is able to reach the cramer rao lower bound crlb accuracy under white gaussian measurement noise with sufficient snr this is confirmed by the theoretical analysis and corroborated by simulations

the total variance of a periodogram based spectral estimate of a stochastic process with spectral uncertainty and its application to classifier design the variance of a spectral estimate of a stochastic process is essential to the formulation and performance of a spectral classifier the overall variance of a spectral estimate originates from two sources the within class spectral uncertainty and the variance introduced in the spectral estimation procedure in this paper we derive the total variance of a periodogram based spectral estimate under some assumptions using this result we formulate a linear spectral classifier based on fisher s separability metric the classifier is used to classify two oceanographic processes ocean convection versus internal waves

fundamental limits of linear equalizers diversity capacity and complexity linear equalizers les have been widely adopted for practical systems due to their low computational complexity however it is also well known that les provide inferior performance relative to a maximum likelihood equalizer mle or other near mles because les usually cannot collect the diversity order enabled by the transmitter and at the same time they lose mutual information more importantly unlike mle or near mles the performance of les has not been well quantified this hinders more general applications of les in wireless systems in this paper we reveal a fundamental link between a channel parameter orthogonality deficiency od of the channel matrix and the diversity and capacity of les we identify that when the od of channel matrix has an upper bound strictly less than 1 the same diversity order as that of mles is collected by les and the outage capacity loss relative to mles is also a constant over signal to noise ratio snr these results can be applied to designing a framework for hybrid equalizers furthermore by studying the statistical properties of the od and comparing the complexity of different equalizers we show that hybrid equalizers can trade off between performance and complexity by tuning the channel matrix od the theoretical analysis is corroborated by computer simulations

on posterior distributions for signals in gaussian noise with unknown covariance matrix a bayesian approach to estimate parameters of signals embedded in complex gaussian noise with unknown color is presented the study specifically focuses on a bayesian treatment of the unknown noise covariance matrix making up a nuisance parameter in such problems by integrating out uncertainties regarding the noise color an enhanced ability to estimate both the signal parameters as well as properties of the error is exploited several noninformative priors for the covariance matrix such as the reference prior the jeffreys prior and modifications to this are considered some of the priors result in analytical solutions whereas others demand numerical approximations in the linear signal model connections are made between the standard adaptive maximum likelihood aml estimate and a bayesian solution using the jeffreys prior with adjustments to the jeffreys prior correspondence to the regularized solution is also established this in turn enables a formal treatment of the regularization parameter simulations indicate that significant improvements compared to the aml estimator can be obtained by considering both the derived regularized solutions as well as the one obtained using the reference prior the simulations also indicate the possibility of enhancing the predictions of properties of the error as uncertainties in the noise color are acknowledged

exactly solved model of self organized critical phenomena we define a variant of the model of bak tang and wiesenfeld of self organized critial behavior by introducing a preferred direction we characterize the critical state and by establishing equivalence to a voter model determine the critical exponents exactly in arbitrary dimension d the upper critical dimension for this model is three in two dimensions the model is equivalent to an earlier solved special case of directed percolation

on the minimum mean p th error in gaussian noise channels and its applications the problem of estimating an arbitrary random vector from its observation corrupted by additive white gaussian noise where the cost function is taken to be the minimum mean p th error mmpe is considered the classical minimum mean square error mmse is a special case of the mmpe several bounds properties and applications of the mmpe are derived and discussed the optimal mmpe estimator is found for gaussian and binary input distributions properties of the mmpe as a function of the input distribution signal to noise ratio snr and order p are derived the single crossing point property scpp which provides an upper bound on the mmse and which together with the mutual information mmse relationship is a powerful tool in deriving converse proofs in multi user information theory is extended to the mmpe moreover a complementary bound to the scpp is derived as a first application of the mmpe a bound on the conditional differential entropy in terms of the mmpe is provided which then yields a generalization of the ozarow wyner lower bound on the mutual information achieved by a discrete input on a gaussian noise channel as a second application the mmpe is shown to improve on previous characterizations of the phase transition phenomenon that manifests in the limit as the length of the capacity achieving code goes to infinity as a discontinuity of the mmse as a function of snr as a final application the mmpe is used to show new bounds on the second derivative of mutual information or the first derivative of the mmse

estimation of flows in flow networks abstract let g be a directed graph with an unknown flow on each edge such that the following flow conservation constraint is maintained except for sources and sinks the sum of flows into a node equals the sum of flows going out of a node given a noisy measurement of the flow on each edge the problem we address which we call the m ost p robable f low e stimation problem mpfe is to estimate the most probable assignment of flow for every edge such that the flow conservation constraint is maintained we provide an algorithm called y mpfe for solving the mpfe problem when the measurement error is gaussian g aussian mpfe the algorithm works in o e v 2 when the underlying undirected graph of g is a 2 connected planar graph and in o e v when it is a 2 connected serial parallel graph or a tree this result is applicable to any m inimum c ost f low problem for which the cost function is e x e e 2 for edge e where e and e are constants and x e is the flow on edge e we show that for all topologies the g aussian mpfe s precision for each edge is analogous to the equivalent resistance measured in series to this edge in an electrical network built by replacing every edge with a resistor reflecting the measurement s precision on that edge

hybrid fm polynomial phase signal modeling parameter estimation and cramer rao bounds parameter estimation for a class of nonstationary signal models is addressed the class contains combination of a polynomial phase signal pps and a frequency modulated fm component of the sinusoidal or hyperbolic type such signals appear in radar and sonar applications involving moving targets with vibrating or rotating components a novel approach is proposed that allows us to decouple estimation of the fm parameters from those of the pps relying on properties of the multilag high order ambiguity function ml haf the accuracy achievable by any unbiased estimator of the hybrid fm pps parameters is investigated by means of the cramer rao lower bounds crlbs both exact and large sample approximate expressions of the bounds are derived and compared with the performance of the proposed methods based on monte carlo simulations

detection of gaussian constellations in mimo systems under imperfect csi this paper considers the problem of gaussian symbols detection in mimo systems in the presence of channel estimation errors under this framework we develop a computationally efficient approximations of the map detector the new detectors are based on a relaxation of the discrete nature of the digital constellation and on the channel estimation error statistics this leads to a non convex program that is solved efficiently via a hidden convexity minimization approach additionally we show that using a bayesian em approach comparable ber performance to that of the map detector can be achieved next we extend the detection scheme to the case where the noise variance is unknown we present a modified bayesian em approach with annealed gibbs sampling to perform joint noise variance estimation and symbols detection simulation results in a random mimo system show that the proposed algorithm outperforms the linear mmse receiver in terms of ber

antenna geometry conditions for mimo radar with uncoupled direction estimation we mainly focus on the role played by the antenna geometry in the direction estimation performance for a direction finding df bistatic multiple input multiple output mimo radar first we introduce the signal and the noise models which satisfy the space time separability conditions then we derive an expression of the cramer rao lower bound crlb on target parameters with the antenna locations for a single point target in the far field scenario we show that under the space time separability conditions the temporal dimension parameters range and range rate and spatial dimension parameters direction of departure dod and the direction of arrival doa are uncoupled we also show that dod and doa are uncoupled because of their spatial independence in addition we derive a set of the necessary and sufficient geometrical constraints for the uncoupled direction estimation which is based on the diagonal fisher information matrix fim we present that when both the transmit and the receive antenna location parameters have equivalent auto moment of inertia tensors of x and y axes and zero cross moment of inertia tensors of x y and z axes the bistatic mimo radar system with uncoupled direction estimation can be obtained the corresponding conditions are extended to monostatic mimo radar case for their commonness of the colocated antenna geometry in numerical example section we show several representative antenna geometries to illustrate the antenna geometry conditions derived in this paper

a complementary result of kantorovich type order preserving inequalities by micic pecaric seo abstract we shall discuss operator inequalities which are obtained by elementary lemma lemma 3 1 associated with holder mccarthy and kantorovich inequalities firstly we shall give the following complementary result to micic et al linear algebra appl 360 2003 15 let a and b be two strictly positive operators on a hilbert space h such that m1i a m1i 0 and m2i b m2i 0 where m1 m1 0 m2 m2 0 and a b a if p 1 and q 1 then the following inequality holds q 1 q 1 q q m 2 p m 2 p q m 2 m 2 m 2 m 2 p m 2 m 2 p q 1 a q b p for m 2 p 1 q m 2 p m 2 p m 2 m 2 m 2 p 1 q b if p m 1 m 1 p m 1 m 1 p q 1 m 1 m 1 q 1 m 1 p m 1 p q m 1 m 1 p m 1 m 1 p q b q a p for m 1 p 1 q m 1 p m 1 p m 1 m 1 m 1 p 1 q we remark that a is shown in linear algebra appl 360 2003 15 as an extension of two variable version of our previous one variable one j inequal appl 2 1998 137 secondly we shall show the following extension of two parameters type of an extension of fujii et al sci math 1 1998 307 on the determinant of an operator let t be strictly positive operators on a hilbert space h such that mi t mi 0 then the following inequality holds s h p q x t q t p x x x t p for p 0 and q 0 wheresh p q is defined by s h p q m p q h q h p 1 e log h q h p 1 if q h p 1 log h qh p andthe determinant x t for strictly positive operator t at a unit vector x in hilbert space h is defined by x t exp log t x x as an application of this result we shall give an alternative proof of two variable version of characterization of the chaotic order in linear algebra appl ibid theorem 4 4

quasi ml period estimation from incomplete timing data given a noisy sequence of possibly shifted integer multiples of a certain period it is often of interest to accurately estimate the period with known integer regressors the problem is classical linear regression in many applications however the regressors are unknown integers and only loose bounds on the period are available examples include hop period and timing estimation wherein hops may be missed at the output of the frequency discriminator or the emitter may hop out of band pulse repetition interval pri analysis and passive rotating beam radio scanning we study several pertinent period estimators our emphasis is on a quasi maximum likelihood approach developed herein and an earlier method based on the fourier transform of a dirac delta train representation of the data surprisingly both are capable of attaining the clairvoyant crame spl acute r rao bound at moderate signal to noise ratios snrs even for short e g 10 samples we carefully address parameter identifiability issues and corroborate our findings with extensive simulations

new results on deterministic cramer rao bounds for real and complex parameters the cramer rao bounds crb is a lower bound of great interest for system analysis and design in the asymptotic region high signal to noise ratio snr and or large number of snapshots as it is simple to calculate and it is usually possible to obtain closed form expressions the first part of the paper is a generalization to complex parameters of the barankin rationale for deriving mse lower bounds that is the minimization of a norm under a set of linear constraints with the norm minimization approach the study of fisher information matrix fim singularity constrained crb and regularity conditions become straightforward corollaries of the derivation the second part provides new results useful for system analysis and design a general reparameterization inequality the equivalence between reparameterization and equality constraints and an explicit relationship between parameters unidentifiability and fim singularity

on the evaluation of the polyanskiy poor verdu converse bound for finite block length coding in awgn a tight converse bound to the channel coding rate in the finite block length regime and under additive white gaussian noise conditions was recently proposed by polyanskiy poor verdu ppv the bound is a generalization of a number of other classical results and it was also claimed to be equivalent to shannon s 1959 cone packing bound in this paper we investigate methods for a reliable numerical evaluation of the bound which is troublesome even for not too large values of the block length n by compactly expressing the polyanskiy poor and verdu ppv converse bound in terms of non central chi squared distributions and by evaluating those through an integral expression and a corresponding series expansion which exploit a method proposed by temme as a result a robust evaluation method and new insights on the bound s asymptotics as well as new approximate expressions are obtained