This paper is mainly dedicated to an extension of the Slepian-Bangs formula to non-circular complex elliptical symmetric (NC-CES) distributions, which is derived from a new stochastic representation theorem. This formula includes the non-circular complex Gaussian and the circular CES (CCES) distributions. Some general relations between the Cramer Rao bound (CRB) under CES and Gaussian distributions are deduced. It is proved in particular that the Gaussian distribution does not always lead to the largest stochastic CRB (SCRB) as many authors tend to believe it. Finally a particular attention is paid to the noisy mixture where closedform expressions for the SCRBs of the parameters of interest are derived.
The relative $α$-entropy is the Rényi analog of relative entropy and arises prominently in information-theoretic problems. Recent information geometric investigations on this quantity have enabled the generalization of the Cramér-Rao inequality, which provides a lower bound for the variance of an estimator of an escort of the underlying parametric probability distribution. However, this framework remains unexamined in the Bayesian framework. In this paper, we propose a general Riemannian metric based on relative $α$-entropy to obtain a generalized Bayesian Cramér-Rao inequality. This establish…
On A Unified Cramér-Rao Bound Framework for Joint Delay-Doppler Estimation with Multi-Carrier Waveforms
National University of Singapore（新加坡国立大学）；Shanghai Jiao Tong University（上海交通大学）；The Hong Kong University of Science and Technology (Guangzhou)（香港科技大学（广州））；Technical University of Berlin（柏林工业大学）
This paper investigates intelligent reflecting surface (IRS) enabled non-line-of-sight (NLoS) wireless sensing, in which an IRS is deployed to assist an access point (AP) to sense a target in its NLoS region. It is assumed that the AP is equipped with multiple antennas and the IRS is equipped with a uniform linear array. The AP aims to estimate the target's direction-of-arrival (DoA) with respect to the IRS, based on the echo signals from the AP-IRS-target-IRS-AP link. Under this setup, we jointly design the transmit beamforming at the AP and the reflective beamforming at the IRS to minimize t…
In some estimation problems, not all the parameters can be identified, which results in singularity of the Fisher Information Matrix (FIM). The Cramér-Rao Bound (CRB), which is the inverse of the FIM, is then not defined. To regularize the estimation problem, one can impose constraints on the parameters and derive the corresponding CRBs. The correspondence between local identifiability and FIM regularity is studied here. Furthermore the number of FIM singularities is shown to be equal to the number of independent constraints necessary to have a well-defined constrained CRB and local identifiab…
This paper aims at providing a fresh look at semiparametric estimation theory and, in particular, at the Semiparametric Cramér-Rao Bound (SCRB). Semiparametric models are characterized by a finite-dimensional parameter vector of interest and by an infinite-dimensional nuisance function that is often related to an unspecified functional form of the density of the noise underlying the observations. We summarize the main motivations and the intuitive concepts about semiparametric models. Then we provide a new look at the classical estimation theory based on a geometrical Hilbert space-based appro…
Efficient estimation of wideband spectrum is of great importance for applications such as cognitive radio. Recently, sub-Nyquist sampling schemes based on compressed sensing have been proposed to greatly reduce the sampling rate. However, the important issue of quantization has not been fully addressed, particularly for high-resolution spectrum and parameter estimation. In this paper, we aim to recover spectrally-sparse signals and the corresponding parameters, such as frequency and amplitudes, from heavy quantizations of their noisy complex-valued random linear measurements, e.g. only the qua…
Wireless channel sensing is one of the key enablers for integrated sensing and communication (ISAC) which helps communication networks understand the surrounding environment. In this work, we consider MIMO-OFDM systems and aim to design optimal and robust waveforms for accurate channel parameter estimation given allocated OFDM resources. The Fisher information matrix (FIM) is derived first, and the waveform design problem is formulated by maximizing the log determinant of the FIM. We then consider the uncertainty in the parameters and state the stochastic optimization problem for a robust desi…
We study the geometry of probability distributions with respect to a generalized family of Csiszár $f$-divergences. A member of this family is the relative $α$-entropy which is also a Rényi analog of relative entropy in information theory and known as logarithmic or projective power divergence in statistics. We apply Eguchi's theory to derive the Fisher information metric and the dual affine connections arising from these generalized divergence functions. This enables us to arrive at a more widely applicable version of the Cramér-Rao inequality, which provides a lower bound for the variance of…
Mobile communication networks were designed to mainly support ubiquitous wireless communications, yet they are also expected to achieve radio sensing capabilities in the near future. However, most prior studies on radio sensing usually rely on far-field assumption with uniform plane wave (UPW) models. With the ever-increasing antenna size, together with the growing demands to sense nearby targets, the conventional far-field UPW assumption may become invalid. Therefore, this paper studies near-field radio sensing with extremely large-scale (XL) antenna arrays, where the more general uniform sph…
This letter aims at deriving a Semiparametric Slepian-Bangs (SSB) formula for Complex Elliptically Symmetric (CES) distributed data vectors. The Semiparametric Cramér-Rao Bound (SCRB), related to the proposed SSB formula, provides a lower bound on the Mean Square Error (MSE) of \textit{any} robust estimator of a parameter vector parameterizing the mean vector and the scatter matrix of the given CES-distributed vector in the presence of an unknown, nuisance, density generator.
This letter aims at extending the Constrained Semiparametric Cramer-Rao Bound (CSCRB) for the joint estimation of mean vector and scatter matrix of Real Elliptically Symmetric (RES) distributions to Complex Elliptically Symmetric (CES) distributions. A closed form expression for the complex CSCRB (CCSCRB) is derived by exploiting the so-called \textit{Wirtinger} or $\mathbb{C}\mathbb{R}$-\textit{calculus}. Finally, the CCSCRB for the estimation of the complex mean vector and scatter matrix of a set of complex $t$-distributed random vectors is provided as an example of application.
Tel Aviv University（特拉维夫大学）；University of Illinois, Urbana-Champaign（伊利诺伊大学厄巴纳-香槟分校）
The Cramér-Rao bound (CRB), a well-known lower bound on the performance of any unbiased parameter estimator, has been used to study a wide variety of problems. However, to obtain the CRB, requires an analytical expression for the likelihood of the measurements given the parameters, or equivalently a precise and explicit statistical model for the data. In many applications, such a model is not available. Instead, this work introduces a novel approach to approximate the CRB using data-driven methods, which removes the requirement for an analytical statistical model. This approach is based on the…
The problem on the Cramer-Rao Lower Bounds (CRLBs) for the joint time delay and Doppler stretch estimation of an extended target is considered in this paper. The integral representations of the CRLBs for both the time delay and the Doppler stretch are derived. To facilitate computation and analysis, series representations and approximations of the CRLBs are introduced. According to these series representations, the impact of several waveform parameters on the estimation accuracy is investigated, which reveals that the CRLB of the Doppler stretch is inversely proportional to the effective time-…
Intelligent reflecting surface (IRS) is a rapidly emerging paradigm to enable non-line-of-sight (NLoS) wireless transmission. In this paper, we focus on IRS-aided radar estimation performance of a moving hidden or NLoS target. Unlike prior works that employ a single IRS, we investigate this problem using multiple IRS platforms and assess the estimation performance by deriving the associated Cramer-Rao lower bound (CRLB). We then design Doppler-aware IRS phase shifts by minimizing the scalar A-optimality measure of the joint parameter CRLB matrix. The resulting optimization problem is non-conve…
A lower bound is an important tool for predicting the performance that an estimator can achieve under a particular statistical model. Bayesian bounds are a kind of such bounds which not only utilizes the observation statistics but also includes the prior model information. In reality, however, the true model generating the data is either unknown or simplified when deriving estimators, which motivates the works to derive estimation bounds under modeling mismatch situations. This paper provides a derivation of a Bayesian Cramér-Rao bound under model misspecification, defining important concepts …
In this paper, we propose multi-input multi-output (MIMO) beamforming designs towards joint radar sensing and multi-user communications. We employ the Cramér-Rao bound (CRB) as a performance metric of target estimation, under both point and extended target scenarios. We then propose minimizing the CRB of radar sensing while guaranteeing a pre-defined level of signal-to-interference-plus-noise ratio (SINR) for each communication user. For the single-user scenario, we derive a closed form for the optimal solution for both cases of point and extended targets. For the multi-user scenario, we show …
This paper studies the optimal state estimation for a dynamic system, whose transfer function can be nonlinear and the input noise can be of arbitrary distribution. Our algorithm differs from the conventional extended Kalman filter (EKF) and the particle filter (PF) in that it estimates not only the state vector but also the Cramer-Rao bound (CRB), which serves as an accuracy indicator. Combining the state estimation, the CRB, and the incoming new measurement, the algorithm updates the state estimation according to the maximum likelihood (ML) criterion. To illustrate the effectiveness of the p…
Cramer-Rao Bound Analysis of Bistatic ISAC Under Partial Symbol Knowledge and Clutter
School of Electrical Engineering and Computer Science (EECS), KTH Royal Institute of Technology（皇家理工学院电气工程学院和计算机科学学院）；Ericsson Research, Stockholm, Sweden（爱立信研究）
Cramér-Rao Bound Optimization for Near-Field ISAC with Extended Targets
The University of Hong Kong（香港大学）；China Mobile Research Institute（中国移动研究院）；China Mobile (Hong Kong) Innovation Research Institute（中国移动（香港）创新研究院）；China Mobile Hong Kong Company Limited（中国移动香港有限公司）
Several current ultra-wide band applications, such as millimeter wave radar and communication systems, require high sampling rates and therefore expensive and energy-hungry analogto-digital converters (ADCs). In applications where cost and power constraints exist, the use of high-precision ADCs is not feasible and the designer must resort to ADCs with coarse quantization. Consequently the interest in the topic of signal parameter estimation from quantized data has increased significantly in recent years. The Cramer-Rao bound (CRB) is an important yardstick in any parameter estimation problem. …
Due to their shorter operating range and large bandwidth, automotive radars can resolve many reflections from their targets of interest, mainly vehicles. This calls for the use of extended-target models in place of simpler and more widely-adopted point-like target models. However, despite some preliminary work, the fundamental connection between the radar's accuracy as a function of the target vehicle state (range, orientation, shape) and radar properties remains largely unknown for extended targets. In this work, we first devise a mathematically tractable analytical model for a vehicle with a…
Magnetic resonance (MR) fingerprinting is a new quantitative imaging paradigm, which simultaneously acquires multiple MR tissue parameter maps in a single experiment. In this paper, we present an estimation-theoretic framework to perform experiment design for MR fingerprinting. Specifically, we describe a discrete-time dynamic system to model spin dynamics, and derive an estimation-theoretic bound, i.e., the Cramer-Rao bound (CRB), to characterize the signal-to-noise ratio (SNR) efficiency of an MR fingerprinting experiment. We then formulate an optimal experiment design problem, which determi…
