ANALYSIS OF FISHER INFORMATION AND THE CRAMER-RAO BOUND FOR NONLINEAR PARAMETER ESTIMATION AFTER COMPRESSED SENSING

被引：0

作者：

Pakrooh, Pooria ^{[1
]}

Scharf, Louis L. ^{[2
]}

Pezeshki, Ali ^{[1
]}

Chi, Yuejie ^{[3
]}

机构：

[1] Colorado State Univ, ECE Dept, Ft Collins, CO 80523 USA

[2] Colorado State Univ, Dept Math & Stat, Ft Collins, CO 80523 USA

[3] Ohio State Univ, Dept ECE & Biomed Informat, Columbus, OH 43210 USA

来源：

2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP) | 2013年

关键词：

Cramer-Rao bound; compressed sensing; Fisher information; Johnson-Lindenstrauss Lemma; parameter estimation; MATRICES; PROOF;

D O I：

暂无

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

In this paper, we analyze the impact of compressed sensing with random matrices on Fisher information and the CRB for estimating unknown parameters in the mean value function of a multivariate normal distribution. We consider the class of random compression matrices that satisfy a version of the Johnson-Lindenstrauss lemma, and we derive analytical lower and upper bounds on the CRB for estimating parameters from randomly compressed data. These bounds quantify the potential loss in CRB as a function of Fisher information of the non-compressed data. In our numerical examples, we consider a direction of arrival estimation problem and compare the actual loss in CRB with our bounds.

引用

页码：6630 / 6634

页数：5

共 50 条

[21] The stability of nonlinear least squares problems and the Cramer-Rao bound
Basu, S
Bresler, Y
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2000, 48 (12) : 3426 - 3436
[22] Quantized Spectral Compressed Sensing: Cramer-Rao Bounds and Recovery Algorithms
Fu, Haoyu
Chi, Yuejie
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2018, 66 (12) : 3268 - 3279
[23] Cramer-Rao Bound for Estimation After Model Selection and Its Application to Sparse Vector Estimation
Meir, Elad
Routtenberg, Tirza
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2021, 69 : 2284 - 2301
[24] Cramer-Rao bound analysis of wideband source localization and DOA estimation
Yip, L
Chen, JC
Hudson, RE
Yao, K
ADVANCED SIGNAL PROCESSING ALGORITHMS, ARCHITECTURES, AND IMPLEMENTATIONS XII, 2002, 4791 : 304 - 316
[25] The Cramer-Rao Bound for Continuous-Time Autoregressive Parameter Estimation with Irregular Sampling
Erik G. Larsson
Erik K. Larsson
Circuits, Systems and Signal Processing, 2002, 21 : 581 - 601
[26] The Cramer-Rao Bound for Signal Parameter Estimation From Quantized Data [Lecture Notes]
Stoica, Petre
Shang, Xiaolei
Cheng, Yuanbo
IEEE SIGNAL PROCESSING MAGAZINE, 2022, 39 (01) : 118 - 125
[27] Cramer-Rao Bound for Signal Parameter Estimation From Modulo ADC Generated Data
Cheng, Yuanbo
Karlsson, Johan
Li, Jian
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2024, 72 : 4268 - 4285
[28] Cramer-Rao Lower Bound for Motion Parameter Estimation of an Approaching Missile with Constant Acceleration
Lv, Peng
Wei, Guohua
Cui, Wei
Wu, Siliang
Wang, Xu
PROCEEDINGS OF THE 2018 13TH IEEE CONFERENCE ON INDUSTRIAL ELECTRONICS AND APPLICATIONS (ICIEA 2018), 2018, : 1905 - 1910
[29] A tight Cramer-Rao bound for joint parameter estimation with a pure two-mode squeezed probe
Bradshaw, Mark
Assad, Syed M.
Lam, Ping Koy
PHYSICS LETTERS A, 2017, 381 (32) : 2598 - 2607
[30] Stochastic Cramer-Rao Bound Analysis for DOA Estimation in Spherical Harmonics Domain
Kumar, Lalan
Hegde, Rajesh M.
IEEE SIGNAL PROCESSING LETTERS, 2015, 22 (08) : 1030 - 1034

← 1 2 3 4 5 →