Borne de Cramér-Rao | EPFL Graph Search

En statistique, la borne Cramér-Rao exprime une borne inférieure sur la variance d'un estimateur sans biais, basée sur l'information de Fisher. Elle est aussi appelée borne de Fréchet-Darmois-Cramér-Rao (ou borne FDCR) en l'honneur de Maurice Fréchet, Georges Darmois, Harald Cramér et Calyampudi Radhakrishna Rao. Elle énonce que l'inverse de l'information de Fisher, \mathcal{I}(\theta), d'un paramètre θ, est un minorant de la variance d'un estimateur sans biais de ce paramètre (noté \widehat{\theta}). : \mathrm{var} \left(\widehat{\theta}\right) \geq \mathcal{I}(\theta)^{-1} = \mathbb{E} \left[ \left(\frac{\partial}{\partial \theta} \ln L(X;\theta)\right)^2 \right]^{-1} Si le modèle est régulier, la borne de Cramer Rao peut s'écrire : \mathcal{I}(\theta)^{-1} = - \mathbb{E} \left[ \frac{\partial^2}{\partial \theta^2} \ln L(X;\theta) \right]^{-1} où L(X;θ) est la fonction de vraisemblance. Dans certains cas, aucun es

Parameter Estimation with GNSS-Reflectometry and GNSS Synthetic Aperture Techniques

Miguel Angel Ribot Sanfelix

Aside from intentional interference, multipath is the most significant error source for Global Navigation Satellite Systems (GNSS) receivers in many operational scenarios. In this thesis, we study the multipath estimation from two different perspectives: to retrieve useful information from it using GNSS-Reflectometry (GNSS-R) techniques; and to mitigate its effects or to estimate its direction-of-arrival (DOA) as well as the line-of-sight (LOS) signal¿s using synthetic aperture (SA) processing. The first part of the thesis focuses on precision bounds for GNSS-R techniques for ground-based receivers, in scenarios where a single antenna simultaneously receives the LOS signal and a specular reflection. First, we derive the Cramér-Rao bound (CRB) of the receiver¿s height and the reflection coefficient, with the latter depending on the surface¿s electrical properties. More specifically, we propose a CRB derivation applicable to GNSS-R techniques that make use of the phase information and long observation times, such as the interference pattern technique (IPT). The derivation is based on the parameter transformation of the Fisher information matrix. We study the dependence of the computed CRB on the scenario and the receiver bandwidth. The CRB results for the simulated scenarios are consistent with the precision reported for many GNSS-R techniques used in these scenarios. The proposed CRB is meant to benchmark and compare new and existing techniques. Besides the derived CRB, we propose an algorithm to obtain the maximum-likelihood (ML) estimator of the parameters of interest with the IPT: the segmented ML estimator (SML). The SML transforms a complex multivariate optimization problem into multiple simpler ones by dividing the parameter search space taking advantage of the cost function¿s particular structure. The SML is validated with simulated signal and asymptotically cross-validates the CRB results. The second part of the thesis is devoted to the study of the SA processing of GNSS signals. The goal is to estimate the DOA of the signals received, and mitigate errors in the navigation solution caused by interfering signals, such as multipath. We start by deriving the CRB for the SA context, as a function of the antenna trajectory. This CRB considers the effect of the antenna complex gain, and we show in simulations that it is possible to achieve meaningful DOA estimation only by changing the antenna¿s orientation. We continue by proposing a development framework built upon a signal tracking architecture integrating SA processing. Before any SA processing, it is necessary to estimate and compensate any carrier phase contribution not related to the antenna motion. To do so, we propose two new sequential techniques based on the extended Kalman filter (EKF): EKF1 and EKF2. Also, we develop an open-loop version of the proposed SA tracking architecture, more robust than its closed-loop counterpart. Finally, we validate the proposed architecture and SA-based techniques with synthetic GPS signals at first, and then with real signals, recorded using an antenna mounted on a mechanical rotating arm. The obtained results validate the implemented techniques and show how the proposed SA architecture can ultimately mitigate the position bias error observed in environments with severe multipath interference.

EPFL2018

Bits from Photons

Feng Yang

The trends in the design of image sensors are to build sensors with low noise, high sensitivity, high dynamic range, and small pixel size. How can we benefit from pixels with small size and high sensitivity? In this dissertation, we study a new image sensor that is reminiscent of traditional photographic film. Each pixel in the sensor has a binary response, giving only a one-bit quantized measurement of the local light intensity. The response function of the image sensor is non-linear and similar to a logarithmic function, which makes the sensor suitable for high dynamic range imaging. We first formulate the oversampled binary sensing scheme as a parameter estimation problem based on quantized Poisson statistics. We show that, with a single-photon quantization threshold and large oversampling factors, the Cramér-Rao lower bound (CRLB) of the estimation variance approaches that of an ideal unquantized sensor, that is, as if there were no quantization in the sensor measurements. Furthermore, the CRLB is shown to be asymptotically achievable by the maximum likelihood estimator (MLE). By showing that the log-likelihood function is concave, we guarantee the global optimality of iterative algorithms in finding the MLE. We study the performance of the oversampled binary sensing scheme in presence of dark current noise. The noise model is an additive Bernoulli noise with a known parameter, and the noise only flips the binary output from "0" to "1". We show that the binary sensor is quite robust with respect to noise and its dynamic range is only slightly reduced. The binary sensor first benefits from the increasing of the oversampling factor and then suffers in term of dynamic range. We again use the MLE to estimate the light intensity. When the threshold is a single photon, we show that the log-likelihood function is still concave. Thus, the global optimality can be achieved. But for thresholds larger than "1", this property does not hold true. By proving that when the light intensity is piecewise-constant, the likelihood function is a strictly pseudoconcave function, we guarantee to find the optimal solution of the MLE using iterative algorithms for arbitrary thresholds. For the general linear light field model, the log-likelihood function is not even quasiconcave when thresholds are larger than "1". In this circumstance, we find an initial solution by approximating the light intensity field with a piecewise-constant model, and then we use Newton's method to refine the estimation using the exact model. We then examine one of the most important parameters in the binary sensor, i.e., the threshold used to generate binary values. We prove the intuitive result that large thresholds achieve better estimation performance for strong light intensities, while small thresholds work better for low light intensities. To make a binary sensor that works in a larger range of light intensities, we propose to design a threshold array containing multiple thresholds instead of a single threshold for the binary sensing. The criterion is to minimize the average CRLB which is a good approximation of the mean squared error (MSE). The performance analysis on the new binary sensor verifies the effectiveness of our design. Again, the MLE is used for reconstructing the light intensity field from the binary measurements. By showing that the log-likelihood function is concave for arbitrary threshold arrays, we ensure that the iterative algorithms can find the optimal solution of the MLE. Finally, we study the reconstruction problem for the binary image sensor under a generalized piecewise-constant light intensity field model, which is quite useful when parameters like oversampling factors are unknown. We directly estimate light exposure values, i.e., the number of photons hitting on each pixel. We assume that the light exposure values are piecewise-constant and we use the MLE for the reconstruction. This optimization problem is solved by iteratively working out two subproblems. The first one is to find the optimal light exposure value for each segment, given the optimal segmentation of the binary measurements. The second one is to find the optimal segmentation of the binary measurements given the optimal light exposure values for each segment. Several algorithms are provided for solving this optimization problem. Dynamic programming can obtain the optimal solution for 1-D signals, but the computation is quite heavy. To reduce the burden of computation, we propose a greedy algorithm and a method based on pruning of binary trees or quadtrees.

EPFL2012