DocumentCode
49505
Title
Maximum Likelihood Estimation From Sign Measurements With Sensing Matrix Perturbation
Author
Jiang Zhu ; Xiaohan Wang ; Xiaokang Lin ; Yuantao Gu
Author_Institution
Dept. of Electron. Eng., Tsinghua Univ., Beijing, China
Volume
62
Issue
15
fYear
2014
fDate
Aug.1, 2014
Firstpage
3741
Lastpage
3753
Abstract
The problem of estimating an unknown deterministic parameter vector from sign measurements with a perturbed sensing matrix is studied in this paper. We analyze the best achievable mean-square error (MSE) performance by exploring the corresponding Cramér-Rao lower bound (CRLB). To estimate the parameter, the maximum likelihood (ML) estimator is utilized and its consistency is proved. We show that, compared with the perturbed-free setting, the perturbation on the sensing matrix exacerbates the performance of the ML estimator in most cases. However, suitable perturbation may improve the performance in some special cases. Then, we reformulate the original ML estimation problem as a convex optimization problem, which can be solved efficiently. Furthermore, theoretical analysis implies that the perturbation-ignored estimation is a scaled version with the same direction of the ML estimation. Finally, numerical simulations are performed to validate our theoretical analysis.
Keywords
convex programming; matrix algebra; maximum likelihood estimation; mean square error methods; regression analysis; CRLB; Cramer-Rao lower bound; MSE performance analysis; convex optimization problem; maximum likelihood estimation; mean square error method; sensing matrix perturbation; sign measurement; unknown deterministic parameter vector estimation; Convex functions; Maximum likelihood estimation; Noise; Noise measurement; Sensors; Vectors; CRLB; Gaussian perturbation; maximum likelihood estimation; sign measurements;
fLanguage
English
Journal_Title
Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
1053-587X
Type
jour
DOI
10.1109/TSP.2014.2330350
Filename
6832584
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