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
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;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2014.2330350