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[Keyword] parameter estimation(64hit)

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  • Meta-Bound on Lower Bounds of Bayes Risk in Parameter Estimation

    Shota SAITO  

     
    PAPER-Estimation

      Pubricized:
    2023/08/09
      Vol:
    E107-A No:3
      Page(s):
    503-509

    Information-theoretic lower bounds of the Bayes risk have been investigated for a problem of parameter estimation in a Bayesian setting. Previous studies have proven the lower bound of the Bayes risk in a different manner and characterized the lower bound via different quantities such as mutual information, Sibson's α-mutual information, f-divergence, and Csiszár's f-informativity. In this paper, we introduce an inequality called a “meta-bound for lower bounds of the Bayes risk” and show that the previous results can be derived from this inequality.

  • Authors' Reply to the Comments by Kamata et al.

    Bo ZHOU  Benhui CHEN  Jinglu HU  

     
    WRITTEN DISCUSSION

      Pubricized:
    2023/05/08
      Vol:
    E106-A No:11
      Page(s):
    1446-1449

    We thank Kamata et al. (2023) [1] for their interest in our work [2], and for providing an explanation of the quasi-linear kernel from a viewpoint of multiple kernel learning. In this letter, we first give a summary of the quasi-linear SVM. Then we provide a discussion on the novelty of quasi-linear kernels against multiple kernel learning. Finally, we explain the contributions of our work [2].

  • Parameter Estimation of Markovian Arrivals with Utilization Data

    Chen LI  Junjun ZHENG  Hiroyuki OKAMURA  Tadashi DOHI  

     
    PAPER-Fundamental Theories for Communications

      Pubricized:
    2021/07/08
      Vol:
    E105-B No:1
      Page(s):
    1-10

    Utilization data (a kind of incomplete data) is defined as the fraction of a fixed period in which the system is busy. In computer systems, utilization data is very common and easily observable, such as CPU utilization. Unlike inter-arrival times and waiting times, it is more significant to consider the parameter estimation of transaction-based systems with utilization data. In our previous work [7], a novel parameter estimation method using utilization data for an Mt/M/1/K queueing system was presented to estimate the parameters of a non-homogeneous Poisson process (NHPP). Since NHPP is classified as a simple counting process, it may not fit actual arrival streams very well. As a generalization of NHPP, Markovian arrival process (MAP) takes account of the dependency between consecutive arrivals and is often used to model complex, bursty, and correlated traffic streams. In this paper, we concentrate on the parameter estimation of an MAP/M/1/K queueing system using utilization data. In particular, the parameters are estimated by using maximum likelihood estimation (MLE) method. Numerical experiments on real utilization data validate the proposed approach and evaluate the effective traffic intensity of the arrival stream of MAP/M/1/K queueing system. Besides, three kinds of utilization datasets are created from a simulation to assess the effects of observed time intervals on both estimation accuracy and computational cost. The numerical results show that MAP-based approach outperforms the exiting method in terms of both the estimation accuracy and computational cost.

  • Frequency-Domain Iterative Block DFE Using Erasure Zones and Improved Parameter Estimation

    Jian-Yu PAN  Kuei-Chiang LAI  Yi-Ting LI  Szu-Lin SU  

     
    PAPER-Wireless Communication Technologies

      Pubricized:
    2021/03/22
      Vol:
    E104-B No:9
      Page(s):
    1159-1171

    Iterative block decision feedback equalization with hard-decision feedback (HD-IBDFE) was proposed for single-carrier transmission with frequency-domain equalization (SC-FDE). The detection performance hinges upon not only error propagation, but also the accuracy of estimating the parameters used to re-compute the equalizer coefficients at each iteration. In this paper, we use the erasure zone (EZ) to de-emphasize the feedback values when the hard decisions are not reliable. EZ use also enables a more accurate, and yet computationally more efficient, parameter estimation method than HD-IBDFE. We show that the resulting equalizer coefficients share the same mathematical form as that of the HD-IBDFE, thereby preserving the merit of not requiring matrix inverse operations in calculating the equalizer coefficients. Simulations show that, by using the EZ and the proposed parameter estimation method, a significant performance improvement over the conventional HD-IBDFE can be achieved, but with lower complexity.

  • Parameters Estimation of Impulse Noise for Channel Coded Systems over Fading Channels

    Chun-Yin CHEN  Mao-Ching CHIU  

     
    PAPER-Wireless Communication Technologies

      Pubricized:
    2021/01/18
      Vol:
    E104-B No:7
      Page(s):
    903-912

    In this paper, we propose a robust parameters estimation algorithm for channel coded systems based on the low-density parity-check (LDPC) code over fading channels with impulse noise. The estimated parameters are then used to generate bit log-likelihood ratios (LLRs) for a soft-inputLDPC decoder. The expectation-maximization (EM) algorithm is used to estimate the parameters, including the channel gain and the parameters of the Bernoulli-Gaussian (B-G) impulse noise model. The parameters can be estimated accurately and the average number of iterations of the proposed algorithm is acceptable. Simulation results show that over a wide range of impulse noise power, the proposed algorithm approaches the optimal performance under different Rician channel factors and even under Middleton class-A (M-CA) impulse noise models.

  • Millimeter-Wave Radio Channel Characterization Using Multi-Dimensional Sub-Grid CLEAN Algorithm

    Minseok KIM  Tatsuki IWATA  Shigenobu SASAKI  Jun-ichi TAKADA  

     
    PAPER-Antennas and Propagation

      Pubricized:
    2020/01/10
      Vol:
    E103-B No:7
      Page(s):
    767-779

    In radio channel measurements and modeling, directional scanning via highly directive antennas is the most popular method to obtain angular channel characteristics to develop and evaluate advanced wireless systems for high frequency band use. However, it is often insufficient for ray-/cluster-level characterizations because the angular resolution of the measured data is limited by the angular sampling interval over a given scanning angle range and antenna half power beamwidth. This study proposes the sub-grid CLEAN algorithm, a novel technique for high-resolution multipath component (MPC) extraction from the multi-dimensional power image, so called double-directional angular delay power spectrum. This technique can successfully extract the MPCs by using the multi-dimensional power image. Simulation and measurements showed that the proposed technique could extract MPCs for ray-/cluster-level characterizations and channel modeling. Further, applying the proposed method to the data captured at 58.5GHz in an atrium entrance hall environment which is an indoor hotspot access scenario in the fifth generation mobile system, the multipath clusters and corresponding scattering processes were identified.

  • Parameter Estimation for Multiple Chirp Signals Based on Single Channel Nyquist Folding Receiver

    Zhaoyang QIU  Qi ZHANG  Minhong SUN  Jun ZHU  

     
    LETTER-Digital Signal Processing

      Vol:
    E103-A No:3
      Page(s):
    623-628

    The modern radar signals are in a wide frequency space. The receiving bandwidth of the radar reconnaissance receiver should be wide enough to intercept the modern radar signals. The Nyquist folding receiver (NYFR) is a novel wideband receiving architecture and it has a high intercept probability. Chirp signals are widely used in modern radar system. Because of the wideband receiving ability, the NYFR will receive the concurrent multiple chirp signals. In this letter, we propose a novel parameter estimation algorithm for the multiple chirp signals intercepted by single channel NYFR. Compared with the composite NYFR, the proposed method can save receiving resources. In addition, the proposed approach can estimate the parameters of the chirp signals even the NYFR outputs are under frequency aliasing circumstance. Simulation results show the efficacy of the proposed method.

  • Parameter Estimation of Fractional Bandlimited LFM Signals Based on Orthogonal Matching Pursuit Open Access

    Xiaomin LI  Huali WANG  Zhangkai LUO  

     
    PAPER-Digital Signal Processing

      Vol:
    E102-A No:11
      Page(s):
    1448-1456

    Parameter estimation theorems for LFM signals have been developed due to the advantages of fractional Fourier transform (FrFT). The traditional estimation methods in the fractional Fourier domain (FrFD) are almost based on two-dimensional search which have the contradiction between estimation performance and complexity. In order to solve this problem, we introduce the orthogonal matching pursuit (OMP) into the FrFD, propose a modified optimization method to estimate initial frequency and final frequency of fractional bandlimited LFM signals. In this algorithm, the differentiation fractional spectrum which is used to form observation matrix in OMP is derived from the spectrum analytical formulations of the LFM signal, and then, based on that the LFM signal has approximate rectangular spectrum in the FrFD and the correlation between the LFM signal and observation matrix yields a maximal value at the edge of the spectrum (see Sect.3.3 for details), the edge spectrum information can be extracted by OMP. Finally, the estimations of initial frequency and final frequency are obtained through multiplying the edge information by the sampling frequency resolution. The proposed method avoids reconstruction and the traditional peak-searching procedure, and the iterations are needed only twice. Thus, the computational complexity is much lower than that of the existing methods. Meanwhile, Since the vectors at the initial frequency and final frequency points both have larger modulus, so that the estimations are closer to the actual values, better normalized root mean squared error (NRMSE) performance can be achieved. Both theoretical analysis and simulation results demonstrate that the proposed algorithm bears a relatively low complexity and its estimation precision is higher than search-based and reconstruction-based algorithms.

  • Key Parameter Estimation for Pulse Radar Signal Intercepted by Non-Cooperative Nyquist Folding Receiver

    Zhaoyang QIU  Qi ZHANG  Jun ZHU  Bin TANG  

     
    LETTER-Digital Signal Processing

      Vol:
    E101-A No:11
      Page(s):
    1934-1939

    Nyquist folding receiver (NYFR) is a novel reconnaissance receiving architecture and it can realize wideband receiving with small amount of equipment. As a tradeoff of non-cooperative wideband receiving, the NYFR output will add an unknown key parameter that is called Nyquist zone (NZ) index. In this letter, we concentrate on the NZ index estimation of the NYFR output. Focusing on the basic pulse radar signals, the constant frequency signal, the binary phase coded signal and the linear frequency modulation signal are considered. The matching component function is proposed to estimate the NZ indexes of the NYFR outputs without the prior information of the signal modulation type. In addition, the relations between the matching component function and the parameters of the NYFR are discussed. Simulation results demonstrate the efficacy of the proposed method.

  • Fast Parameter Estimation for Polyphase P Codes Modulated Radar Signals

    Qi ZHANG  Pei WANG  Jun ZHU  Bin TANG  

     
    LETTER-Digital Signal Processing

      Vol:
    E100-A No:10
      Page(s):
    2162-2166

    A fast parameter estimation method with a coarse estimation and a fine estimation for polyphase P coded signals is proposed. For a received signal with N sampling points, the proposed method has an improved performance when the signal-to-noise ratio (SNR) is larger than 2dB and a lower computational complexity O(N logs N) compared with the latest time-frequency rate estimation method whose computational complexity is O(N2).

  • Singular-Spectrum Analysis for Digital Audio Watermarking with Automatic Parameterization and Parameter Estimation Open Access

    Jessada KARNJANA  Masashi UNOKI  Pakinee AIMMANEE  Chai WUTIWIWATCHAI  

     
    PAPER-Information Network

      Pubricized:
    2016/05/16
      Vol:
    E99-D No:8
      Page(s):
    2109-2120

    This paper proposes a blind, inaudible, robust digital-audio watermarking scheme based on singular-spectrum analysis, which relates to watermarking techniques based on singular value decomposition. We decompose a host signal into its oscillatory components and modify amplitudes of some of those components with respect to a watermark bit and embedding rule. To improve the sound quality of a watermarked signal and still maintain robustness, differential evolution is introduced to find optimal parameters of the proposed scheme. Test results show that, although a trade-off between inaudibility and robustness still persists, the difference in sound quality between the original and the watermarked one is considerably smaller. This improved scheme is robust against many attacks, such as MP3 and MP4 compression, and band-pass filtering. However, there is a drawback, i.e., some music-dependent parameters need to be shared between embedding and extraction processes. To overcome this drawback, we propose a method for automatic parameter estimation. By incorporating the estimation method into the framework, those parameters need not to be shared, and the test results show that it can blindly decode watermark bits with an accuracy of 99.99%. This paper not only proposes a new technique and scheme but also discusses the singular value and its physical interpretation.

  • Real-Time Joint Channel and Hyperparameter Estimation Using Sequential Monte Carlo Methods for OFDM Mobile Communications

    Junichiro HAGIWARA  

     
    PAPER-Wireless Communication Technologies

      Vol:
    E99-B No:8
      Page(s):
    1655-1668

    This study investigates a real-time joint channel and hyperparameter estimation method for orthogonal frequency division multiplexing mobile communications. The channel frequency response of the pilot subcarrier and its fixed hyperparameters (such as channel statistics) are estimated using a Liu and West filter (LWF), which is based on the state-space model and sequential Monte Carlo method. For the first time, to our knowledge, we demonstrate that the conventional LWF biases the hyperparameter due to a poor estimate of the likelihood caused by overfitting in noisy environments. Moreover, this problem cannot be solved by conventional smoothing techniques. For this, we modify the conventional LWF and regularize the likelihood using a Kalman smoother. The effectiveness of the proposed method is confirmed via numerical analysis. When both of the Doppler frequency and delay spread hyperparameters are unknown, the conventional LWF significantly degrades the performance, sometimes below that of least squares estimation. By avoiding the hyperparameter estimation failure, our method outperforms the conventional approach and achieves good performance near the lower bound. The coding gain in our proposed method is at most 10 dB higher than that in the conventional LWF. Thus, the proposed method improves the channel and hyperparameter estimation accuracy. Derived from mathematical principles, our proposal is applicable not only to wireless technology but also to a broad range of related areas such as machine learning and econometrics.

  • Non-Linear Extension of Generalized Hyperplane Approximation

    Hyun-Chul CHOI  

     
    LETTER-Image Recognition, Computer Vision

      Pubricized:
    2016/02/29
      Vol:
    E99-D No:6
      Page(s):
    1707-1710

    A non-linear extension of generalized hyperplane approximation (GHA) method is introduced in this letter. Although GHA achieved a high-confidence result in motion parameter estimation by utilizing the supervised learning scheme in histogram of oriented gradient (HOG) feature space, it still has unstable convergence range because it approximates the non-linear function of regression from the feature space to the motion parameter space as a linear plane. To extend GHA into a non-linear regression for larger convergence range, we derive theoretical equations and verify this extension's effectiveness and efficiency over GHA by experimental results.

  • Device-Parameter Estimation with Sensitivity-Configurable Ring Oscillator

    Shoichi IIZUKA  Yuma HIGUCHI  Masanori HASHIMOTO  Takao ONOYE  

     
    PAPER-Device and Circuit Modeling and Analysis

      Vol:
    E98-A No:12
      Page(s):
    2607-2613

    The RO (Ring-Oscillator)-based sensor is one of easily-implementable variation sensors, but for decomposing the observed variability into multiple unique device-parameter variations, a large number of ROs with different structures and sensitivities to device-parameters is required. This paper proposes an area efficient device parameter estimation method with sensitivity-configurable ring oscillator (RO). This sensitivity-configurable RO has a number of configurations and the proposed method exploits this property for reducing sensor area and/or improving estimation accuracy. The proposed method selects multiple sets of sensitivity configurations, obtains multiple estimates and computes the average of them for accuracy improvement exploiting an averaging effect. Experimental results with a 32-nm predictive technology model show that the proposed averaging with multiple estimates can reduce the estimation error by 49% or reduce the sensor area by 75% while keeping the accuracy. Compared to previous work with iterative estimation, 23% accuracy improvement is achieved.

  • Unsupervised Weight Parameter Estimation for Exponential Mixture Distribution Based on Symmetric Kullback-Leibler Divergence

    Masato UCHIDA  

     
    LETTER-Information Theory

      Vol:
    E98-A No:11
      Page(s):
    2349-2353

    When there are multiple component predictors, it is promising to integrate them into one predictor for advanced reasoning. If each component predictor is given as a stochastic model in the form of probability distribution, an exponential mixture of the component probability distributions provides a good way to integrate them. However, weight parameters used in the exponential mixture model are difficult to estimate if there is no training samples for performance evaluation. As a suboptimal way to solve this problem, weight parameters may be estimated so that the exponential mixture model should be a balance point that is defined as an equilibrium point with respect to the distance from/to all component probability distributions. In this paper, we propose a weight parameter estimation method that represents this concept using a symmetric Kullback-Leibler divergence and generalize this method.

  • Cramer-Rao Bounds for Compressive Frequency Estimation

    Xushan CHEN  Xiongwei ZHANG  Jibin YANG  Meng SUN  Weiwei YANG  

     
    LETTER-Digital Signal Processing

      Vol:
    E98-A No:3
      Page(s):
    874-877

    Compressive sensing (CS) exploits the sparsity or compressibility of signals to recover themselves from a small set of nonadaptive, linear measurements. The number of measurements is much smaller than Nyquist-rate, thus signal recovery is achieved at relatively expense. Thus, many signal processing problems which do not require exact signal recovery have attracted considerable attention recently. In this paper, we establish a framework for parameter estimation of a signal corrupted by additive colored Gaussian noise (ACGN) based on compressive measurements. We also derive the Cramer-Rao lower bound (CRB) for the frequency estimation problems in compressive domain and prove some useful properties of the CRB under different compressive measurements. Finally, we show that the theoretical conclusions are along with experimental results.

  • Parameter Estimation Method Using Volterra Kernels for Nonlinear IIR Filters

    Kenta IWAI  Yoshinobu KAJIKAWA  

     
    PAPER-Digital Signal Processing

      Vol:
    E97-A No:11
      Page(s):
    2189-2199

    In this paper, we propose a parameter estimation method using Volterra kernels for the nonlinear IIR filters, which are used for the linearization of closed-box loudspeaker systems. The nonlinear IIR filter, which originates from a mirror filter, employs nonlinear parameters of the loudspeaker system. Hence, it is very important to realize an appropriate estimation method for the nonlinear parameters to increase the compensation ability of nonlinear distortions. However, it is difficult to obtain exact nonlinear parameters using the conventional parameter estimation method for nonlinear IIR filter, which uses the displacement characteristic of the diaphragm. The conventional method has two problems. First, it requires the displacement characteristic of the diaphragm but it is difficult to measure such tiny displacements. Moreover, a laser displacement gauge is required as an extra measurement instrument. Second, it has a limitation in the excitation signal used to measure the displacement of the diaphragm. On the other hand, in the proposed estimation method for nonlinear IIR filter, the parameters are updated using simulated annealing (SA) according to the cost function that represents the amount of compensation and these procedures are repeated until a given iteration count. The amount of compensation is calculated through computer simulation in which Volterra kernels of a target loudspeaker system is utilized as the loudspeaker model and then the loudspeaker model is compensated by the nonlinear IIR filter with the present parameters. Hence, the proposed method requires only an ordinary microphone and can utilize any excitation signal to estimate the nonlinear parameters. Some experimental results demonstrate that the proposed method can estimate the parameters more accurately than the conventional estimation method.

  • On-Line Model Parameter Estimations for Time-Delay Systems

    Jung Hun PARK  Soohee HAN  Bokyu KWON  

     
    LETTER-Fundamentals of Information Systems

      Vol:
    E96-D No:8
      Page(s):
    1867-1870

    This paper concerns a problem of on-line model parameter estimations for multiple time-delay systems. In order to estimate unknown model parameters from measured state variables, we propose two schemes using Lyapunov's direct method, called parallel and series-parallel model estimators. It is shown through a numerical example that the proposed parallel and series-parallel model estimators can be effective when sufficiently rich inputs are applied.

  • Performance Analysis of Lateral Velocity Estimation Based on Fractional Fourier Transform

    Yechao BAI  Xinggan ZHANG  Lan TANG  Yao WEI  

     
    LETTER-Sensing

      Vol:
    E95-B No:6
      Page(s):
    2174-2178

    The lateral velocity is of importance in cases like target identification and traffic management. Conventional Doppler methods are not capable of measuring lateral velocities since they quantify only the radial component. Based on the spectrogram characteristic of laterally moving targets, an algorithm based on fractional Fourier transform has been studied in the signal processing literature. The algorithm searches the peak position of the transformation, and calculates the lateral velocity from the peak position. The performance analysis of this algorithm is carried out in this paper, which shows that this algorithm approaches Cramer-Rao bound with reasonable computational complexity. Simulations are conducted at last to compare the analytical performance and the experimental result.

  • On Statistics of Log-Ratio of Arithmetic Mean to Geometric Mean for Nakagami-m Fading Power

    Ning WANG  Julian CHENG  Chintha TELLAMBURA  

     
    LETTER-Wireless Communication Technologies

      Vol:
    E95-B No:2
      Page(s):
    647-650

    To assess the performance of maximum-likelihood (ML) based Nakagami m parameter estimators, current methods rely on Monte Carlo simulation. In order to enable the analytical performance evaluation of ML-based m parameter estimators, we study the statistical properties of a parameter Δ, which is defined as the log-ratio of the arithmetic mean to the geometric mean for Nakagami-m fading power. Closed-form expressions are derived for the probability density function (PDF) of Δ. It is found that for large sample size, the PDF of Δ can be well approximated by a two-parameter Gamma PDF.

1-20hit(64hit)