Effects of Model Misspecification and Uncertainty on the Performance of Estimators (2024)
Bayesian Algorithms for Mobile Terminal Positioning in Outdoor Wireless Environments
The ability to reliably and cheaply localize mobile terminals will allow users to understand and utilize the what, where and when of the surrounding physical world. Therefore, mobile terminal location information will open novel application opportunities in many areas. The mobile terminal positioning problem is categorized into three different types according to the availability of (1) initial accurate location information and (2) motion measurement data. Location estimation refers to the mobile positioning problem when both the initial location and motion measurement data are not available. If both are available, the positioning problem is referred to as position tracking. When only motion measurements are available the problem is known as global localization. These positioning problems were solved within the Bayesian filtering framework in order to work under a common theoretical context. Filter derivation and implementation algorithms are provided with emphasis on ...
Khalaf-Allah, Mohamed — Leibniz University of Hannover
A Contribution to Efficient Direction Finding using Antenna Arrays
It is save to say that there is no such thing as the direction finding (DF) algorithm. Rather, there are algorithms that are tuned to resolve hundreds of paths, algorithms that are designed for uniform linear arrays or uniform circular arrays, and algorithms that strive for efficiency. The doctoral thesis at hand deals with the latter type of algorithms. However, the approach taken does not only incorporate the actual DF algorithm but approaches the problem from different perspectives. The first perspective concerns the description of the array manifold. Current interpolation schemes have no notion of polarization. Hence, the array manifold interpolation is performed separately for each state of polarization. In this thesis, we adopted the idea of interpolation via a 2-D discrete Fourier transform. However, we transform the problem into the quaternionic domain. Here, a 2-D discrete quaternionic Fourier transform ...
Neudert-Schulz, Dominik — Technische Universität Ilmenau
Bayesian Signal Processing Techniques for GNSS Receivers: from multipath mitigation to positioning
This dissertation deals with the design of satellite-based navigation receivers. The term Global Navigation Satellite Systems (GNSS) refers to those navigation systems based on a constellation of satellites, which emit ranging signals useful for positioning. Although the american GPS is probably the most popular, the european contribution (Galileo) will be operative soon. Other global and regional systems exist, all with the same objective: aid user's positioning. Initially, the thesis provides the state-of-the-art in GNSS: navigation signals structure and receiver architecture. The design of a GNSS receiver consists of a number of functional blocks. From the antenna to the fi nal position calculation, the design poses challenges in many research areas. Although the Radio Frequency chain of the receiver is commented in the thesis, the main objective of the dissertation is on the signal processing algorithms applied after signal digitation. These ...
Closas, Pau — Universitat Politecnica de Catalunya
This thesis addresses a number of problems all related to parameter estimation in sensor array processing. The unifying theme is that some of these parameters are known before the measurements are acquired. We thus study how to improve the estimation of the unknown parameters by incorporating the knowledge of the known parameters; exploiting this knowledge successfully has the potential to dramatically improve the accuracy of the estimates. For covariance matrix estimation, we exploit that the true covariance matrix is Kronecker and Toeplitz structured. We then devise a method to ascertain that the estimates possess this structure. Additionally, we can show that our proposed estimator has better performance than the state-of-art when the number of samples is low, and that it is also efficient in the sense that the estimates have Cramér-Rao lower Bound (CRB) equivalent variance. In the direction of ...
Wirfält, Petter — KTH Royal Institute of Technology
Modelling of the respiratory parameters in non-invasive ventilation
In this study, the respiratory system are modelled by three linear and one non-linear lumped parameter respiratory model, the equations of the models are driven and the parameters are estimated by using statistical signal processing methods. Linear RIC, Viscoelastic and Mead models and proposed basic non-linear RC model are used to resemble the respiratory system of the patient with Chronic Obstructive Pulmonary Disease (COPD) under non-invasive ventilation. Statistical signal processing methods such as Minimum Variance Unbiased Estimation (MVUE), Maximum Likelihood Estimation (MLE), Kalman Filter (KF), Unscented Kalman Filter (UKF) and Extended Kalman Filter (EKF) are very powerful methods to estimate the parameters of the systems embedded in the unknown noise. In the first part of this thesis, artificial respiratory signals (airway flow and airway pressure) are used for the performance measurement criteria. Posterior Cramer Rao Lower Bound (PCRLB) is computed ...
Saatci, Esra — Istanbul University
Theoretical aspects and real issues in an integrated multiradar system
In the last few years Homeland Security (HS) has gained a considerable interest in the research community. From a scientific point of view, it is a difficult task to provide a definition of this research area and to exactly draw up its boundaries. In fact, when we talk about the security and the surveillance, several problems and aspects must be considered. In particular, the following factors play a crucial role and define the complexity level of the considered application field: the number of potential threats can be high and uncertain; the threat detection and identification can be made more complicated by the use of camouflaging techniques; the monitored area is typically wide and it requires a large and heterogeneous sensor network; the surveillance operation is strongly related to the operational scenario, so that it is not possible to define a ...
Fortunati Stefano — University of Pisa
Robust Signal Processing with Applications to Positioning and Imaging
This dissertation investigates robust signal processing and machine learning techniques, with the objective of improving the robustness of two applications against various threats, namely Global Navigation Satellite System (GNSS) based positioning and satellite imaging. GNSS technology is widely used in different fields, such as autonomous navigation, asset tracking, or smartphone positioning, while the satellite imaging plays a central role in monitoring, detecting and estimating the intensity of key natural phenomena, such as flooding prediction and earthquake detection. Considering the use of both GNSS positioning and satellite imaging in critical and safety-of-life applications, it is necessary to protect those two technologies from either intentional or unintentional threats. In the real world, the common threats to GNSS technology include multipath propagation and intentional/unintentional interferences. This thesis investigates methods to mitigate the influence of such sources of error, with the final objective of ...
Li, Haoqing — Northeastern University
Sequential Bayesian Modeling of non-stationary signals
are involved until the development of Sequential Monte Carlo techniques which are also known as the particle filters. In particle filtering, the problem is expressed in terms of state-space equations where the linearity and Gaussianity requirements of the Kalman filtering are generalized. Therefore, we need information about the functional form of the state variations. In this thesis, we bring a general solution for the cases where these variations are unknown and the process distributions cannot be expressed by any closed form probability density function. Here, we propose a novel modeling scheme which is as unified as possible to cover all these problems. Therefore we study the performance analysis of our unifying particle filtering methodology on non-stationary Alpha Stable process modeling. It is well known that the probability density functions of these processes cannot be expressed in closed form, except for ...
Gencaga, Deniz — Bogazici University
Estimation of Nonlinear Dynamic Systems: Theory and Applications
This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. One of the main reasons for the interest in nonlinear estimation is that problems of this kind arise naturally in many important applications. Several applications of nonlinear estimation are studied. The models most commonly used for estimation are based on stochastic difference equations, referred to as state-space models. This thesis is mainly concerned with models of this kind. However, there will be a brief digression from this, in the treatment of the mathematically more intricate differential-algebraic equations. Here, the purpose is to write these equations in a form suitable for statistical signal processing. The nonlinear state estimation problem is ...
Schon, Thomas — Linkopings Universitet
Robust Signal Processing in Distributed Sensor Networks
Statistical robustness and collaborative inference in a distributed sensor network are two challenging requirements posed on many modern signal processing applications. This dissertation aims at solving these tasks jointly by providing generic algorithms that are applicable to a wide variety of real-world problems. The first part of the thesis is concerned with sequential detection---a branch of detection theory that is focused on decision-making based on as few measurements as possible. After reviewing some fundamental concepts of statistical hypothesis testing, a general formulation of the Consensus+Innovations Sequential Probability Ratio Test for sequential binary hypothesis testing in distributed networks is derived. In a next step, multiple robust versions of the algorithm based on two different robustification paradigms are developed. The functionality of the proposed detectors is verified in simulations, and their performance is examined under different network conditions and outlier concentrations. Subsequently, ...
Leonard, Mark Ryan — Technische Universität Darmstadt
Exploiting Sparse Structures in Source Localization and Tracking
This thesis deals with the modeling of structured signals under different sparsity constraints. Many phenomena exhibit an inherent structure that may be exploited when setting up models, examples include audio waves, radar, sonar, and image objects. These structures allow us to model, identify, and classify the processes, enabling parameter estimation for, e.g., identification, localisation, and tracking. In this work, such structures are exploited, with the goal to achieve efficient localisation and tracking of a structured source signal. Specifically, two scenarios are considered. In papers A and B, the aim is to find a sparse subset of a structured signal such that the signal parameters and source locations may be estimated in an optimal way. For the sparse subset selection, a combinatorial optimization problem is approximately solved by means of convex relaxation, with the results of allowing for different types of ...
Juhlin, Maria — Lund University
Enhancement of Speech Signals - with a Focus on Voiced Speech Models
The topic of this thesis is speech enhancement with a focus on models of voiced speech. Speech is divided into two subcategories dependent on the characteristics of the signal. One part is the voiced speech, the other is the unvoiced. In this thesis, we primarily focus on the voiced speech parts and utilise the structure of the signal in relation to speech enhancement. The basis for the models is the harmonic model which is a very often used model for voiced speech because it describes periodic signals perfectly. First, we consider the problem of non-stationarity in the speech signal. The speech signal changes its characteristics continuously over time whereas most speech analysis and enhancement methods assume stationarity within 20-30 ms. We propose to change the model to allow the fundamental frequency to vary linearly over time by introducing a chirp ...
Nørholm, Sidsel Marie — Aalborg University
Particle Filters and Markov Chains for Learning of Dynamical Systems
Sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) methods provide computational tools for systematic inference and learning in complex dynamical systems, such as nonlinear and non-Gaussian state-space models. This thesis builds upon several methodological advances within these classes of Monte Carlo methods. Particular emphasis is placed on the combination of SMC and MCMC in so called particle MCMC algorithms. These algorithms rely on SMC for generating samples from the often highly autocorrelated state-trajectory. A specific particle MCMC algorithm, referred to as particle Gibbs with ancestor sampling (PGAS), is suggested. By making use of backward sampling ideas, albeit implemented in a forward-only fashion, PGAS enjoys good mixing even when using seemingly few particles in the underlying SMC sampler. This results in a computationally competitive particle MCMC algorithm. As illustrated in this thesis, PGAS is a useful tool for both ...
Lindsten, Fredrik — Linköping University
Performance Analysis of Bistatic Radar and Optimization methodology in Multistatic Radar System
This work deals with the problem of calculating the Cramer-Rao lower bounds (CRLBs) for bistatic radar channels. To this purpose we exploited the relation between the Ambiguity Function (AF) and the CRLB. The bistatic CRLBs are analyzed and compared to the monostatic counterparts as a function of the bistatic geometric parameters. In the bistatic case both geometry factors and transmitted waveforms play an important role in the shape of the AF, and therefore in the estimation accuracy of the target range and velocity. In particular, the CRLBs depend on the target direction of arrival, the bistatic baseline length, and the distance between the target and the receiver. The CRLBs are then used to select the optimum bistatic channel (or set of channels) for the tracking of a radar target moving along a trajectory in a multistatic scenario and for design ...
Stinco, Pietro — Universita di Pisa
Contributions to Wideband Hands-free Systems and their Evaluation
This work deals with the advancement of wideband hands-free systems (HFS’s) for mono- and stereophonic cases of application. Furthermore, innovative contributions to the corr. field of quality evaluation are made. The proposed HFS approaches are based on frequency-domain adaptive filtering for system identification, making use of Kalman theory and state-space modeling. Functional enhancement modules are developed in this work, which improve one or more of key quality aspects, aiming at not to harm others. In so doing, these modules can be combined in a flexible way, dependent on the needs at hand. The enhanced monophonic HFS is evaluated according to automotive ITU-T recommendations, to prove its customized efficacy. Furthermore, a novel methodology and techn. framework are introduced in this work to improve the prototyping and evaluation process of automotive HF and in-car-communication (ICC) systems. The monophonic HFS in several configurations ...
Jung, Marc-André — Technische Universität Braunschweig
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