Maximum Likelihood Estimation From Sign Measurements With Sensing Matrix Perturbation
From MaRDI portal
Publication:4579332
DOI10.1109/TSP.2014.2330350zbMATH Open1394.94704arXiv1312.2183OpenAlexW2043353939MaRDI QIDQ4579332FDOQ4579332
Authors: Jiang Zhu, Xiaohan Wang, X. Lin, Y. T. Gu 
Publication date: 22 August 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
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 Cram'{e}r-Rao Lower Bound (CRLB). To estimate the parameter, the maximum likelihood (ML) estimator is utilized and its consistency is proved. We show that the perturbation on the sensing matrix exacerbates the performance of 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.
Full work available at URL: https://arxiv.org/abs/1312.2183
Cited In (1)
This page was built for publication: Maximum Likelihood Estimation From Sign Measurements With Sensing Matrix Perturbation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4579332)
