The Experts below are selected from a list of 9 Experts worldwide ranked by ideXlab platform
Pooi Yuen Kam - One of the best experts on this subject based on the ideXlab platform.
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phase based time domain estimation of the frequency and phase of a single sinusoid in awgn the role and applications of the additive observation phase noise model
IEEE Transactions on Information Theory, 2013Co-Authors: Pooi Yuen KamAbstract:This paper presents the theoretical foundation for time-domain, phase-based estimation of the frequency and phase of a single sinusoid in additive white Gaussian noise (AWGN), analogous to the theoretical foundation provided by Rife and Boorstyn for frequency-domain, Fourier-transform-based estimation. It is shown from the maximum a Posteriori probability (MAP) and the maximum likelihood (ML) estimation principles that with the additive observation phase noise (AOPN), due to the AWGN, being described by its a Posteriori distribution conditioned on the received signal magnitude, the received signal phase is a sufficient statistic for estimating the single-sinusoid angle parameters. Using a geometric approach, the exact statistical model for the AOPN is derived, where the a Posteriori probability density function (Pdf) and the corresponding a priori Pdf are given by explicit, closed-form expressions that are valid for arbitrary signal-to-noise ratios (SNRs). The a Posteriori Pdf is Tikhonov, and is of particular interest as it establishes the AOPN model for phase-based frequency/phase MAP/ML estimation in the time domain. It is further illustrated that the results derived can yield various AOPN models as special cases, and the underlying physical insights and interconnections that exist among these models are revealed. It is shown that the model derived by Tretter is an ultimate specialization in the high SNR limit of the AOPN models developed here. For high SNR, the a Posteriori Tikhonov Pdf can be accurately approximated by a Gaussian distribution, which leads to the best linearized AOPN model. The applications of these AOPN models to the design of linear estimators, including the linear minimum mean square error (LMMSE) estimator, the linear minimum variance estimator, and the LMMSE implementation of the weighted phase averager are presented, and their estimation performances are compared through computer simulations, with the Cramer-Rao lower bound (CRLB) and the Bayesian CRLB as the benchmark. To facilitate estimator design, the a priori statistical models of the frequency and phase are proposed from the information-theoretic perspective, and an improved phase unwrapping algorithm over that given by Fu and Kam is presented. It is shown that by incorporating all the information available in the AOPN, the estimation accuracy can be much improved.
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exact phase noise model and its application to linear minimum variance estimation of frequency and phase of a noisy sinusoid
Personal Indoor and Mobile Radio Communications, 2008Co-Authors: Pooi Yuen KamAbstract:The exact statistical models for the measurement phase noise in estimating the frequency and phase of a single sinusoid over the additive white Gaussian noise channel are derived. The a Posteriori probability density function (Pdf) and the a priori Pdf of the phase noise derived are given by explicit, closed-form expressions that are valid for arbitrary signal-to-noise ratios. It is shown that as far as estimating the single sinusoid angle parameters is concerned, the phase of the received signal samples alone is a sufficient statistic, provided that the phase noise is modeled by the a Posteriori Pdf, which has a Tikhonov distribution. Furthermore, we illustrate that the results derived can yield various phase noise models as special cases, and the underlying physical insights and interconnections that exist among these models are revealed. The application of these models to the design of linear minimum variance estimator is presented, and their estimation performances are compared through computer simulations.
Zollo Aldo - One of the best experts on this subject based on the ideXlab platform.
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A probabilistic method for the estimation of earthquake source parameters from spectral inversion : application to the 2016-2017 Central Italy seismic sequence
'Oxford University Press (OUP)', 2019Co-Authors: Supino Mariano, Festa Gaetano, Zollo AldoAbstract:We develop a probabilistic framework based on the conjunction of states of information between data and model, to jointly retrieve earthquake source parameters and anelastic attenuation factor from inversion of displacement amplitude spectra. The evaluation of the joint probability density functions (Pdfs) enables us to take into account between-parameter correlations in the final estimates of the parameters and related uncertainties. Following this approach, we first search for the maximum of the a-Posteriori Pdf through the basin hopping technique that couples a global exploration built on a Markov chain with a local deterministic maximization. Then we compute statistical indicators (mean, variance and correlation coefficients) on source parameters and anelastic attenuation through integration of the Pdf in the vicinity of the maximum likelihood solution. Definition of quality criteria based on the signal to noise ratio and the similarity of the marginal Pdfs with a Gaussian function enable us to define the frequency domain for the inversion and to get rid of unconstrained solutions. We perform synthetic tests to assess theoretical correlations as a function of the signal to noise ratio and to define the minimum bandwidth around the corner frequency for consistent parameter resolution. As an application, we finally estimate the source parameters for the 2016-2017 Central Italy seismic sequence. We found that the classical scaling between the seismic moment and the corner frequency holds, with an average stress drop of $\Delta\sigma$ = 2.1 +- 0.3 MPa. However, the main events in the sequence exhibit a stress drop larger than the average value. Finally, the small seismic efficiency indicates a stress overshoot, possibly due to dynamic effects or large frictional efficiency.Comment: 57 pages, 16 figure
Supino Mariano - One of the best experts on this subject based on the ideXlab platform.
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A probabilistic method for the estimation of earthquake source parameters from spectral inversion : application to the 2016-2017 Central Italy seismic sequence
'Oxford University Press (OUP)', 2019Co-Authors: Supino Mariano, Festa Gaetano, Zollo AldoAbstract:We develop a probabilistic framework based on the conjunction of states of information between data and model, to jointly retrieve earthquake source parameters and anelastic attenuation factor from inversion of displacement amplitude spectra. The evaluation of the joint probability density functions (Pdfs) enables us to take into account between-parameter correlations in the final estimates of the parameters and related uncertainties. Following this approach, we first search for the maximum of the a-Posteriori Pdf through the basin hopping technique that couples a global exploration built on a Markov chain with a local deterministic maximization. Then we compute statistical indicators (mean, variance and correlation coefficients) on source parameters and anelastic attenuation through integration of the Pdf in the vicinity of the maximum likelihood solution. Definition of quality criteria based on the signal to noise ratio and the similarity of the marginal Pdfs with a Gaussian function enable us to define the frequency domain for the inversion and to get rid of unconstrained solutions. We perform synthetic tests to assess theoretical correlations as a function of the signal to noise ratio and to define the minimum bandwidth around the corner frequency for consistent parameter resolution. As an application, we finally estimate the source parameters for the 2016-2017 Central Italy seismic sequence. We found that the classical scaling between the seismic moment and the corner frequency holds, with an average stress drop of $\Delta\sigma$ = 2.1 +- 0.3 MPa. However, the main events in the sequence exhibit a stress drop larger than the average value. Finally, the small seismic efficiency indicates a stress overshoot, possibly due to dynamic effects or large frictional efficiency.Comment: 57 pages, 16 figure
Festa Gaetano - One of the best experts on this subject based on the ideXlab platform.
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A probabilistic method for the estimation of earthquake source parameters from spectral inversion : application to the 2016-2017 Central Italy seismic sequence
'Oxford University Press (OUP)', 2019Co-Authors: Supino Mariano, Festa Gaetano, Zollo AldoAbstract:We develop a probabilistic framework based on the conjunction of states of information between data and model, to jointly retrieve earthquake source parameters and anelastic attenuation factor from inversion of displacement amplitude spectra. The evaluation of the joint probability density functions (Pdfs) enables us to take into account between-parameter correlations in the final estimates of the parameters and related uncertainties. Following this approach, we first search for the maximum of the a-Posteriori Pdf through the basin hopping technique that couples a global exploration built on a Markov chain with a local deterministic maximization. Then we compute statistical indicators (mean, variance and correlation coefficients) on source parameters and anelastic attenuation through integration of the Pdf in the vicinity of the maximum likelihood solution. Definition of quality criteria based on the signal to noise ratio and the similarity of the marginal Pdfs with a Gaussian function enable us to define the frequency domain for the inversion and to get rid of unconstrained solutions. We perform synthetic tests to assess theoretical correlations as a function of the signal to noise ratio and to define the minimum bandwidth around the corner frequency for consistent parameter resolution. As an application, we finally estimate the source parameters for the 2016-2017 Central Italy seismic sequence. We found that the classical scaling between the seismic moment and the corner frequency holds, with an average stress drop of $\Delta\sigma$ = 2.1 +- 0.3 MPa. However, the main events in the sequence exhibit a stress drop larger than the average value. Finally, the small seismic efficiency indicates a stress overshoot, possibly due to dynamic effects or large frictional efficiency.Comment: 57 pages, 16 figure