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arXiv · 2203.09832

A Nonlinear Subspace Approach for Parametric Estimation of PDFs from Short Data Records with Application to Rayleigh Fading

Abstract

This paper tackles the issue of real-time parametric estimation of a wide class of probability density functions from limited datasets. This type of estimation addresses recent applications that require joint sensing and actuation. The suggested estimator operates in the nonlinear subspace that the parameter space of the distribution creates in the measurement sample space. This enables the estimator to embed a priori available information about the distribution in the computations to produce parameter estimates that are induced by signal components belonging only to the correct class of density functions being considered. It also enables it to nullify the effect of those components that do not belong to this class on the estimation process. The estimator can, with high accuracy, compute quickly the parameters of a wide class of probability density functions from short data records. The approach is developed and basic proofs of correctness are carried-out for the Rayleigh distribution, which is used to characterize wireless communication channels experiencing fast fading in heavily cluttered environments. Simulation results demonstrate the capabilities of the suggested procedure and the clear advantages it has over conventional norm-based estimation techniques. The results also show the ability of the suggested approach to estimate other density functions including the two-parameter lognormal distribution used to characterize shadowing in wireless communication.

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BibTeXRIS

Ahmad A. Masoud. 2022-03-18. A Nonlinear Subspace Approach for Parametric Estimation of PDFs from Short Data Records with Application to Rayleigh Fading. https://doi.org/10.1109/access.2022.3157720

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