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NASA NTRS1999

Cramer-Rao Bounds for M-PSK Packets with Random Phase

In this paper, we derive new Cramer-Rao bounds (CRBs) for the estimation of phase from a block of random M-PSK (M=8) symbols for the case where the phase to be estimated is a random variable(r.v.). Existing bounds for 2 and 4-PSK which model the phase as non-random are extended to obtain a new 8-PSK CRB. The new bound which models the phase as a r.v. is compared to the new 8-PSK bound which models the phase as non-random. With 8-PSK we see clearly that use of the random phase CRB more accurately models the behavior if the phase, as normally happens, is supposed to be constrained to the interval [-pi/M,pi/M).

Drake, Jeffrey↗

NASA NTRS1993

Cramer-Rao Bound for Gaussian Random Processes and Applications to Radar Processing of Atmospheric Signals

Calculations of the exact Cramer-Rao Bound (CRB) for unbiased estimates of the mean frequency, signal power, and spectral width of Doppler radar/lidar signals (a Gaussian random process) are presented. Approximate CRB's are derived using the Discrete Fourier Transform (DFT). These approximate results are equal to the exact CRB when the DFT coefficients are mutually uncorrelated. Previous high SNR limits for CRB's are shown to be inaccurate because the discrete summations cannot be approximated with integration. The performance of an approximate maximum likelihood estimator for mean frequency approaches the exact CRB for moderate signal to noise ratio and moderate spectral width.

Frehlich, Rod↗

NASA NTRS1986

Cramer-Rao bounds for signal-to-noise ratio and combiner weight estimation

Cramer-Rao lower bounds on estimator variance are calculated for arbitrary unbiased estimates of signal-to-noise ratio and combiner weight parameters. Estimates are assumed to be based on a discrete set of observables obtained by matched filtering of a biphase modulated signal. The bounds are developed first for a problem model based on one observable per channel symbol period, and then extended to a more general problem in which subperiod observables are also available.

Dolinar, S. J.↗

NASA NTRS1995

Estimating the Cramer-Rao bound for restored astronomical observations

This work addresses the problem of assigning confidence intervals to estimated photometry data obtained from astronomical observations. The proposed solution is to estimate the Cramer-Rao bound, which is an analytical expression that describes the minimum obtainable mean square error associated with a given estimate of a parameter. This Letter presents a compact and simple form for the bound associated with a linear estimator such as a Wiener filter estimator. A prescription for estimating the variance associated with each element in a restored object was developed using an analytical model for observed data corrupted by either Poisson or Gaussian noise. Both one- and two-dimensional examples are presented.

Zaccheo, T. S.↗

NASA NTRS1975

A unification of Cramer-Rao type bounds

This correspondence examines multiparameter generalizations of the Cramer-Rao (C-R) bound and related bounds from a new viewpoint. We derive a general class of bounds and show that Rao's generalization is the tightest (best) of the class. A bound reported by Zacks is another member of the class. This derivation of the C-R bound emphasizes its optimum nature. The relationship of the general class to Barankin bounds is also discussed.

Rife, D. C.↗

NASA NTRS1981

The Theory and Practice of Estimating the Accuracy of Dynamic Flight-Determined Coefficients

Means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data are discussed. The most commonly used analytical predictors of accuracy are derived and compared from both statistical and simplified geometrics standpoints. The accuracy predictions are evaluated with real and simulated data, with an emphasis on practical considerations, such as modeling error. Improved computations of the Cramer-Rao bound to correct large discrepancies due to colored noise and modeling error are presented. The corrected Cramer-Rao bound is shown to be the best available analytical predictor of accuracy, and several practical examples of the use of the Cramer-Rao bound are given. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation.

Maine, R. E.↗

NASA NTRS1980

Estimation of the accuracy of dynamic flight-determined coefficients

This paper discusses means of assessing the accuracy of maximum likelihood parameter estimates obtained from dynamic flight data. The commonly used analytical predictors of accuracy are compared from both statistical and simplified geometric standpoints. Emphasizing practical considerations, such as modeling error, the accuracy predictions are evaluated with real and simulated data. Improved computations of the Cramer-Rao bound to correct large discrepancies caused by colored noise and modeling error are presented. This corrected Cramer-Rao bound is the best available analytical predictor of accuracy. Engineering judgement, aided by such analytical tools, is the final arbiter of accuracy estimation.

Maine, R. E.↗

NASA NTRS2020

Cramer-Rao Lower Bound for SoOp-R-Based Root-Zone Soil Moisture Remote Sensing

Signals of opportunity (SoOp) reflectometry (SoOp-R) is a maturing field for geophysical remote sensing as evidenced by the growing number of airborne and spaceborne experiments. As this approach receives more attention, it is worth analyzing SoOp-R’s capabilities to retrieve subsurface soil moisture (SM) by leveraging communication and navigation satellite transmitters. In this research, the CRLB is used to identify the effects of variable SoOp-R parameters on the best achievable estimation error for root-zone soil moisture (RZSM). This study investigates the use of multiple frequency, polarization, and incidence angle measurement configurations on a two-layered dielectric profile. The results also detail the effects of variable SM conditions on the capability of SoOp-R systems to predict subsurface SM. The most prevalent observation is the importance of using at least two frequencies to limit uncertainties from subsurface SM estimates. If at least two frequencies are used, the CRLB of a profile is retrievable within the root-zone depending on the surface SM content as well as the number of independent measurements of the profile. For a depth of 30 cm, it is observed that a CRLB corresponding to 4% RZSM estimation accuracy is achievable with as few as 2 dual-frequency-based SoOp-R measurements. For this depth, increasing number of measurements provided by polarization and incidence angle allow for sensing of increasingly wet SM profile structures. This study, overall, details a methodology by which SoOp-R receiver system can be designed to achieve a desired CRLB using a trade-off study between the available measurements and SM profile.

Signals of Opportunity (SoOp)↗

NASA NTRS1984

Optimization of fringe-type laser anemometers for turbine engine component testing

The fringe type laser anemometer is analyzed using the Cramer-Rao bound for the variance of the estimate of the Doppler frequency as a figure of merit. Mie scattering theory is used to calculate the Doppler signal wherein both the amplitude and phase of the scattered light are taken into account. The noise from wall scatter is calculated using the wall bidirectional reflectivity and the irradiance of the incident beams. A procedure is described to determine the optimum aperture mask for the probe volume located a given distance from a wall. The expected performance of counter type processors is also discussed in relation to the Cramer-Rao bound. Numerical examples are presented for a coaxial backscatter anemometer.

Seasholtz, R. G.↗

NASA NTRS1984

Optimization of fringe-type laser anemometers for turbine engine component testing

Seasholtz, R. G.↗

NASA NTRS1979

The Cramer-Rao lower bound as a criteria for evaluating a large data reduction system such as LACIE

There are no author-identified significant results in this report.

Guseman, L. F., Jr.↗

NASA NTRS1993

Coherent lidar design and performance verification

The verification of LAWS beam alignment in space can be achieved by a measurement of heterodyne efficiency using the surface return. The crucial element is a direct detection signal that can be identified for each surface return. This should be satisfied for LAWS but will not be satisfied for descoped LAWS. The performance of algorithms for velocity estimation can be described with two basic parameters: the number of coherently detected photo-electrons per estimate and the number of independent signal samples per estimate. The average error of spectral domain velocity estimation algorithms are bounded by a new periodogram Cramer-Rao Bound. Comparison of the periodogram CRB with the exact CRB indicates a factor of two improvement in velocity accuracy is possible using non-spectral domain estimators. This improvement has been demonstrated with a maximum-likelihood estimator. The comparison of velocity estimation algorithms for 2 and 10 micron coherent lidar was performed by assuming all the system design parameters are fixed and the signal statistics are dominated by a 1 m/s rms wind fluctuation over the range gate. The beam alignment requirements for 2 micron are much more severe than for a 10 micron lidar. The effects of the random backscattered field on estimating the alignment error is a major problem for space based lidar operation, especially if the heterodyne efficiency cannot be estimated. For LAWS, the biggest science payoff would result from a short transmitted pulse, on the order of 0.5 microseconds instead of 3 microseconds. The numerically errors for simulation of laser propagation in the atmosphere have been determined as a joint project with the University of California, San Diego. Useful scaling laws were obtained for Kolmogorov atmospheric refractive turbulence and an atmospheric refractive turbulence characterized with an inner scale. This permits verification of the simulation procedure which is essential for the evaluation of the effects of refractive turbulence on coherent Doppler lidar systems. The analysis of 2 micron Doppler lidar data from Coherent Technologies, Inc. (CTI) has demonstrated many of the advantages of doppler lidar measurements of boundary layer winds. The effects of wind shear and wind turbulence over the pulse volume are probably the dominant source of the reduced performance. The effects of wind shear and wind turbulence on the statistical description of doppler lidar data has been derived and calculated.

Frehlich, Rod↗

NASA NTRS2013

Radio Science Measurements with Suppressed Carrier

Radio Science started when it became apparent with early Solar missions that occultations by planetary atmospheres would affect the quality of radio communications. Since then the atmospheric properties and other aspects of planetary science, solar science, and fundamental physics were studied by scientists. Radio Science data was always extracted from a received pure residual carrier (without data modulation). For some missions, it is very desirable to obtain Radio Science data from a suppressed carrier modulation. In this paper we propose a method to extract Radio Science data when a coded suppressed carrier modulation is used in deep space communications. Type of modulation can be BPSK, QPSK, OQPSK, MPSK or even GMSK. However we concentrate mostly on BPSK modulation. The proposed method for suppressed carrier simply tries to wipe out data that acts as an interference for Radio Science measurements. In order to measure the estimation errors in amplitude and phase of the Radio Science data we use Cramer-Rao bound (CRB). The CRB for the suppressed carrier modulation with non-ideal data wiping is then compared with residual carrier modulation under the same noise condition. The method of derivation of CRB for non-ideal data wiping is an innovative method that presented here. Some numerical results are provided for coded system.

Cramer-Rao bound↗

NASA NTRS2012

Achievable Precision for Optical Ranging Systems

Achievable RMS errors in estimating the phase, frequency, and intensity of a direct-detected intensity-modulated optical pulse train are presented. For each parameter, the Cramer-Rao-Bound (CRB) is derived and the performance of the Maximum Likelihood estimator is illustrated. Approximations to the CRBs are provided, enabling an intuitive understanding of estimator behavior as a function of the signaling parameters. The results are compared to achievable RMS errors in estimating the same parameters from a sinusoidal waveform in additive white Gaussian noise. This establishes a framework for a performance comparison of radio frequency (RF) and optical science. Comparisons are made using parameters for state-of-the-art deep-space RF and optical links. Degradations to the achievable errors due to clock phase noise and detector jitter are illustrated.

estimation theory↗

NASA NTRS1999

Lower Bounds for Phase Estimation of PSK Packets with Random Phase

In this paper, we derive new Cramer-Rao bounds (CRBs) for the estimation of phase from a block of random M-PSK (M=2,4,8) symbols where the phase to be estimated is a random variable. Existing bounds for 2 and 4-PSK which model the phase as non-random are extended to obtain a new 8-PSK CRB. The new random phase bounds are compared to the new 8-PSK and existing 2,4-PSK bounds which model the phase as non-random. We see that the random phase CRBs more accurately model the behavior if the phase, as normally happens, is suppose to be constrained to the interval [-pi/M,pi/M).

Drake, Jeffrey↗

DOE OSTI2026

Quantum Sensing of Displacements with Stabilized Gottesman-Kitaev-Preskill States

We demonstrate how recent protocols developed for the stabilization of Gottesman-Kitaev-Preskill states can be used for the estimation of two-quadrature displacement sensing, with sensitivities approaching the multivariate quantum Cramer-Rao bound. Thanks to the stabilization, this sensor is backaction evading and can function continuously without reset, making it well suited for the detection of itinerant signals. Additionally, we provide numerical simulations showing that the protocol can unconditionally surpass the Gaussian limit of displacement sensing with prior information, even in the presence of realistic noise. Our work shows how reservoir engineering in bosonic systems can be leveraged for quantum metrology, with potential applications in force sensing, waveform estimation, and quantum channel learning.

Labarca, Lautaro [Univ. of Sherbrooke, QC (Canada)↗

NASA NTRS1972

Determination of stability derivatives from flight data using a Newton-Raphson minimization technique

A modified Newton-Raphson or quasilinearization minimization technique for determining stability derivatives from flight data was developed and compared with simple-equations, analog-matching, least-squares, and Shinbrot methods of analysis. For the data analyzed, the solutions computed by using the estimates obtained from the Newton-Raphson technique fit the data and determined coefficients adequately. A further modification to include a priori information was found to be useful. A model statistically similar to the flight data was analyzed using the same methods (excluding analog matching), and the Newton-Raphson technique was found to yield superior estimates. An approximate Cramer-Rao bound was compared with the error covariance matrix of the model and was found to provide information about the reliability of the individual estimates obtained. The technique was successfully applied to data obtained from a light airplane, a large supersonic airplane, and a lifting body vehicle. It was shown that the reliability of the estimates of a given coefficient obtained from these vehicles depends upon the data analyzed.

Iliff, K. W.↗

NASA NTRS1974

Single-tone parameter estimation from discrete-time observations

Estimation of the parameters of a single-frequency complex tone from a finite number of noisy discrete-time observations is discussed. The appropriate Cramer-Rao bounds and maximum-likelihood (ML) estimation algorithms are derived. Some properties of the ML estimators are proved. The relationship of ML estimation to the discrete Fourier transform is exploited to obtain practial algorithms. The threshold effect of one algorithm is analyzed and compared to simulation results. Other simulation results verify other aspects of the analysis.

Rife, D. C.↗