Error probabilities for maximum likelihood detection of M-ary Poisson processes in Poisson noise
Error probabilities for maximum signal detection in presence of Poisson noise
Gagliardi, R. M.↗
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Poisson vs. Gaussian statistics for sparse X-ray data: Application to the soft X-ray spectrometer
Reliable results when fitting X-ray data require proper consideration of the statistics involved. We probe the impact of Gaussian versus Poisson statistics at low count levels using both the standard χ^(2) method and maximum likelihood based on Poisson (C) statistics. The difference is studied and quantified through simulated spectra with known properties. We then test the results through analysis of Mn Kα calibration data taken with the flight spare microcalorimeter for the Hitomi soft X-ray spectrometer. Through comparison with simulations, our results show that the χ^(2) method tends to give overly optimistic estimates of the detector energy resolution, in particular when there are few counts. Given an energy resolution of ∼5 eV and a line with about 100 photons, the line width becomes ∼10% lower in the χ^(2) method than in Poisson statistics. This is a consequence of the uncertainties being dominated by counting statistics, and therefore highlights the need to choose the appropriate fit statistic.
Shinya Yamada↗
M-ary Poisson Detection and Optical Communications
Optical communications - maximum likelihood detection of M-ary Poisson processes in background of additive Poisson noise
Gagliardi, R. M.↗
An Estimation of the Likelihood of Significant Eruptions During 2000-2009 Using Poisson Statistics on Two-Point Moving Averages of the Volcanic Time Series
Since 1750, the number of cataclysmic volcanic eruptions (volcanic explosivity index (VEI)>=4) per decade spans 2-11, with 96 percent located in the tropics and extra-tropical Northern Hemisphere. A two-point moving average of the volcanic time series has higher values since the 1860's than before, being 8.00 in the 1910's (the highest value) and 6.50 in the 1980's, the highest since the 1910's peak. Because of the usual behavior of the first difference of the two-point moving averages, one infers that its value for the 1990's will measure approximately 6.50 +/- 1, implying that approximately 7 +/- 4 cataclysmic volcanic eruptions should be expected during the present decade (2000-2009). Because cataclysmic volcanic eruptions (especially those having VEI>=5) nearly always have been associated with short-term episodes of global cooling, the occurrence of even one might confuse our ability to assess the effects of global warming. Poisson probability distributions reveal that the probability of one or more events with a VEI>=4 within the next ten years is >99 percent. It is approximately 49 percent for an event with a VEI>=5, and 18 percent for an event with a VEI>=6. Hence, the likelihood that a climatically significant volcanic eruption will occur within the next ten years appears reasonably high.
Wilson, Robert M.↗
Multiparameter linear least-squares fitting to Poisson data one count at a time
A standard problem in gamma-ray astronomy data analysis is the decomposition of a set of observed counts, described by Poisson statistics, according to a given multicomponent linear model, with underlying physical count rates or fluxes which are to be estimated from the data. Despite its conceptual simplicity, the linear least-squares (LLSQ) method for solving this problem has generally been limited to situations in which the number n(sub i) of counts in each bin i is not too small, conventionally more than 5-30. It seems to be widely believed that the failure of the LLSQ method for small counts is due to the failure of the Poisson distribution to be even approximately normal for small numbers. The cause is more accurately the strong anticorrelation between the data and the wieghts w(sub i) in the weighted LLSQ method when square root of n(sub i) instead of square root of bar-n(sub i) is used to approximate the uncertainties, sigma(sub i), in the data, where bar-n(sub i) = E(n(sub i)), the expected value of N(sub i). We show in an appendix that, avoiding this approximation, the correct equations for the Poisson LLSQ (PLLSQ) problems are actually identical to those for the maximum likelihood estimate using the exact Poisson distribution. We apply the method to solve a problem in high-resolution gamma-ray spectroscopy for the JPL High-Resolution Gamma-Ray Spectrometer flown on HEAO 3. Systematic error in subtracting the strong, highly variable background encountered in the low-energy gamma-ray region can be significantly reduced by closely pairing source and background data in short segments. Significant results can be built up by weighted averaging of the net fluxes obtained from the subtraction of many individual source/background pairs. Extension of the approach to complex situations, with multiple cosmic sources and realistic background parameterizations, requires a means of efficiently fitting to data from single scans in the narrow (approximately = 1.2 keV, HEAO 3) energy channels of a Ge spectrometer, where the expected number of counts obtained per scan may be very low. Such an analysis system is discussed and compared to the method previously used.
Wheaton, Wm. A.↗
M-ary Poisson detection and optical communications.
M-ary detection for optical communication investigated for maximum likelihood detection of one of M Poisson processes in background noise
Gagliardi, R. M.↗
The application of signal detection theory to optics
The restoration of images focused on a photosensitive surface is treated from the standpoint of maximum likelihood estimation, taking into account the Poisson distributions of the observed data, which are the numbers of photoelectrons from various elements of the surface. A detector of an image focused on such a surface utilizes a certain linear combination of those numbers as the optimum detection statistic. Methods for calculating the false alarm and detection probabilities are proposed. It is shown that measuring noncommuting observables in an ideal quantum receiver cannot yield a lower Bayes cost than that attainable by a system measuring only commuting observables.
Helstrom, C. W.↗
Inverse sequential procedures for the monitoring of time series
When one or more new values are added to a developing time series, they change its descriptive parameters (mean, variance, trend, coherence). A 'change index (CI)' is developed as a quantitative indicator that the changed parameters remain compatible with the existing 'base' data. CI formulate are derived, in terms of normalized likelihood ratios, for small samples from Poisson, Gaussian, and Chi-Square distributions, and for regression coefficients measuring linear or exponential trends. A substantial parameter change creates a rapid or abrupt CI decrease which persists when the length of the bases is changed. Except for a special Gaussian case, the CI has no simple explicit regions for tests of hypotheses. However, its design ensures that the series sampled need not conform strictly to the distribution form assumed for the parameter estimates. The use of the CI is illustrated with both constructed and observed data samples, processed with a Fortran code 'Sequitor'.
Radok, Uwe↗
Parameter estimation in X-ray astronomy using maximum likelihood
Methods of estimation of parameter values and confidence regions by maximum likelihood and Fisher efficient scores starting from Poisson probabilities are developed for the nonlinear spectral functions commonly encountered in X-ray astronomy. It is argued that these methods offer significant advantages over the commonly used alternatives called minimum chi-squared because they rely on less pervasive statistical approximations and so may be expected to remain valid for data of poorer quality. Extensive numerical simulations of the maximum likelihood method are reported which verify that the best-fit parameter value and confidence region calculations are correct over a wide range of input spectra.
Wachter, K.↗
Estimating time and time-lag in time-of-flight velocimetry
Estimating time and time-lag in time-of-flight velocimeters is investigated. Statistics of a filtered Poisson point process is given. A Maximum Likelihood Estimator is compared with suboptimum estimators in terms of robustness. For a dominating background combined spatial and temporal processing can improve the robustness compared with purely temporal processing. Schemes for the spatial filters are given.
Lading, L.↗
Error-Rate Bounds for Coded PPM on a Poisson Channel
Equations for computing tight bounds on error rates for coded pulse-position modulation (PPM) on a Poisson channel at high signal-to-noise ratio have been derived. These equations and elements of the underlying theory are expected to be especially useful in designing codes for PPM optical communication systems. The equations and the underlying theory apply, more specifically, to a case in which a) At the transmitter, a linear outer code is concatenated with an inner code that includes an accumulator and a bit-to-PPM-symbol mapping (see figure) [this concatenation is known in the art as "accumulate-PPM" (abbreviated "APPM")]; b) The transmitted signal propagates on a memoryless binary-input Poisson channel; and c) At the receiver, near-maximum-likelihood (ML) decoding is effected through an iterative process. Such a coding/modulation/decoding scheme is a variation on the concept of turbo codes, which have complex structures, such that an exact analytical expression for the performance of a particular code is intractable. However, techniques for accurately estimating the performances of turbo codes have been developed. The performance of a typical turbo code includes (1) a "waterfall" region consisting of a steep decrease of error rate with increasing signal-to-noise ratio (SNR) at low to moderate SNR, and (2) an "error floor" region with a less steep decrease of error rate with increasing SNR at moderate to high SNR. The techniques used heretofore for estimating performance in the waterfall region have differed from those used for estimating performance in the error-floor region. For coded PPM, prior to the present derivations, equations for accurate prediction of the performance of coded PPM at high SNR did not exist, so that it was necessary to resort to time-consuming simulations in order to make such predictions. The present derivation makes it unnecessary to perform such time-consuming simulations.
Moision, Bruce↗
Mitigating Photon Jitter in Optical PPM Communication
A theoretical analysis of photon-arrival jitter in an optical pulse-position-modulation (PPM) communication channel has been performed, and now constitutes the basis of a methodology for designing receivers to compensate so that errors attributable to photon-arrival jitter would be minimized or nearly minimized. Photon-arrival jitter is an uncertainty in the estimated time of arrival of a photon relative to the boundaries of a PPM time slot. Photon-arrival jitter is attributable to two main causes: (1) receiver synchronization error [error in the receiver operation of partitioning time into PPM slots] and (2) random delay between the time of arrival of a photon at a detector and the generation, by the detector circuitry, of a pulse in response to the photon. For channels with sufficiently long time slots, photon-arrival jitter is negligible. However, as durations of PPM time slots are reduced in efforts to increase throughputs of optical PPM communication channels, photon-arrival jitter becomes a significant source of error, leading to significant degradation of performance if not taken into account in design. For the purpose of the analysis, a receiver was assumed to operate in a photon- starved regime, in which photon counts follow a Poisson distribution. The analysis included derivation of exact equations for symbol likelihoods in the presence of photon-arrival jitter. These equations describe what is well known in the art as a matched filter for a channel containing Gaussian noise. These equations would yield an optimum receiver if they could be implemented in practice. Because the exact equations may be too complex to implement in practice, approximations that would yield suboptimal receivers were also derived.
Moision, Bruce↗
Optimum Receiver Structure for PPM Signals with Avalanche Photodiode Statistics
The maximum likelihood decision statistic for detection of pulse-position modulated signals with an avalanche photodiode is derived, using the more accurate Webb density rather than Poisson or Gaussian approximations for the distribution of avalanche photodiode output electrons. It is shown that for Webb-distributed output electtrons, the maximum likelihood rule is to choose the PPM word corresponding to the slot with the maximum electron count.
avalanche photodiode PPM Gaussian Poisson↗
Maximum Likelihood Time-of-Arrival Estimation of Optical Pulses via Photon-Counting Photodetectors
Many optical imaging, ranging, and communications systems rely on the estimation of the arrival time of an optical pulse. Recently, such systems have been increasingly employing photon-counting photodetector technology, which changes the statistics of the observed photocurrent. This requires time-of-arrival estimators to be developed and their performances characterized. The statistics of the output of an ideal photodetector, which are well modeled as a Poisson point process, were considered. An analytical model was developed for the mean-square error of the maximum likelihood (ML) estimator, demonstrating two phenomena that cause deviations from the minimum achievable error at low signal power. An approximation was derived to the threshold at which the ML estimator essentially fails to provide better than a random guess of the pulse arrival time. Comparing the analytic model performance predictions to those obtained via simulations, it was verified that the model accurately predicts the ML performance over all regimes considered. There is little prior art that attempts to understand the fundamental limitations to time-of-arrival estimation from Poisson statistics. This work establishes both a simple mathematical description of the error behavior, and the associated physical processes that yield this behavior. Previous work on mean-square error characterization for ML estimators has predominantly focused on additive Gaussian noise. This work demonstrates that the discrete nature of the Poisson noise process leads to a distinctly different error behavior.
Erkmen, Baris I.↗
Photon counting and Laguerre detection.
In this correspondence maximum-likelihood binary detection theory is applied to an incoherent optical system model employing photodetectors governed by Laguerre counting statistics. It is shown that a maximum-likelihood Laguerre detector corresponds to a count comparison over each signaling interval. Laguerre error probabilities are presented and compared with those for Poisson counting.
Gagliardi, R. M.↗
Role of the doubly stochastic Neyman type-A and Thomas counting distributions in photon detection
The sums of Meyman type-A and Thomas random variables are shown to retain their form under the constant multiplication parameter constraint. The conditions under which the two random variables converge in distribution to the fixed multiplicative Poisson, and to the Gaussian, are presented. It is shown that the latter result is important, in that it provides a solution to likelihood-ratio detection, estimation and discrimination problems in the presence of many kinds of signal and noise. Among the explicit applications presented are: (1) the photon-counter scintillation detection of nuclear particles when particle flux is low, (2) the photon-counting detection of weak optical signals in the presence of ionizing radiation, and (3) the design of a star-scanner spacecraft guidance system adequate for hostile space environments.
Teich, M. C.↗
The Atacama Cosmology Telescope: Likelihood for Small-Scale CMB Data
The Atacama Cosmology Telescope has measured the angular power spectra of microwave fluctuations to arcminute scales at frequencies of 148 and 218 GHz, from three seasons of data. At small scales the fluctuations in the primordial Cosmic Microwave Background (CMB) become increasingly obscured by extragalactic foregounds and secondary CMB signals. We present results from a nine-parameter model describing these secondary effects, including the thermal and kinematic Sunyaev-Zel'dovich (tSZ and kSZ) power; the clustered and Poisson-like power from Cosmic Infrared Background (CIB) sources, and their frequency scaling; the tSZ-CIB correlation coefficient; the extragalactic radio source power; and thermal dust emission from Galactic cirrus in two different regions of the sky. In order to extract cosmological parameters, we describe a likelihood function for the ACT data, fitting this model to the multi-frequency spectra in the multipole range 500 < l < 10000. We extend the likelihood to include spectra from the South Pole Telescope at frequencies of 95, 150, and 220 GHz. Accounting for different radio source levels and Galactic cirrus emission, the same model provides an excellent fit to both datasets simultaneously, with χ2/dof= 675/697 for ACT, and 96/107 for SPT. We then use the multi-frequency likelihood to estimate the CMB power spectrum from ACT in bandpowers, marginalizing over the secondary parameters. This provides a simplified 'CMB-only' likelihood in the range 500 < l < 3500 for use in cosmological parameter estimation
Cosmology↗
Experimental Validation of Pulse Phase Tracking for X-Ray Pulsar Based
Pulsars are a form of variable celestial source that have shown to be usable as aids for autonomous, deep space navigation. Particularly those sources emitting in the X-ray band are ideal for navigation due to smaller detector sizes. In this paper X-ray photons arriving from a pulsar are modeled as a non-homogeneous Poisson process. The method of pulse phase tracking is then investigated as a technique to measure the radial distance traveled by a spacecraft over an observation interval. A maximum-likelihood phase estimator (MLE) is used for the case where the observed frequency signal is constant. For the varying signal frequency case, an algorithm is used in which the observation window is broken up into smaller blocks over which an MLE is used. The outputs of this phase estimation process were then looped through a digital phase-locked loop (DPLL) in order to reduce the errors and produce estimates of the doppler frequency. These phase tracking algorithms were tested both in a computer simulation environment and using the NASA Goddard Space flight Center X-ray Navigation Laboratory Testbed (GXLT). This provided an experimental validation with photons being emitted by a modulated X-ray source and detected by a silicon-drift detector. Models of the Crab pulsar and the pulsar B1821-24 were used in order to generate test scenarios. Three different simulated detector trajectories were used to be tracked by the phase tracking algorithm: a stationary case, one with constant velocity, and one with constant acceleration. All three were performed in one-dimension along the line of sight to the pulsar. The first two had a constant signal frequency and the third had a time varying frequency. All of the constant frequency cases were processed using the MLE, and it was shown that they tracked the initial phase within 0.15% for the simulations and 2.5% in the experiments, based on an average of ten runs. The MLE-DPLL cascade version of the phase tracking algorithm was used in the varying frequency case. This resulted in tracking of the phase and frequency by the DPLL outputs in both the simulation and experimental environments. The crab pulsar was experimentally tested with a trajectory with a higher acceleration. In this case the phase error tended toward zero as the observation extended to 250 seconds and the doppler frequency error tended to zero in under 100 seconds.
Experimental↗