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Eric Chaumette - IEEE Xplore Author Profile

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This article addresses the problem of computing a Cramér-Rao bound when the likelihood of Euclidean observations is parameterized by both unknown Lie group (LG) parameters and covariance matrix. To achieve this goal, we leverage the LG structure of the space of positive definite matrices. In this way, we can assemble a global LG parameter that lies on the product of the two groups, on which LG's i...Show More
Since time-delay estimation is a fundamental task in various engineering fields, several expressions for the CRB and MLE have been developed over the past decades. In all of these previous studies, a common assumption was that the wave transmission process introduced an unknown phase component, which made it impossible to exploit the phase component related to the delay from the carrier signal. Ho...Show More
Accurately determining signal time-delay is crucial across various domains, such as localization and communication systems. Understanding the achievable optimal estimation performance of such technologies, especially during design phases, is essential for benchmarking purposes. One common approach is to derive bounds like the Cramér-Rao Bound (CRB), which directly reflects the minimum achievable e...Show More
The Modified Cramér-Rao Bound (MCRB) proves to be of significant importance in non-standard estimation scenarios, when in addition to unknown deterministic parameters to be estimated, observations also depend on random nuisance parameters. Given the interest of applications that involve estimation on Lie Groups (LGs), as well as the relevance of nonstandard estimation problems in many practical sc...Show More
Traditional Kalman filters are not immediately suitable for the estimation of state parameters with sample covariance matrices as observations. This comes from the fact that the observations must be first expressed as a linear function of sample covariance matrices. The primary objective of this work is to enable the calculation of both the mean and covariance of the observation model noise, which...Show More
It is well-known that the Modified Cramér-Rao Bound (MCRB) holds particular value in nonstandard deterministic estimation scenarios. Specifically, it proves invaluable when, in addition to estimating deterministic parameters, one needs to determine the probability density function (p.d.f) of the data through the marginalization of a joint p.d.f over random variables. In general, this process of ma...Show More
Intrinsic lower bounds on the intrinsic mean square error are of major importance to characterize the best achievable estimation performance of any unbiased estimator on smooth manifold as Lie group (LG). When the parameter is described by a LG model and the observation noise is with unknown variance, it is also necessary to determine a bound both on the LG parameter and this variance. In this com...Show More
Kalman filter (KF) is a priori unsuitable for the estimation from sample covariance matrices as they cannot be formulated analytically as a function of state parameters to be estimated. In this work, we propose a novel KF adapted to sample covariance matrices under the unconditional signal model. It is evaluated on simulated data representative of a dynamic radio astronomy framework, considering m...Show More
Since time-delay and phase estimation is a fundamental task in a plethora of engineering fields, several CRB and MLE expressions have been derived for the past decades. In all these previous works, a common hypothesis is that the wave transmission process introduces an unknown phase which prevents from estimating both delay and transmission phase components. By revisiting this problem, including t...Show More
This paper is concerned with the joint estimation of a hybrid vector with both random and deterministic parameters when a large set of dependent observations is available. This yields the joint Maximum A Posteriori-Maximum Likelihood estimator (MAP/MLE) for which we derive a recursive estimation scheme by leveraging previous results in the deterministic case. The main novelties are the recursive j...Show More
Maximum Likelihood (ML) frequency estimation of a single tone in noise is known to be a computationally intensive task that does not cope with many real-time and embedded hardware architectures. Thereby, many sub-optimal techniques, based on approximations, have been proposed in the literature. In this letter, we show that the ML criterion can be solved directly, using an appropriate two-step proc...Show More
This contribution explores the optimality properties of integrity monitoring fault detectors by exploiting the hypothesis testing invariance theory. The focus is on three fault detectors widely used in GNSS: the Generalized Likelihood Ratio Test (GLRT), the Least Squares (LS) residuals method, and the Solution Separation (SS) test statistics. The GLRT has been shown to be uniformly most powerful i...Show More
Global Navigation Satellite Systems (GNSS) are a key player in a plethora of applications. For navigation purposes, interference scenarios are among the most challenging operation conditions, which clearly impact the maximum likelihood estimates (MLE) of the signal synchronization parameters. While several interference mitigation techniques exist, a theoretical analysis on the GNSS MLE performance...Show More
This paper aims to characterize the estimation precision at the output of the GNSS receiver tracking stage. We define an original statistical modelling of the GNSS tracking loop, which can then be exploited by an optimal linear Kalman Filter (KF) in order to obtain an analytical expression of the steady-state regime. The latter is designed to encompass dynamic information of the GNSS receiver. Two...Show More
In this communication, we derive a new intrinsic Cramér-Rao bound for both parameters and observations lying on Lie groups. The expression is obtained by using the intrinsic properties of Lie groups. An exact expression is obtained for the case where parameters and observations are in SE(2), the semi-direct Lie group of 2D rotation and 2D translation. To support the discussion, the proposed bound ...Show More
Ultra-Wide Band (UWB) is a widely used technology to provide real-time and accurate indoor localization to mobile robots, allowing their safe operation in the absence of a satellite-based navigation solution. However, UWB performance suffers from multi-path outliers when signals reflect on surfaces or encounter obstacles. This paper describes an approach to mitigate this issue, based on a M-Estima...Show More
The derivation of estimation lower bounds is paramount to designing and assessing the performance of new estimators. A lot of effort has been devoted to the range-velocity estimation problem, a fundamental stage on several applications, but very few works deal with acceleration, being a key aspect in high dynamics applications. Considering a generic band-limited signal formulation, we derive a new...Show More
Lower bounds on the mean square error (MSE) are of fundamental importance to know the ultimate achievable estimation performance of any unbiased estimator. Even if the Cramér-Rae bound (CRB) is the most popular one, mainly due to its simplicity of calculation, other bounds are of interest in several applications. In this communication, $w$e derive a new intrinsic McAulay-Seidman bound (IMSB) for t...Show More
Position estimation in Multi-Robot Systems (MRS) relies on relative angle or distance measurements between the robots, which generally deteriorate as distances increase. Moreover, the localization accuracy is strongly influenced both by the quality of the raw measurements but also by the overall geometry of the network. In this paper, we design a cost function that accounts for these two issues an...Show More
Accurate and real-time position estimates are cru-cial for mobile robots. This work focuses on ranging-based positioning systems, which rely on distance measurements between known points, called anchors, and a tag to localize. The topology of the network formed by the anchors strongly influences the tag's localizability, i.e., its ability to be accurately localized. Here, the tag and some anchors ...Show More
In Global Navigation Satellite Systems, resilience to multipath remains an important open issue, being the limiting factor in several applications due to the environment specific nature of such harsh propagation conditions. In order to as-sess the multipath impact into the final system performance, accurate metrics are required. The multipath error envelope (MPEE), even if easy to handle, is limit...Show More
In this letter, we propose a new non-binary modulation which allows both Global Navigation Satellite Systems (GNSS) synchronization and the demodulation of non-binary symbols, without the need of a pilot signal, with the aim to provide a fast first position, velocity and time fix. The waveform is constructed as the product of i) a pseudo-random noise sequence with good auto-correlation and cross-c...Show More
Multipath is one of the most challenging propagation conditions affecting global navigation satellite systems (GNSS), which must be mitigated in order to obtain reliable navigation information. In any case, the random multipath nature makes it difficult to anticipate and overcome. Therefore, for legacy GNSS signal performance assessment, modern GNSS signal design, and future GNSS-based application...Show More
This letter addresses the robust state estimation problem for mismatched nonlinear dynamic systems. In this context, we are interested in nonlinear filters able to provide consistent estimates while mitigating the impact of possible modeling errors. We focus on the cubature Kalman filter (CKF) and its square-root form (SCKF), being the most promising nonlinear Gaussian filters, the latter providin...Show More
Ultra-Wide Band (UWB) communication systems can be used to design low cost, power efficient and precise navigation systems for mobile robots, by measuring the Time of Flight (ToF) of messages traveling between on-board UWB transceivers to infer their locations. Theoretically, decimeter level positioning accuracy or better should be achievable, at least in benign propagation environments where Line...Show More