2010
Djuric, Petar M; Closas, Pau; Bugallo, Monica F; Miguez, Joaquin
Evaluation of a Method's Robustness Artículo en actas
En: 2010 IEEE International Conference on Acoustics, Speech and Signal Processing, pp. 3598–3601, IEEE, Dallas, 2010, ISSN: 1520-6149.
Resumen | Enlaces | BibTeX | Etiquetas: Electronic mail, Extraterrestrial measurements, Filtering, Gaussian processes, method's robustness, Random variables, robustness, sequential methods, Signal processing, statistical distributions, Telecommunications, uniform distribution, Wireless communication
@inproceedings{Djuric2010,
title = {Evaluation of a Method's Robustness},
author = {Petar M Djuric and Pau Closas and Monica F Bugallo and Joaquin Miguez},
url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5495921},
issn = {1520-6149},
year = {2010},
date = {2010-01-01},
booktitle = {2010 IEEE International Conference on Acoustics, Speech and Signal Processing},
pages = {3598--3601},
publisher = {IEEE},
address = {Dallas},
abstract = {In signal processing, it is typical to develop or use a method based on a given model. In practice, however, we almost never know the actual model and we hope that the assumed model is in the neighborhood of the true one. If deviations exist, the method may be more or less sensitive to them. Therefore, it is important to know more about this sensitivity, or in other words, how robust the method is to model deviations. To that end, it is useful to have a metric that can quantify the robustness of the method. In this paper we propose a procedure for developing a variety of metrics for measuring robustness. They are based on a discrete random variable that is generated from observed data and data generated according to past data and the adopted model. This random variable is uniform if the model is correct. When the model deviates from the true one, the distribution of the random variable deviates from the uniform distribution. One can then employ measures for differences between distributions in order to quantify robustness. In this paper we describe the proposed methodology and demonstrate it with simulated data.},
keywords = {Electronic mail, Extraterrestrial measurements, Filtering, Gaussian processes, method's robustness, Random variables, robustness, sequential methods, Signal processing, statistical distributions, Telecommunications, uniform distribution, Wireless communication},
pubstate = {published},
tppubtype = {inproceedings}
}
In signal processing, it is typical to develop or use a method based on a given model. In practice, however, we almost never know the actual model and we hope that the assumed model is in the neighborhood of the true one. If deviations exist, the method may be more or less sensitive to them. Therefore, it is important to know more about this sensitivity, or in other words, how robust the method is to model deviations. To that end, it is useful to have a metric that can quantify the robustness of the method. In this paper we propose a procedure for developing a variety of metrics for measuring robustness. They are based on a discrete random variable that is generated from observed data and data generated according to past data and the adopted model. This random variable is uniform if the model is correct. When the model deviates from the true one, the distribution of the random variable deviates from the uniform distribution. One can then employ measures for differences between distributions in order to quantify robustness. In this paper we describe the proposed methodology and demonstrate it with simulated data.
2008
Perez-Cruz, Fernando; Rodrigues, Miguel R D; Verdu, Sergio
Optimal Precoding for Digital Subscriber Lines Artículo en actas
En: 2008 IEEE International Conference on Communications, pp. 1200–1204, IEEE, Beijing, 2008, ISBN: 978-1-4244-2075-9.
Resumen | Enlaces | BibTeX | Etiquetas: Bit error rate, channel matrix diagonalization, Communications Society, Computer science, digital subscriber lines, DSL, Equations, fixed-point equation, Gaussian channels, least mean squares methods, linear codes, matrix algebra, MIMO, MIMO communication, MIMO Gaussian channel, minimum mean squared error method, MMSE, multiple-input multiple-output communication, Mutual information, optimal linear precoder, precoding, Telecommunications, Telephony
@inproceedings{Perez-Cruz2008a,
title = {Optimal Precoding for Digital Subscriber Lines},
author = {Fernando Perez-Cruz and Miguel R D Rodrigues and Sergio Verdu},
url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=4533270},
isbn = {978-1-4244-2075-9},
year = {2008},
date = {2008-01-01},
booktitle = {2008 IEEE International Conference on Communications},
pages = {1200--1204},
publisher = {IEEE},
address = {Beijing},
abstract = {We determine the linear precoding policy that maximizes the mutual information for general multiple-input multiple-output (MIMO) Gaussian channels with arbitrary input distributions, by capitalizing on the relationship between mutual information and minimum mean squared error (MMSE). The optimal linear precoder can be computed by means of a fixed- point equation as a function of the channel and the input constellation. We show that diagonalizing the channel matrix does not maximize the information transmission rate for nonGaussian inputs. A full precoding matrix may significantly increase the information transmission rate, even for parallel non-interacting channels. We illustrate the application of our results to typical Gigabit DSL systems.},
keywords = {Bit error rate, channel matrix diagonalization, Communications Society, Computer science, digital subscriber lines, DSL, Equations, fixed-point equation, Gaussian channels, least mean squares methods, linear codes, matrix algebra, MIMO, MIMO communication, MIMO Gaussian channel, minimum mean squared error method, MMSE, multiple-input multiple-output communication, Mutual information, optimal linear precoder, precoding, Telecommunications, Telephony},
pubstate = {published},
tppubtype = {inproceedings}
}
We determine the linear precoding policy that maximizes the mutual information for general multiple-input multiple-output (MIMO) Gaussian channels with arbitrary input distributions, by capitalizing on the relationship between mutual information and minimum mean squared error (MMSE). The optimal linear precoder can be computed by means of a fixed- point equation as a function of the channel and the input constellation. We show that diagonalizing the channel matrix does not maximize the information transmission rate for nonGaussian inputs. A full precoding matrix may significantly increase the information transmission rate, even for parallel non-interacting channels. We illustrate the application of our results to typical Gigabit DSL systems.
Rodrigues, Miguel R D; Perez-Cruz, Fernando; Verdu, Sergio
Multiple-Input Multiple-Output Gaussian Channels: Optimal Covariance for Non-Gaussian Inputs Artículo en actas
En: 2008 IEEE Information Theory Workshop, pp. 445–449, IEEE, Porto, 2008, ISBN: 978-1-4244-2269-2.
Resumen | Enlaces | BibTeX | Etiquetas: Binary phase shift keying, covariance matrices, Covariance matrix, deterministic MIMO Gaussian channel, fixed-point equation, Gaussian channels, Gaussian noise, Information rates, intersymbol interference, least mean squares methods, Magnetic recording, mercury-waterfilling power allocation policy, MIMO, MIMO communication, minimum mean-squared error, MMSE, MMSE matrix, multiple-input multiple-output system, Multiple-Input Multiple-Output Systems, Mutual information, Optimal Input Covariance, Optimization, Telecommunications
@inproceedings{Rodrigues2008,
title = {Multiple-Input Multiple-Output Gaussian Channels: Optimal Covariance for Non-Gaussian Inputs},
author = {Miguel R D Rodrigues and Fernando Perez-Cruz and Sergio Verdu},
url = {http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=4578704},
isbn = {978-1-4244-2269-2},
year = {2008},
date = {2008-01-01},
booktitle = {2008 IEEE Information Theory Workshop},
pages = {445--449},
publisher = {IEEE},
address = {Porto},
abstract = {We investigate the input covariance that maximizes the mutual information of deterministic multiple-input multipleo-utput (MIMO) Gaussian channels with arbitrary (not necessarily Gaussian) input distributions, by capitalizing on the relationship between the gradient of the mutual information and the minimum mean-squared error (MMSE) matrix. We show that the optimal input covariance satisfies a simple fixed-point equation involving key system quantities, including the MMSE matrix. We also specialize the form of the optimal input covariance to the asymptotic regimes of low and high snr. We demonstrate that in the low-snr regime the optimal covariance fully correlates the inputs to better combat noise. In contrast, in the high-snr regime the optimal covariance is diagonal with diagonal elements obeying the generalized mercury/waterfilling power allocation policy. Numerical results illustrate that covariance optimization may lead to significant gains with respect to conventional strategies based on channel diagonalization followed by mercury/waterfilling or waterfilling power allocation, particularly in the regimes of medium and high snr.},
keywords = {Binary phase shift keying, covariance matrices, Covariance matrix, deterministic MIMO Gaussian channel, fixed-point equation, Gaussian channels, Gaussian noise, Information rates, intersymbol interference, least mean squares methods, Magnetic recording, mercury-waterfilling power allocation policy, MIMO, MIMO communication, minimum mean-squared error, MMSE, MMSE matrix, multiple-input multiple-output system, Multiple-Input Multiple-Output Systems, Mutual information, Optimal Input Covariance, Optimization, Telecommunications},
pubstate = {published},
tppubtype = {inproceedings}
}
We investigate the input covariance that maximizes the mutual information of deterministic multiple-input multipleo-utput (MIMO) Gaussian channels with arbitrary (not necessarily Gaussian) input distributions, by capitalizing on the relationship between the gradient of the mutual information and the minimum mean-squared error (MMSE) matrix. We show that the optimal input covariance satisfies a simple fixed-point equation involving key system quantities, including the MMSE matrix. We also specialize the form of the optimal input covariance to the asymptotic regimes of low and high snr. We demonstrate that in the low-snr regime the optimal covariance fully correlates the inputs to better combat noise. In contrast, in the high-snr regime the optimal covariance is diagonal with diagonal elements obeying the generalized mercury/waterfilling power allocation policy. Numerical results illustrate that covariance optimization may lead to significant gains with respect to conventional strategies based on channel diagonalization followed by mercury/waterfilling or waterfilling power allocation, particularly in the regimes of medium and high snr.