We present a novel scheme allowing for 2D target localization using highly quantized 1-bit measurements from a Frequency Modulated Continuous Wave (FMCW) radar with two receiving antennas. Quantization of radar signals introduces localization artifacts, we remove this limitation by inserting a dithering on the unquantized observations. We then adapt the projected back projection algorithm to estimate both the range and angle of targets from the dithered quantized radar observations, with provably decaying reconstruction error when the number of observations increases. Simulations are performed to highlight the accuracy of the dithered scheme in noiseless conditions when compared to the non-dithered and full 32-bit resolution under severe bit-rate reduction. Finally, measurements are performed using a radar sensor to demonstrate the effectiveness and performances of the proposed quantized dithered scheme in real conditions.
This research work focuses on the design of a high-resolution fast Fourier transform (FFT) /inverse fast Fourier transform (IFFT) processors for constraints analysis purpose. Amongst the major setbacks associated with such high resolution, FFT processors are the high power consumption resulting from the structural complexity and computational inefficiency of floating-point calculations. As such, a parallel pipelined architecture was proposed to statically scale the resolution of the processor to suite adequate trade-off constraints. The quantization was applied to provide an approximation to address the finite word-length constraints of digital signal processing (DSP). An optimum operating mode was proposed, based on the signal-to-quantization-noise ratio (SQNR) as well as the statistical theory of quantization, to minimize the tradeoff issues associated with selecting the most application-efficient floating-point processing capability in contrast to their resolution quality.
The estimation of the amplitude of a sine wave from the sequence of its quantized samples is a typical problem in instrumentation and measurement. A standard approach for its solution makes use of a least squares estimator (LSE) that, however, does not perform optimally in the presence of quantization errors. In fact, if the quantization error cannot be modeled as an additive noise source, as it often happens in practice, the LSE returns biased estimates. In this paper, we consider the estimation of the amplitude of a noisy sine wave after quantization. The proposed technique is based on a uniform distribution of signal phases and it does not require that the quantizer has equally spaced transition levels. The experimental results show that this technique removes the estimation bias associated with the usage of the LSE and that it is sufficiently robust with respect to small uncertainties in the known values of transition levels.
This paper considers estimation of a quantized constant in noise when using uniform and nonuniform quantizers. Estimators based on simple arithmetic averages, on sample statistical moments and on the maximum-likelihood procedure are considered. It provides expressions for the statistical efficiency of the arithmetic mean by comparing its variance to the proper Cram\'er-Rao lower bound. It is conjectured that the arithmetic mean is optimal among all estimators with an exactly known bias. Conditions under which its statistical performance are improved by the other estimation procedures when the exact bias is not known are found and analyzed. Using simulations and analysis of experimental data, it is shown that both moment-based and maximum-likelihood-based estimators provide better results, when the noise standard deviation is comparable with the quantization step and the noise model of quantization can not be applied.
The estimation of the parameters of a dynamic signal, such as a sine wave, based on quantized data is customarily performed using the least-square estimator (LSE), such as the sine fit. However, the characteristics of the experiments and the measurement setup hardly satisfy the requirements ensuring the LSE to be optimal in the minimum mean-square-error sense. This occurs if the input signal is characterized by a large signal-to-noise ratio resulting in the deterministic component of the quantization error dominating the random error component and when the ADC transition levels are not uniformly distributed over the quantizer input range. In this paper, it is first shown that the LSE applied to quantized data does not perform as expected when the quantizer is not uniform. Then, an estimator is introduced that overcomes these limitations. It uses the values of the transition levels so that a prior quantizer calibration phase is necessary. The estimator properties are analyzed and both numerical and experimental results are described to illustrate its performance. It is shown that the described estimator outperforms the LSE and it also provides an estimate of the probability distribution function of the noise before quantization.
In this paper, we propose a Singular-Value-Decomposition-based variable-resolution Analog to Digital Converter (ADC) bit allocation design for a single-user Millimeter wave massive Multiple-Input Multiple-Output receiver. We derive the optimality condition for bit allocation under a power constraint. This condition ensures optimal receiver performance in the Mean Squared Error (MSE) sense. We derive the MSE expression and show that it approaches the Cramer-Rao Lower Bound (CRLB). The CRLB is seen to be a function of the analog combiner, the digital combiner, and the bit allocation matrix. We attempt to minimize the CRLB with respect to the bit allocation matrix by making suitable assumptions regarding the structure of the combiners. In doing so, the bit allocation design reduces to a set of simple inequalities consisting of ADC bits, channel singular values and covariance of the quantization noise along each RF path. This results in a simple and computationally efficient bit allocation algorithm. Using simulations, we show that the MSE performance of our proposed bit allocation is very close to that of the Full Search (FS) bit allocation. We also show that the computational complexity of our proposed method has an order of magnitude improvement compared to FS and Genetic Algorithm based bit allocation of $\cite{Zakir1}$
Nonlinearity mitigation using digital signal processing has been shown to increase the achievable data rates of optical fiber transmission links. One especially effective technique is digital back propagation (DBP), an algorithm capable of simultaneously compensating for linear and nonlinear channel distortions. The most significant barrier to implementing this technique, however, is its high computational complexity. In recent years, there have been several proposed alternatives to DBP with reduced computational complexity, although such techniques have not demonstrated performance benefits commensurate with the complexity of implementation. In order to fully characterize the computational requirements of DBP, there is a need to model the algorithm behavior when constrained to the logic used in a digital coherent receiver. Such a model allows for the analysis of any signal recovery algorithm in terms of true hardware complexity which, crucially, includes the bit-depth of the multiplication operation. With a limited bit depth, there is quantization noise, introduced with each arithmetic operation, and it can no longer be assumed that the conventional DBP algorithm will outperform its low complexity alternatives. In this work, DBP and a single nonlinear step DBP implementation, the \textit{Enhanced Split Step Fourier} method (ESSFM), were compared with linear equalization using a generic software model of fixed point hardware. The requirements of bit depth and fast Fourier transform (FFT) size are discussed to examine the optimal operating regimes for these two schemes of digital nonlinearity compensation. For a 1000 km transmission system, it was found that (assuming an optimized FFT size), in terms of SNR, the ESSFM algorithm outperformed the conventional DBP for all hardware resolutions up to 13 bits.
This paper considers least-square based estimation of the amplitude and square amplitude of a quantized sine wave, done by considering random initial record phase. Using amplitude- and frequency-domain modeling techniques, it is shown that the estimator is inconsistent, biased and has a variance that may be underestimated if the simple model of quantization is applied. The effects of both sine wave offset values and additive Gaussian noise are taken into account. General estimator properties are derived, without making simplifying assumptions on the role of the quantization process, to allow assessment of measurement uncertainty, when this least-square procedure is used.
High power consumption and hardware cost are two barriers for practical massive multiple-input multiple-output (mMIMO) systems. A promising solution is to employ low-resolution analog-to-digital converters (ADCs). In this paper, we consider a general mMIMO multi-way relaying system with a multi-level mixed-ADC architecture, in which each antenna is connected to an ADC pair of an arbitrary resolution. By leveraging on Bussgang's decomposition theorem and Lloyd-Max algorithm for quantization, tight closed-form approximations are derived for the average achievable rates of zero-forcing (ZF) relaying considering both perfect and imperfect channel state information (CSI). To conquer the challenges caused by multi-way relaying, the complicated ZF beam-forming matrix, and the general mixed-ADC structure, we develop a novel method for the achievable rate analysis using the singular-value decomposition (SVD) for Gaussian matrices, distributions of the singular values of Gaussian matrices, and properties of Haar matrices. The results explicitly show the achievable rate behavior in terms of the user and relay transmit powers and the numbers of relay antennas and users. Most importantly, it quantifies the performance degradation caused by low-resolution ADCs and channel estimation error. We demonstrate that the average achievable rate has an almost linear relation with the square of the average of quantization coefficients pertaining to the ADC resolution profile.
Massive multiple-input multiple-output (M-MIMO) is an enabling technology of 5G wireless communication. The performance of an M-MIMO system is highly dependent on the speed and accuracy of obtaining the channel state information (CSI). The computational complexity of channel estimation for an M-MIMO system can be reduced by making use of the sparsity of the M-MIMO channel. In this paper, we propose the hardware-efficient channel estimator based on angle-division multiple access (ADMA) for the first time. Preamble, uplink (UL) and downlink (DL) training are also implemented. For further hardware-efficiency consideration, optimization regarding quantization and approximation strategies have been discussed. Implementation techniques such as pipelining and systolic processing are also employed for hardware regularity. Numerical results and FPGA implementation have demonstrated the advantages of the proposed channel estimator.
This paper is about the surprising connection between the Fourier heat equation and the Schr\"odinger wave equation. In fact, if the independent "time" variable in the heat equation is replaced by the time variable multiplied by $i=\sqrt{-1}$, the heat equation becomes the Schr\"odinger equation. Two quite different physical phenomena are put in close connection: the heat diffusion in a material and the probability amplitude of particles in an atom. It is a fact of life that the movements of a small particle floating randomly in a fluid, the well-known Brownian motion, is regulated by the Fourier equation while the probabilistic behavior of the matter around us, the quantum world, is driven by the Schr\"odinger equation but no known stochastic process seems at work here. The apparent simplicity of the formal connection by a "time-rotation", a Wick rotation as it is commonly known, seems to point otherwise. Why this connection? Is there any physical intuitive explanation? Is there any practical value? In this paper, the authors attempt to shed some light on the above questions. The recent concept of volume quantization in noncommutative geometry, due to Connes, Chamseddine and Mukhanov, points again to stochastic processes also underlying the quantum world making Fourier and Schr\"oodinger strict relatives.
Analog-to-digital (A/D) converters are the common interface between analog signals and the domain of digital discrete-time signal processing. In essence, this domain simultaneously incorporates quantization both in amplitude and time, i.e. amplitude quantization and uniform time sampling. Thus, we view A/D conversion as a sampling process in both the time and amplitude domains based on the observation that the underlying continuous-time signals representing digital sequences can be sampled in a lattice---i.e. at points restricted to lie on a uniform grid both in time and amplitude. We refer to them as lattice functions. This is in contrast with the traditional approach based on the classical sampling theorem and quantization error analysis. The latter has been mainly addressed with the help of probabilistic models, or deterministic ones either confined to very particular scenarios or considering worst-case assumptions. In this paper, we provide a deterministic theoretical analysis and framework for the functions involved in digital discrete-time processing. We show that lattice functions possess a rich analytic structure in the context of integral-valued entire functions of exponential type. We derive set and spectral properties of this class of functions. This allows us to prove in a deterministic way and for general bandlimited functions a fundamental lower bound on the maximum frequency component introduced by quantization that is independent of the resolution of the quantizer.
This paper studies zero-delay joint source channel coding (JSCC) for transmission of correlated Gaussian sources over a Gaussian interference channel (GIC). We propose to adopt delay-free hybrid digital and analog (HDA) scheme, which is, transmitting the superposition of scaled source and its quantized version after applying scalar quantization to the source at each transmitter. At the corresponding receiver, two kinds of estimators are presented. It is shown that both the schemes, when optimized, beat the uncoded transmission if the channel signal-to-noise ratio (CSNR) is higher than a threshold value for different correlation coefficients and interference values.
This paper provides a methodology for fast and accurate pricing of the long-dated contracts that arise as the building blocks of insurance and pension fund agreements. It applies the recursive marginal quantization (RMQ) and joint recursive marginal quantization (JRMQ) algorithms outside the framework of traditional risk-neutral methods by pricing options under the real-world probability measure, using the benchmark approach. The benchmark approach is reviewed, and the real-world pricing theorem is presented and applied to various long-dated claims to obtain less expensive prices than suggested by traditional risk-neutral valuation. The growth-optimal portfolio (GOP), the central object of the benchmark approach, is modelled using the time-dependent constant elasticity of variance model (TCEV). Analytic European option prices are derived and the RMQ algorithm is used to efficiently and accurately price Bermudan options on the GOP. The TCEV model is then combined with a $3/2$ stochastic short-rate model and RMQ is used to price zero-coupon bonds and zero-coupon bond options, highlighting the departure from risk-neutral pricing.
It is of particular interest to reconstruct or estimate bandlimited graph signals, which are smoothly varying signals defined over graphs, from partial noisy measurements. However, choosing an optimal subset of nodes to sample is NP-hard. We formularize the problem as the experimental design of a linear regression model if we allow multiple measurements on a single node. By relaxing it to a convex optimization problem, we get the proportion of sample for each node given the budget of total sample size. Then, we use a probabilistic quantization to get the number of each node to be sampled. Moreover, we analyze how the sample size influences whether our object function is well-defined by perturbation analysis. Finally, we demonstrate the performance of the proposed approach through various numerical experiments.
A decentralized online quantum cash system, called qBitcoin, is given. We design the system which has great benefits of quantization in the following sense. Firstly, quantum teleportation technology is used for coin transaction, which prevents from the owner of the coin keeping the original coin data even after sending the coin to another. This was a main problem in a classical circuit and a blockchain was introduced to solve this issue. In qBitcoin, the double-spending problem never happens and its security is guaranteed theoretically by virtue of quantum information theory. Making a block is time consuming and the system of qBitcoin is based on a quantum chain, instead of blocks. Therefore a payment can be completed much faster than Bitcoin. Moreover we employ quantum digital signature so that it naturally inherits properties of peer-to-peer (P2P) cash system as originally proposed in Bitcoin.
Collective migration dominates many phenomena, from cell movement in living systems to abiotic self-propelling particles. Focusing on the early stages of tumor evolution, we enunciate the principles involved in cell dynamics and highlight their implications in understanding similar behavior in seemingly unrelated soft glassy materials and possibly chemokine-induced migration of CD8$^{+}$ T cells. We performed simulations of tumor invasion using a minimal three dimensional model, accounting for cell elasticity and adhesive cell-cell interactions as well as cell birth and death to establish that cell growth rate-dependent tumor expansion results in the emergence of distinct topological niches. Cells at the periphery move with higher velocity perpendicular to the tumor boundary, while motion of interior cells is slower and isotropic. The mean square displacement, $\Delta(t)$, of cells exhibits glassy behavior at times comparable to the cell cycle time, while exhibiting super-diffusive behavior, $\Delta (t) \approx t^{\alpha}$ ($\alpha > 1$), at longer times. We derive the value of $\alpha \approx 1.33$ using a field theoretic approach based on stochastic quantization. In the process we establish the universality of super-diffusion in a class of seemingly unrelated non-equilibrium systems. Super diffusion at long times arises only if there is an imbalance between cell birth and death rates. Our findings for the collective migration, which also suggests that tumor evolution occurs in a polarized manner, are in quantitative agreement with {\it in vitro} experiments. Although set in the context of tumor invasion the findings should also hold in describing collective motion in growing cells and in active systems where creation and annihilation of particles play a role.
We propose a microstructural modeling framework for studying optimal market making policies in a FIFO (first in first out) limit order book (LOB). In this context, the limit orders, market orders, and cancel orders arrivals in the LOB are modeled as Cox point processes with intensities that only depend on the state of the LOB. These are high-dimensional models which are realistic from a micro-structure point of view and have been recently developed in the literature. In this context, we consider a market maker who stands ready to buy and sell stock on a regular and continuous basis at a publicly quoted price, and identifies the strategies that maximize her P\&L penalized by her inventory. We apply the theory of Markov Decision Processes and dynamic programming method to characterize analytically the solutions to our optimal market making problem. The second part of the paper deals with the numerical aspect of the high-dimensional trading problem. We use a control randomization method combined with quantization method to compute the optimal strategies. Several computational tests are performed on simulated data to illustrate the efficiency of the computed optimal strategy. In particular, we simulated an order book with constant/ symmet-ric/ asymmetrical/ state dependent intensities, and compared the computed optimal strategy with naive strategies. Some codes are available on https://github.com/comeh.
Vector quantization is an essential tool for tasks involving large scale data, for example, large scale similarity search, which is crucial for content-based information retrieval and analysis. In this paper, we propose a novel vector quantization framework that iteratively minimizes quantization error. First, we provide a detailed review on a relevant vector quantization method named \textit{residual vector quantization} (RVQ). Next, we propose \textit{generalized residual vector quantization} (GRVQ) to further improve over RVQ. Many vector quantization methods can be viewed as the special cases of our proposed framework. We evaluate GRVQ on several large scale benchmark datasets for large scale search, classification and object retrieval. We compared GRVQ with existing methods in detail. Extensive experiments demonstrate our GRVQ framework substantially outperforms existing methods in term of quantization accuracy and computation efficiency.
Matrix factorization has been recently utilized for the task of multi-modal hashing for cross-modality visual search, where basis functions are learned to map data from different modalities to the same Hamming embedding. In this paper, we propose a novel cross-modality hashing algorithm termed Supervised Matrix Factorization Hashing (SMFH) which tackles the multi-modal hashing problem with a collective non-matrix factorization across the different modalities. In particular, SMFH employs a well-designed binary code learning algorithm to preserve the similarities among multi-modal original features through a graph regularization. At the same time, semantic labels, when available, are incorporated into the learning procedure. We conjecture that all these would facilitate to preserve the most relevant information during the binary quantization process, and hence improve the retrieval accuracy. We demonstrate the superior performance of SMFH on three cross-modality visual search benchmarks, i.e., the PASCAL-Sentence, Wiki, and NUS-WIDE, with quantitative comparison to various state-of-the-art methods