Ziv–Zakai Bound
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Ziv–Zakai Bound
The Ziv–Zakai bound (named after Jacob Ziv and Moshe Zakai) is used in theory of estimations to provide a lower bound on possible-probable error involving some random parameter X from a noisy observation Y . The bound work by connecting probability of the excess error to the hypothesis testing. The bound is considered to be tighter than Cramér–Rao bound albeit more involved. Several modern version of the bound have been introduced subsequent of the first version which was published 1969. Simple Form of the Bound Suppose we want to estimate a random variable X with the probability density f_X from a noisy observation Y , then for any estimator g a simple form of Ziv-Zakai bound is given by \begin & \mathbb\bigl X - g(Y), ^2\bigr\ge \frac \int_^ t \int_^ \bigl(f_X(x) + f_X(x+t)\bigr)\, P_e(x, x+t)\,\mathrmx\,\mathrmt, \end where P_e(x, x+t) is the minimum (Bayes) error probability for the binary hypothesis testing problem between \begin \mathcal_0&: Y \mid ...
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Jacob Ziv
Jacob Ziv (; 27 November 1931 – 25 March 2023) was an Israeli electrical engineer and information theorist who developed the LZ family of lossless data compression algorithms alongside Abraham Lempel. He is also a namesake of the Ziv–Zakai bound in estimation theory, with Moshe Zakai. Biography Born in Tiberias, British mandate of Palestine, on 27 November 1931, Ziv received his B.Sc., Dip. Eng. (1954) and M.Sc. degrees (1957) in electrical engineering from the Technion – Israel Institute of Technology, and his D.Sc. degree, receiving the degree from the Massachusetts Institute of Technology in 1962. In 1970, Ziv joined the Technion – Israel Institute of Technology and was the Herman Gross Professor of Electrical Engineering and a Technion Distinguished Professor. Ziv was dean of the Faculty of Electrical Engineering from 1974 to 1976 and vice president for Academic Affairs from 1978 to 1982. From 1987, Ziv had spent three sabbatical leaves at the Information Resear ...
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Physical Review Letters
''Physical Review Letters'' (''PRL''), established in 1958, is a peer-reviewed, scientific journal that is published 52 times per year by the American Physical Society. The journal is considered one of the most prestigious in the field of physics. Over a quarter of Physics Nobel Prize-winning papers between 1995 and 2017 were published in it. ''PRL'' is published both online and as a print journal. Its focus is on short articles ("letters") intended for quick publication. The Lead Editor is Hugues Chaté. The Managing Editor is Robert Garisto. History The journal was created in 1958. Samuel Goudsmit, who was then the editor of '' Physical Review'', the American Physical Society's flagship journal, organized and published ''Letters to the Editor of Physical Review'' into a new standalone journal'','' which became ''Physical Review Letters''. It was the first journal intended for the rapid publication of short articles, a format that eventually became popular in many other fiel ...
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Signal Processing
Signal processing is an electrical engineering subfield that focuses on analyzing, modifying and synthesizing ''signals'', such as audio signal processing, sound, image processing, images, Scalar potential, potential fields, Seismic tomography, seismic signals, Altimeter, altimetry processing, and scientific measurements. Signal processing techniques are used to optimize transmissions, Data storage, digital storage efficiency, correcting distorted signals, improve subjective video quality, and to detect or pinpoint components of interest in a measured signal. History According to Alan V. Oppenheim and Ronald W. Schafer, the principles of signal processing can be found in the classical numerical analysis techniques of the 17th century. They further state that the digital refinement of these techniques can be found in the digital control systems of the 1940s and 1950s. In 1948, Claude Shannon wrote the influential paper "A Mathematical Theory of Communication" which was publis ...
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Information Theory
Information theory is the mathematical study of the quantification (science), quantification, Data storage, storage, and telecommunications, communication of information. The field was established and formalized by Claude Shannon in the 1940s, though early contributions were made in the 1920s through the works of Harry Nyquist and Ralph Hartley. It is at the intersection of electronic engineering, mathematics, statistics, computer science, Neuroscience, neurobiology, physics, and electrical engineering. A key measure in information theory is information entropy, entropy. Entropy quantifies the amount of uncertainty involved in the value of a random variable or the outcome of a random process. For example, identifying the outcome of a Fair coin, fair coin flip (which has two equally likely outcomes) provides less information (lower entropy, less uncertainty) than identifying the outcome from a roll of a dice, die (which has six equally likely outcomes). Some other important measu ...
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IEEE Radar Conference
The Institute of Electrical and Electronics Engineers (IEEE) is an American 501(c)(3) public charity professional organization for electrical engineering, electronics engineering, and other related disciplines. The IEEE has a corporate office in New York City and an operations center in Piscataway, New Jersey. The IEEE was formed in 1963 as an amalgamation of the American Institute of Electrical Engineers and the Institute of Radio Engineers. History The IEEE traces its founding to 1884 and the American Institute of Electrical Engineers. In 1912, the rival Institute of Radio Engineers was formed. Although the AIEE was initially larger, the IRE attracted more students and was larger by the mid-1950s. The AIEE and IRE merged in 1963. The IEEE is headquartered in New York City, but most business is done at the IEEE Operations Center in Piscataway, New Jersey, opened in 1975. The Australian Section of the IEEE existed between 1972 and 1985, after which it split into state- and te ...
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IEEE Signal Processing Society
The IEEE Signal Processing Society (IEEE SPS) is one of the nearly 40 technical societies of the Institute of Electrical and Electronics Engineers (IEEE) and the first one created. Its mission is to "advance and disseminate state-of-the-art scientific information and resources; educate the signal processing community; and provide a venue for people to interact and exchange ideas." History The Signal Processing Society was formed in 1948 as the Professional Group on Audio of the Institute of Radio Engineers. Activities The Society organizes many conferences every year and operates local chapters around the world. It coordinates the operation of several councils, task forces, and technical committees. Publications The Signal Processing Society oversees the publication of several periodicals, including a magazine ( IEEE Signal Processing Magazine), a newsletter ( Inside Signal Processing e-Newsletter), and multiple scholarly journals: * IEEE Journal of Selected Topics in Signal P ...
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IEEE
The Institute of Electrical and Electronics Engineers (IEEE) is an American 501(c)(3) organization, 501(c)(3) public charity professional organization for electrical engineering, electronics engineering, and other related disciplines. The IEEE has a corporate office in New York City and an operations center in Piscataway, New Jersey. The IEEE was formed in 1963 as an amalgamation of the American Institute of Electrical Engineers and the Institute of Radio Engineers. History The IEEE traces its founding to 1884 and the American Institute of Electrical Engineers. In 1912, the rival Institute of Radio Engineers was formed. Although the AIEE was initially larger, the IRE attracted more students and was larger by the mid-1950s. The AIEE and IRE merged in 1963. The IEEE is headquartered in New York City, but most business is done at the IEEE Operations Center in Piscataway, New Jersey, opened in 1975. The Australian Section of the IEEE existed between 1972 and 1985, after which it s ...
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International Conference On Acoustics, Speech And Signal Processing
ICASSP, the International Conference on Acoustics, Speech, and Signal Processing, is an annual flagship conference organized by IEEE Signal Processing Society. Ei Compendex has indexed all papers included in its proceedings. The first ICASSP was held in 1976 in Philadelphia, Pennsylvania, based on the success of a conference in Massachusetts four years earlier that had focused specifically on speech signals. As ranked by Google Scholar's h-index The ''h''-index is an author-level metric that measures both the productivity and citation impact of the publications, initially used for an individual scientist or scholar. The ''h''-index correlates with success indicators such as winning t ... metric in 2016, ICASSP has the highest h-index of any conference in the Signal Processing field. The Brazilian ministry of education gave the conference an 'A1' rating based on its h-index. Conference list References IEEE conferences Academic conferences Computer science con ...
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Probability Density
In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a '' relative likelihood'' that the value of the random variable would be equal to that sample. Probability density is the probability per unit length, in other words, while the ''absolute likelihood'' for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample compared to the other sample. More precisely, the PDF is used to specify the probability of the random variable falling ''within a particular range o ...
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Moshe Zakai
Moshe Zakai (; December 22, 1926 – November 27, 2015) was a Distinguished Professor at the Technion, Israel in electrical engineering, member of the Israel Academy of Sciences and Humanities and Rothschild Prize winner. Biography Moshe Zakai was born in Sokółka, Poland, to his parents Rachel and Eliezer Zakheim with whom he immigrated to Israel in 1936. He got the BSc degree in electrical engineering from the Technion – Israel Institute of Technology in 1951. He joined the scientific department of the Defense Minister of Israel, where he was assigned to research and development of radar systems. From 1956 to 1958, he did graduate work at the University of Illinois on an Israeli Government Fellowship, and was awarded the PhD in electrical engineering. He then returned to the scientific department as head of the communication research group. In 1965, he joined the faculty of the Technion as an associate professor. In 1969, he was promoted to the rank of professor and in 1 ...
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Cramér–Rao Bound
In estimation theory and statistics, the Cramér–Rao bound (CRB) relates to estimation of a deterministic (fixed, though unknown) parameter. The result is named in honor of Harald Cramér and Calyampudi Radhakrishna Rao, but has also been derived independently by Maurice Fréchet, Georges Darmois, and by Alexander Aitken and Harold Silverstone. It is also known as Fréchet-Cramér–Rao or Fréchet-Darmois-Cramér-Rao lower bound. It states that the precision of any unbiased estimator is at most the Fisher information; or (equivalently) the reciprocal of the Fisher information is a lower bound on its variance. An unbiased estimator that achieves this bound is said to be (fully) '' efficient''. Such a solution achieves the lowest possible mean squared error among all unbiased methods, and is, therefore, the minimum variance unbiased (MVU) estimator. However, in some cases, no unbiased technique exists which achieves the bound. This may occur either if for any unbiased ...
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Hypothesis Testing
A statistical hypothesis test is a method of statistical inference used to decide whether the data provide sufficient evidence to reject a particular hypothesis. A statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to a critical value or equivalently by evaluating a ''p''-value computed from the test statistic. Roughly 100 specialized statistical tests are in use and noteworthy. History While hypothesis testing was popularized early in the 20th century, early forms were used in the 1700s. The first use is credited to John Arbuthnot (1710), followed by Pierre-Simon Laplace (1770s), in analyzing the human sex ratio at birth; see . Choice of null hypothesis Paul Meehl has argued that the epistemological importance of the choice of null hypothesis has gone largely unacknowledged. When the null hypothesis is predicted by theory, a more precise experiment will be a more severe test of t ...
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