Estimation for Sensor Fusion and Sparse Signal Processing

Abstract: Progressive developments in computing and sensor technologies during the past decades have enabled the formulation of increasingly advanced problems in statistical inference and signal processing. The thesis is concerned with statistical estimation methods, and is divided into three parts with focus on two different areas: sensor fusion and sparse signal processing.The first part introduces the well-established Bayesian, Fisherian and least-squares estimation frameworks, and derives new estimators. Specifically, the Bayesian framework is applied in two different classes of estimation problems: scenarios in which (i) the signal covariances themselves are subject to uncertainties, and (ii) distance bounds are used as side information. Applications include localization, tracking and channel estimation.The second part is concerned with the extraction of useful information from multiple sensors by exploiting their joint properties. Two sensor configurations are considered here: (i) a monocular camera and an inertial measurement unit, and (ii) an array of passive receivers. New estimators are developed with applications that include inertial navigation, source localization and multiple waveform estimation.The third part is concerned with signals that have sparse representations. Two problems are considered: (i) spectral estimation of signals with power concentrated to a small number of frequencies,and (ii) estimation of sparse signals that are observed by few samples, including scenarios in which they are linearly underdetermined. New estimators are developed with applications that include spectral analysis, magnetic resonance imaging and array processing.