Pub Date : 2024-11-11DOI: 10.1109/TSP.2024.3495696
Runhao Shi;Daniel P. Palomar
Strongly Adaptive meta-algorithms (SA-meta) are popular in online portfolio selection due to their resilience in adversarial environments and adaptability to market changes. However, their application is often limited by high variance in errors, stemming from calculations over small intervals with limited observations. To address this limitation, we introduce the Strongly Adaptive Optimistic Follow-the-Regularized-Leader (SAOFTRL), an advanced framework that integrates the Optimistic Follow-the-Regularized-Leader (OFTRL) strategy into SA-meta algorithms to stabilize performance. SAOFTRL is distinguished by its novel regret bound, which provides a theoretical guarantee of worst-case performance in challenging scenarios. Additionally, we reimagine SAOFTRL within a mean-variance portfolio (MVP) framework, enhanced with shrinkage estimators and adaptive rolling windows, thereby ensuring reliable average-case performance. For practical deployment, we present an efficient SAOFTRL implementation utilizing the Successive Convex Approximation (SCA) method. Empirical evaluations demonstrate SAOFTRL's superior performance and expedited convergence when compared to existing benchmarks, confirming its effectiveness and efficiency in dynamic market conditions.
{"title":"SAOFTRL: A Novel Adaptive Algorithmic Framework for Enhancing Online Portfolio Selection","authors":"Runhao Shi;Daniel P. Palomar","doi":"10.1109/TSP.2024.3495696","DOIUrl":"10.1109/TSP.2024.3495696","url":null,"abstract":"Strongly Adaptive meta-algorithms (SA-meta) are popular in online portfolio selection due to their resilience in adversarial environments and adaptability to market changes. However, their application is often limited by high variance in errors, stemming from calculations over small intervals with limited observations. To address this limitation, we introduce the Strongly Adaptive Optimistic Follow-the-Regularized-Leader (SAOFTRL), an advanced framework that integrates the Optimistic Follow-the-Regularized-Leader (OFTRL) strategy into SA-meta algorithms to stabilize performance. SAOFTRL is distinguished by its novel regret bound, which provides a theoretical guarantee of worst-case performance in challenging scenarios. Additionally, we reimagine SAOFTRL within a mean-variance portfolio (MVP) framework, enhanced with shrinkage estimators and adaptive rolling windows, thereby ensuring reliable average-case performance. For practical deployment, we present an efficient SAOFTRL implementation utilizing the Successive Convex Approximation (SCA) method. Empirical evaluations demonstrate SAOFTRL's superior performance and expedited convergence when compared to existing benchmarks, confirming its effectiveness and efficiency in dynamic market conditions.","PeriodicalId":13330,"journal":{"name":"IEEE Transactions on Signal Processing","volume":"72 ","pages":"5291-5305"},"PeriodicalIF":4.6,"publicationDate":"2024-11-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142599330","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-11-07DOI: 10.1109/tsp.2024.3493603
Jakob Möderl, Erik Leitinger, Franz Pernkopf, Klaus Witrisal
{"title":"Variational Inference of Structured Line Spectra Exploiting Group-Sparsity","authors":"Jakob Möderl, Erik Leitinger, Franz Pernkopf, Klaus Witrisal","doi":"10.1109/tsp.2024.3493603","DOIUrl":"https://doi.org/10.1109/tsp.2024.3493603","url":null,"abstract":"","PeriodicalId":13330,"journal":{"name":"IEEE Transactions on Signal Processing","volume":"6 1","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-11-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142597757","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-11-06DOI: 10.1109/TSP.2024.3492692
Tingting Zhang;Sergiy A. Vorobyov;Feng Xu
We present a novel slow-time transmit beamspace (TB) multiple-input multiple-output (MIMO) technique for L-shaped array radar with uniform linear subarrays to estimate target parameters including 2-dimensional (2-D) directions of arrival (DOA) and unambiguous velocity. Doppler division multiple access (DDMA) approach, as a type of slow-time waveform achieving waveform orthogonality across multiple pulses within a coherent processing interval, disperses the transmit energy over the entire spatial region, suffering from beam-shape loss. Moreover, Doppler spectrum division, which is necessary for transmit channel separation prior to parameter estimation, leads to the loss of crucial information for velocity disambiguation. To optimize transmit energy distribution, slow-time TB technique is proposed to focus the energy within a desired spatial region. Unlike DDMA approach, slow-time TB technique divides the entire Doppler spectrum into more subbands than the number of transmit antenna elements to narrow down the beam mainlobe intervals between adjacent beams formed by DDMA modulation vectors. As a result, more beams are incorporated into the region of interest, and slow-time TB radar can direct transmit energy to the region of interest by properly selecting the DDMA modulation vectors whose beams are directed there. To resolve velocity ambiguity, tensor signal modeling, by storing measurements in a tensor without Doppler spectrum division, is used. Parameter estimation is then addressed using canonical polyadic decomposition (CPD), and the performance of slow-time TB L-shaped MIMO radar is shown to be improved as compared to DDMA MIMO techniques. Simulations are conducted to validate the proposed method.
我们为带有均匀线性子阵列的 L 形阵列雷达提出了一种新型慢时发射波束空间(TB)多输入多输出(MIMO)技术,用于估计目标参数,包括二维(2-D)到达方向(DOA)和明确的速度。多普勒频分多址(DDMA)方法作为一种慢时波形,可在一个相干处理间隔内通过多个脉冲实现波形正交,但会将发射能量分散到整个空间区域,从而造成波束形状损失。此外,多普勒频谱划分对于参数估计前的发射信道分离十分必要,但却会导致速度消歧的关键信息丢失。为了优化发射能量分布,提出了慢速 TB 技术,将能量集中在所需的空间区域内。与 DDMA 方法不同,慢时 TB 技术将整个多普勒频谱划分为比发射天线元件数量更多的子带,以缩小由 DDMA 调制矢量形成的相邻波束之间的波束主间隔。因此,更多波束被纳入感兴趣区域,慢时 TB 雷达可通过适当选择波束指向感兴趣区域的 DDMA 调制矢量,将发射能量导向感兴趣区域。为了解决速度模糊性问题,采用了张量信号建模,将测量数据存储在张量中,而不进行多普勒频谱划分。然后使用规范多义分解(CPD)进行参数估计,结果表明,与 DDMA MIMO 技术相比,慢时 TB L 型 MIMO 雷达的性能有所提高。仿真验证了所提出的方法。
{"title":"Transmit Energy Focusing for Parameter Estimation in Slow-Time Transmit Beamspace L-Shaped MIMO Radar","authors":"Tingting Zhang;Sergiy A. Vorobyov;Feng Xu","doi":"10.1109/TSP.2024.3492692","DOIUrl":"10.1109/TSP.2024.3492692","url":null,"abstract":"We present a novel slow-time transmit beamspace (TB) multiple-input multiple-output (MIMO) technique for L-shaped array radar with uniform linear subarrays to estimate target parameters including 2-dimensional (2-D) directions of arrival (DOA) and unambiguous velocity. Doppler division multiple access (DDMA) approach, as a type of slow-time waveform achieving waveform orthogonality across multiple pulses within a coherent processing interval, disperses the transmit energy over the entire spatial region, suffering from beam-shape loss. Moreover, Doppler spectrum division, which is necessary for transmit channel separation prior to parameter estimation, leads to the loss of crucial information for velocity disambiguation. To optimize transmit energy distribution, slow-time TB technique is proposed to focus the energy within a desired spatial region. Unlike DDMA approach, slow-time TB technique divides the entire Doppler spectrum into more subbands than the number of transmit antenna elements to narrow down the beam mainlobe intervals between adjacent beams formed by DDMA modulation vectors. As a result, more beams are incorporated into the region of interest, and slow-time TB radar can direct transmit energy to the region of interest by properly selecting the DDMA modulation vectors whose beams are directed there. To resolve velocity ambiguity, tensor signal modeling, by storing measurements in a tensor without Doppler spectrum division, is used. Parameter estimation is then addressed using canonical polyadic decomposition (CPD), and the performance of slow-time TB L-shaped MIMO radar is shown to be improved as compared to DDMA MIMO techniques. Simulations are conducted to validate the proposed method.","PeriodicalId":13330,"journal":{"name":"IEEE Transactions on Signal Processing","volume":"72 ","pages":"5228-5243"},"PeriodicalIF":4.6,"publicationDate":"2024-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=10746379","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142594833","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Polarization Diversity Detection and Localization of a Target With Energy Spillover","authors":"Naixin Kang, Weijian Liu, Jun Liu, Chengpeng Hao, Xiaotao Huang, Zheran Shang","doi":"10.1109/tsp.2024.3490844","DOIUrl":"https://doi.org/10.1109/tsp.2024.3490844","url":null,"abstract":"","PeriodicalId":13330,"journal":{"name":"IEEE Transactions on Signal Processing","volume":"33 1","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-11-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142594836","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"工程技术","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-11-05DOI: 10.1109/TSP.2024.3491899
Yumeng Zhang;Sundar Aditya;Bruno Clerckx
Orthogonal frequency division multiplexing (OFDM) has been widely adopted in dual-function radar-communication (DFRC) systems. However, with random communication symbols (CS) embedded in the DFRC waveform, the transmit signal has a random ambiguity function that affects the radar's delay-Doppler estimation performance, which has not been well explored. This paper addresses this gap by first characterizing the outlier probability (OP) – the probability of incorrectly estimating a target's (on-grid) delay-Doppler bin – in OFDM DFRC for any given CS realization. This subsequently motivates the OFDM DFRC waveform design problem of minimizing the OP w.r.t the CS probability distribution (i.e., the input distribution