Parametric Signal Estimation Using the Cumulative Distribution Transform

IEEE Trans Signal Process. 2020:68:3312-3324. doi: 10.1109/tsp.2020.2997181. Epub 2020 May 25.

Abstract

We present a new method for estimating signal model parameters using the Cumulative Distribution Transform (CDT). Our approach minimizes the Wasserstein distance between measured and model signals. We derive some useful properties of the CDT and show that the resulting estimation problem, while nonlinear in the original signal domain, becomes a linear least squares problem in the transform domain. Furthermore, we discuss the properties of the estimator in the presence of noise and present a novel approach for mitigating the impact of the noise on the estimates. The proposed estimation approach is evaluated by applying it to a source localization problem and comparing its performance against traditional approaches.

Keywords: CDT; Signal parameter estimation; Wasserstein distance.