Piya Pal

Parthasarathi Khirwadkar, Robin Rajamäki, Piya Pal

This paper provides novel insights into channel and subspace codes in nonadaptive channel sensing with a single RF chain. Observing that this problem naturally maps to a noncoherent decoding problem, we show that the sensing performance of the maximum likelihood (ML) angle estimator, which does not require knowledge of the typically unknown channel coefficient, is governed by two key terms: the minimum subspace distance and beam gain of the used beamformers. We derive an exact expression for the subspace distance of binary linear channel codes mapped to BPSK, which illuminates the relationship between subspace and Hamming distance, used to design subspace and channel codes, respectively. Our result also reveals why good Hamming distance alone is insufficient for sensing, and shows that well-known families of channel codes such as Reed-Muller codes, yield zero subspace distance and thereby poor sensing performance when used naively without proper codebook pruning. Finally, we introduce so-called beamspace subspace codes based on sparse antenna selection patterns (Golomb rulers), which we show provide near-optimal subspace distance. We demonstrate that this property of judiciously designed sparse arrays can be leveraged together with beamforming gain via convolutional beamspaces, enabling hardware- and sample-efficient channel sensing with theoretical guarantees in large-scale multiantenna communications.

Abbas Kazemipour, Sina Miran, Piya Pal et al.

We consider the problem of estimating the parameters of a linear univariate autoregressive model with sub-Gaussian innovations from a limited sequence of consecutive observations. Assuming that the parameters are compressible, we analyze the performance of the $\ell_1$-regularized least squares as well as a greedy estimator of the parameters and characterize the sampling trade-offs required for stable recovery in the non-asymptotic regime. In particular, we show that for a fixed sparsity level, stable recovery of AR parameters is possible when the number of samples scale sub-linearly with the AR order. Our results improve over existing sampling complexity requirements in AR estimation using the LASSO, when the sparsity level scales faster than the square root of the model order. We further derive sufficient conditions on the sparsity level that guarantee the minimax optimality of the $\ell_1$-regularized least squares estimate. Applying these techniques to simulated data as well as real-world datasets from crude oil prices and traffic speed data confirm our predicted theoretical performance gains in terms of estimation accuracy and model selection.