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Cost minimization of measurement devices under estimation accuracy constraints in the presence of Gaussian noise
Novel convex measurement cost minimization problems are proposed based on various estimation accuracy constraints for a linear system subject to additive Gaussian noise. Closed form solutions are obtained in the case of ...
A confidence ellipsoid approach for measurement cost minimization under Gaussian noise
The well-known problem of estimating an unknown deterministic parameter vector over a linear system subject to additive Gaussian noise is studied from the perspective of minimizing total sensor measurement cost under a ...