Optimal time sharing strategies for parameter estimation and channel switching problems
Author
Soğancı, Hamza
Advisor
Gezici, Sinan
Date
2014Publisher
Bilkent University
Language
English
Type
ThesisItem Usage Stats
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Abstract
Time sharing (randomization) can offer considerable amount of performance
improvement in various detection and estimation problems and communication
systems. In the first three chapters of this dissertation, time sharing among
different signal levels is considered for parametric estimation problems. In the
final chapter, time sharing among different channels is investigated for an average
power constrained communication system. In the first chapter, the aim is to improve
the performance of a single fixed estimator by the optimal stochastic design
of signal values corresponding to parameters. It is obtained that the optimal parameter
design corresponds to time sharing between at most two different signal
values. In the second chapter, the problem in the first chapter is generalized to
a scenario where there are multiple parameters and multiple estimators. In this
scenario, two different cost functions are considered. The first cost function is
the total risk of all the estimators. The optimal solution for this case is time
sharing between at most two different signal values. The second cost function is
the maximum risk of all the estimators. For this case, it is shown that the optimal
parameter design is time sharing among at most three different signal values. In
the third chapter, the linear minimum mean squared error (LMMSE) estimator
is considered. It is observed that time sharing is not needed for the LMMSE
estimator, but still the performance can be improved by modifying the signal
level. In the final chapter, the optimal channel switching problem is studied for
Gaussian channels, and the optimal channel switching strategy is determined in
the presence of average power and average cost constraints. It is shown that the
optimal channel switching strategy is to switch among at most three channels.
Keywords
Time sharingrandomization
parameter estimation
stochastic parameter design
Bayes risk
LMMSE estimator
channel switching
Gaussian channel