Optimal stochastic parameter design for estimation problems
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Date Issued
2012Journal Title
IEEE Transactions on Signal Processing
Language
English
Type
Research Paper
Please cite this item using this persistent URL
http://hdl.handle.net/11693/21357Abstract
In this study, the aim is to perform optimal stochastic parameter design in order to minimize the cost of a given estimator. Optimal probability distributions of signals corresponding to different parameters are obtained in the presence and absence of an average power constraint. It is shown that the optimal parameter design results in either a deterministic signal or a randomization between two different signal levels. In addition, sufficient conditions are obtained to specify the cases in which improvements over the deterministic parameter design can or cannot be achieved via the stochastic parameter design. Numerical examples are presented in order to provide illustrations of theoretical results. © 1991-2012 IEEE.
Published as
http://dx.doi.org/10.1109/TSP.2012.2200892Collections
- Research Paper [7144]
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