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      • Department of Electrical and Electronics Engineering
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      Optimal stochastic parameter design for estimation problems

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      Author
      Soganci, H.
      Gezici, Sinan
      Arıkan, Orhan
      Date
      2012
      Source Title
      IEEE Transactions on Signal Processing
      Print ISSN
      1053-587X
      Publisher
      Institute of Electrical and Electronics Engineers
      Volume
      60
      Issue
      9
      Pages
      4950 - 4956
      Language
      English
      Type
      Article
      Item Usage Stats
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      Abstract
      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.
      Keywords
      Bayes risk
      Randomization
      Stochastic parameter design
      Average power
      Bayes risk
      Deterministic signals
      Estimation problem
      Numerical example
      Optimal parameter design
      Parameter designs
      Randomization
      Signal level
      Stochastic parameters
      Sufficient conditions
      Theoretical result
      Optimization
      Probability distributions
      Design
      Permalink
      http://hdl.handle.net/11693/21357
      Published Version (Please cite this version)
      http://dx.doi.org/10.1109/TSP.2012.2200892
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      • Department of Electrical and Electronics Engineering 3524
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