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      Yapısal veri belirsizlikleri altında yarışmacı doğrusal MMSE kestirim

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      Author
      Vanlı, N. Denizcan
      Sayın, Muhammed Ö.
      Kozat, Süleyman S.
      Date
      2014-04
      Source Title
      22nd Signal Processing and Communications Applications Conference, SIU 2014 - Proceedings
      Publisher
      IEEE
      Pages
      1861 - 1864
      Language
      Turkish
      Type
      Conference Paper
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      Abstract
      Bu bildiride, yapısal veri belirsizlikleri altında doğrusal kestirim problemi incelenmektedir. Maliyet fonksiyonu olarak ortalama karesel hata (MSE) düşünülmüştür ve sınırlı belirsizlikler altında gürbüz bir algoritma önerilmiştir. Sunulan yöntem yarışmacı algoritma yapısına sahiptir ve bu yapıya ulaşmak için doğrusal kestiricinin performansı, bilinmeyen veri belirsizliklerine göre ayarlanmış doğrusal enküçük MSE (MMSE) kestiricisinin performansına göreceli olarak tanımlanmıştır.Daha sonra, bu göreceli performans ölçütünü en kötü durumdaki sistem modeline göre enküçülten doğrusal kestirici bulunmuştur. Bu yarışmacı kestiriciyi bulmak için çözülmesi gereken problemin yarı-kesin programlama (SDP) problemi olarak düşünülebileceği gösterilmiştir. Ayrıca, teorik sonuçları izah etmek için sayısal örnekler sunulmuştur.
       
      In this paper, we consider the linear estimation problem under structured data uncertainties. A robust algorithm is presented under bounded uncertainties under the mean square error (MSE) criterion. The performance of the linear estimator is defined relative to the performance of the linear minimum MSE (MMSE) estimator tuned to the underlying unknown data uncertainties, i.e., the introduced algorithm has a competitive framework. Then, using this relative performance measure, we find the estimator that minimizes this cost for the worst-case system model. We show that finding this estimator can equivalently be cast as a semidefinite programming (SDP) problem. Numerical examples are provided to illustrate the theoretical results. © 2014 IEEE.
      Keywords
      Competitive
      Data uncertainties
      Linear estimation
      Robust
      Algorithms
      Convex optimization
      Error analysis
      Signal processing
      Bounded uncertainty
      Competitive
      Data uncertainty
      Linear estimation
      Mean square error criterions
      Relative performance
      Semi-definite programming
      Mean square error
      Permalink
      http://hdl.handle.net/11693/27696
      Published Version (Please cite this version)
      http://dx.doi.org/10.1109/SIU.2014.6830616
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      • Department of Electrical and Electronics Engineering 3524
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