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      • Department of Electrical and Electronics Engineering
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      Cost minimization of measurement devices under estimation accuracy constraints in the presence of Gaussian noise

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      Author
      Dulek, B.
      Gezici, S.
      Date
      2012
      Journal Title
      Digital Signal Processing: A Review Journal
      ISSN
      10512004
      Volume
      22
      Issue
      5
      Pages
      828 - 840
      Language
      English
      Type
      Conference Paper
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      Please cite this item using this persistent URL
      http://hdl.handle.net/11693/28168
      Abstract
      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 an invertible system matrix. In addition, the effects of system matrix uncertainty are studied both from a generic perspective and by employing a specific uncertainty model. The results are extended to the Bayesian estimation framework by treating the unknown parameters as Gaussian distributed random variables. Numerical examples are presented to discuss the theoretical results in detail. © 2012 Elsevier Inc. All rights reserved.
      Published as
      http://dx.doi.org/10.1016/j.dsp.2012.04.009
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      • Department of Electrical and Electronics Engineering 2963

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