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      • Department of Electrical and Electronics Engineering
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      A confidence ellipsoid approach for measurement cost minimization under Gaussian noise

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      Author
      Dülek, Berkan
      Gezici, Sinan
      Date
      2012-06
      Source Title
      13th International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), IEEE 2012
      Publisher
      IEEE
      Pages
      339 - 343
      Language
      English
      Type
      Conference Paper
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      Abstract
      The well-known problem of estimating an unknown deterministic parameter vector over a linear system subject to additive Gaussian noise is studied from the perspective of minimizing total sensor measurement cost under a constraint on the log volume of the estimation error confidence ellipsoid. A convex optimization problem is formulated for the general case, and a closed form solution is provided when the system matrix is invertible. Furthermore, effects of system matrix uncertainty are discussed by employing a specific but nevertheless practical uncertainty model. Numerical examples are presented to discuss the theoretical results in detail.
      Keywords
      Wireless sensor networks
      Parameter estimation
      Gaussian noise
      Measurement cost
      Permalink
      http://hdl.handle.net/11693/52094
      Published Version (Please cite this version)
      https://doi.org/10.1109/SPAWC.2012.6292923
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      • Department of Electrical and Electronics Engineering 3650
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