Cost minimization of measurement devices under estimation accuracy constraints in the presence of Gaussian noise

buir.contributor.authorGezici, Sinan
dc.citation.epage840en_US
dc.citation.issueNumber5en_US
dc.citation.spage828en_US
dc.citation.volumeNumber22en_US
dc.contributor.authorDulek, B.en_US
dc.contributor.authorGezici, Sinanen_US
dc.date.accessioned2015-07-28T12:01:06Z
dc.date.available2015-07-28T12:01:06Z
dc.date.issued2012en_US
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractNovel 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.en_US
dc.identifier.doi10.1016/j.dsp.2012.04.009en_US
dc.identifier.issn1051-2004
dc.identifier.urihttp://hdl.handle.net/11693/12353
dc.language.isoEnglishen_US
dc.publisherElsevieren_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/j.dsp.2012.04.009en_US
dc.source.titleDigital Signal Processingen_US
dc.subjectMeasurement costen_US
dc.subjectCramer–Rao bound (CRB)en_US
dc.subjectParameter estimationen_US
dc.subjectGaussian Noiseen_US
dc.titleCost minimization of measurement devices under estimation accuracy constraints in the presence of Gaussian noiseen_US
dc.typeArticleen_US
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