Browsing by Subject "Stochastic parameter design"

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    Optimal stochastic design for multi-parameter estimation problems
    (IEEE, 2014- 05) Soğancı, Hamza; Gezici, Sinan; Arıkan, Orhan
    In this study, we consider performance improvement of an array of fixed estimators by using stochastic design techniques. The optimal design is investigated both in the absence and presence of an average power constraint. Two different performance criteria are considered; the average Bayes risk and the maximum Bayes risk. It is shown that the optimal stochastic parameter design results in a randomization between different numbers of parameter values depending on the type of the performance criterion. © 2014 IEEE.
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    Optimal stochastic parameter design for estimation problems
    (Institute of Electrical and Electronics Engineers, 2012) Soganci, H.; Gezici, Sinan; Arıkan, Orhan
    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.