Average Fisher information maximisation in presence of cost-constrained measurements
Date
2011
Authors
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Source Title
Electronics Letters
Print ISSN
0013-5194
Electronic ISSN
Publisher
The Institution of Engineering and Technology
Volume
47
Issue
11
Pages
1 - 2
Language
English
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Abstract
An optimal estimation framework is considered in the presence of cost-constrained measurements. The aim is to maximise the average Fisher information under a constraint on the total cost of measurement devices. An optimisation problem is formulated to calculate the optimal costs of measurement devices that maximise the average Fisher information for arbitrary observation and measurement statistics. In addition, a closed-form expression is obtained in the case of Gaussian observations and measurement noise. Numerical examples are presented to explain the results.