Average Fisher information maximisation in presence of cost-constrained measurements

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buir.contributor.authorGezici, Sinan
dc.citation.epage2en_US
dc.citation.issueNumber11en_US
dc.citation.spage1en_US
dc.citation.volumeNumber47en_US
dc.contributor.authorDulek, B.en_US
dc.contributor.authorGezici, Sinanen_US
dc.date.accessioned2016-02-08T09:53:05Z
dc.date.available2016-02-08T09:53:05Z
dc.date.issued2011en_US
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractAn 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.en_US
dc.identifier.doi10.1049/el.2011.0686en_US
dc.identifier.issn0013-5194
dc.identifier.urihttp://hdl.handle.net/11693/21919
dc.language.isoEnglishen_US
dc.publisherThe Institution of Engineering and Technologyen_US
dc.relation.isversionofhttp://dx.doi.org/10.1049/el.2011.0686en_US
dc.source.titleElectronics Lettersen_US
dc.subjectClosed-form expressionen_US
dc.subjectFisher informationen_US
dc.subjectGaussiansen_US
dc.subjectMeasurement deviceen_US
dc.subjectMeasurement noiseen_US
dc.subjectNumerical exampleen_US
dc.subjectObservation and measurementen_US
dc.subjectOptimal costsen_US
dc.subjectOptimal estimationsen_US
dc.subjectOptimisationsen_US
dc.subjectTotal costsen_US
dc.subjectFisher information matrixen_US
dc.subjectOptimizationen_US
dc.subjectCostsen_US
dc.titleAverage Fisher information maximisation in presence of cost-constrained measurementsen_US
dc.typeArticleen_US

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