Optimal stochastic parameter design for estimation problems

buir.contributor.authorArıkan, Orhan
buir.contributor.authorGezici, Sinan
buir.contributor.orcidArıkan, Orhan|0000-0002-3698-8888
dc.citation.epage4956en_US
dc.citation.issueNumber9en_US
dc.citation.spage4950en_US
dc.citation.volumeNumber60en_US
dc.contributor.authorSoganci, H.en_US
dc.contributor.authorGezici, Sinanen_US
dc.contributor.authorArıkan, Orhanen_US
dc.date.accessioned2016-02-08T09:45:13Z
dc.date.available2016-02-08T09:45:13Z
dc.date.issued2012en_US
dc.departmentDepartment of Electrical and Electronics Engineeringen_US
dc.description.abstractIn 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.en_US
dc.description.provenanceMade available in DSpace on 2016-02-08T09:45:13Z (GMT). No. of bitstreams: 1 bilkent-research-paper.pdf: 70227 bytes, checksum: 26e812c6f5156f83f0e77b261a471b5a (MD5) Previous issue date: 2012en
dc.identifier.doi10.1109/TSP.2012.2200892en_US
dc.identifier.issn1053-587X
dc.identifier.urihttp://hdl.handle.net/11693/21357
dc.language.isoEnglishen_US
dc.publisherInstitute of Electrical and Electronics Engineersen_US
dc.relation.isversionofhttp://dx.doi.org/10.1109/TSP.2012.2200892en_US
dc.source.titleIEEE Transactions on Signal Processingen_US
dc.subjectBayes risken_US
dc.subjectRandomizationen_US
dc.subjectStochastic parameter designen_US
dc.subjectAverage poweren_US
dc.subjectBayes risken_US
dc.subjectDeterministic signalsen_US
dc.subjectEstimation problemen_US
dc.subjectNumerical exampleen_US
dc.subjectOptimal parameter designen_US
dc.subjectParameter designsen_US
dc.subjectRandomizationen_US
dc.subjectSignal levelen_US
dc.subjectStochastic parametersen_US
dc.subjectSufficient conditionsen_US
dc.subjectTheoretical resulten_US
dc.subjectOptimizationen_US
dc.subjectProbability distributionsen_US
dc.subjectDesignen_US
dc.titleOptimal stochastic parameter design for estimation problemsen_US
dc.typeArticleen_US

Files

Original bundle

Now showing 1 - 1 of 1
Loading...
Thumbnail Image
Name:
Optimal stochastic parameter design for estimation problems.pdf
Size:
438.77 KB
Format:
Adobe Portable Document Format
Description:
Full printable version