A CONFIDENCE ELLIPSOID APPROACH FOR MEASUREMENT COST MINIMIZATION UNDER GAUSSIAN NOISE


Dulek B. , Gezici S.

13th IEEE International Workshop on Signal Processing Advances in Wireless Communications (SPAWC), Cesme, Türkiye, 17 - 20 Haziran 2012, ss.339-343 identifier identifier

  • Doi Numarası: 10.1109/spawc.2012.6292923
  • Basıldığı Şehir: Cesme
  • Basıldığı Ülke: Türkiye
  • Sayfa Sayıları: ss.339-343

Özet

The well-known problem of estimating an unknown deterministic parameter vector over a linear system subject to additive Gaussian noise is studied from the perspective of minimizing total sensor measurement cost under a constraint on the log volume of the estimation error confidence ellipsoid. A convex optimization problem is formulated for the general case, and a closed form solution is provided when the system matrix is invertible. Furthermore, effects of system matrix uncertainty are discussed by employing a specific but nevertheless practical uncertainty model. Numerical examples are presented to discuss the theoretical results in detail.