A CONFIDENCE ELLIPSOID APPROACH FOR MEASUREMENT COST MINIMIZATION UNDER GAUSSIAN NOISE

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Dulek B., Gezici S.

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

  • Publication Type: Conference Paper / Full Text
  • Doi Number: 10.1109/spawc.2012.6292923
  • City: Cesme
  • Country: Turkey
  • Page Numbers: pp.339-343
  • Hacettepe University Affiliated: No

Abstract

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.