Cost minimization of measurement devices under estimation accuracy constraints in the presence of Gaussian noise

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Dulek B., Gezici S.

DIGITAL SIGNAL PROCESSING, vol.22, no.5, pp.828-840, 2012 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 22 Issue: 5
  • Publication Date: 2012
  • Doi Number: 10.1016/j.dsp.2012.04.009
  • Journal Name: DIGITAL SIGNAL PROCESSING
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.828-840
  • Keywords: Measurement cost, Cramer-Rao bound (CRB), Parameter estimation, Gaussian noise, WIRELESS SENSOR NETWORKS, DISTRIBUTED ESTIMATION, DECENTRALIZED ESTIMATION, CONVEX-OPTIMIZATION, SELECTION, ERROR
  • Hacettepe University Affiliated: Yes

Abstract

Novel convex measurement cost minimization problems are proposed based on various estimation accuracy constraints for a linear system subject to additive Gaussian noise. Closed form solutions are obtained in the case of an invertible system matrix. In addition, the effects of system matrix uncertainty are studied both from a generic perspective and by employing a specific uncertainty model. The results are extended to the Bayesian estimation framework by treating the unknown parameters as Gaussian distributed random variables. Numerical examples are presented to discuss the theoretical results in detail. (C) 2012 Elsevier Inc. All rights reserved.