Average Fisher information maximisation in presence of cost-constrained measurements

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Dulek B., Gezici S.

ELECTRONICS LETTERS, cilt.47, sa.11, ss.655-656, 2011 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 47 Sayı: 11
  • Basım Tarihi: 2011
  • Doi Numarası: 10.1049/el.2011.0686
  • Dergi Adı: ELECTRONICS LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.655-656
  • Hacettepe Üniversitesi Adresli: Hayır

Özet

An 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.