Title
Optimal stochastic design for multi-parameter estimation problems
Abstract
In this study, we consider performance improvement of an array of fixed estimators by using stochastic design techniques. The optimal design is investigated both in the absence and presence of an average power constraint. Two different performance criteria are considered; the average Bayes risk and the maximum Bayes risk. It is shown that the optimal stochastic parameter design results in a randomization between different numbers of parameter values depending on the type of the performance criterion.
Year
DOI
Venue
2014
10.1109/ICASSP.2014.6854685
Acoustics, Speech and Signal Processing
Keywords
Field
DocType
bayes methods,optimisation,parameter estimation,risk management,stochastic processes,average bayes risk,average power constraint,fixed estimator array,maximum bayes risk,multiparameter estimation problems,optimal stochastic design techniques,parameter values,performance criterion,performance improvement,randomization,bayes risk,stochastic parameter design,interference,estimation,noise
Signal design,Mathematical optimization,Stochastic process,Interference (wave propagation),Estimation theory,Jamming,Mathematics,Estimator,Time-sharing,Bayes' theorem
Conference
ISSN
Citations 
PageRank 
1520-6149
0
0.34
References 
Authors
17
3
Name
Order
Citations
PageRank
Hamza Soganci1131.99
Sinan Gezici2272.85
Orhan Arıkan3192.33