Title :
Optimal sequential parameter estimation
Author :
Yilmaz, Yasin ; Moustakides, George V. ; Xiaodong Wang
Author_Institution :
Electr. Eng. Dept., Columbia Univ., New York, NY, USA
Abstract :
We develop optimal centralized sequential estimators under different formulations of the problem. Decentralized sequential estimation is also considered for wireless sensor networks. We propose an asymptotically optimal decentralized scheme based on level-triggered sampling, a non-uniform sampling technique. Performance of the proposed scheme is analyzed.
Keywords :
sampling methods; sequential estimation; wireless sensor networks; asymptotically optimal decentralized scheme; decentralized sequential estimation; level-triggered sampling; nonuniform sampling technique; optimal centralized sequential estimator; optimal sequential parameter estimation; wireless sensor network; Accuracy; Cost function; Covariance matrices; Estimation; Noise; Parameter estimation; Vectors;
Conference_Titel :
Information Theory Proceedings (ISIT), 2013 IEEE International Symposium on
Conference_Location :
Istanbul
DOI :
10.1109/ISIT.2013.6620696
