Optimal experimental design in the context of canonical expansions.

Autor: Dehghannasiri, Roozbeh, Qian, Xiaoning, Dougherty, Edward R.
Zdroj: IET Signal Processing (Wiley-Blackwell); Oct2017, Vol. 11 Issue 8, p942-951, 10p
Abstrakt: In a wide variety of engineering applications, the mathematical model cannot be fully identified. Therefore, one would like to construct robust operators (filters, classifiers, controllers etc.) that perform optimally relative to incomplete knowledge. Improving model identification through determining unknown parameters can enhance the performance of robust operators. One would like to perform the experiment that provides the most information relative to the engineering objective. The authors present an experimental design framework for parameter estimation in signal processing when the random process model is in the form of canonical expansions. The proposed experimental design is based on the concept of the mean objective cost of uncertainty, which quantifies model uncertainty by taking into account the performance degradation of the designed operator owing to the presence of uncertainty. They provide the general framework for experimental design in the context of canonical expansions and solve it for two major signal processing problems: optimal linear filtering and signal detection. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index