Nicemlenmiş gözlemler kullanarak gürültü ile geliştirilmiş parametre kestirimi
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Abstract (EN)
In this thesis, optimal additive noise is characterized for both single and multiple parameter estimation based on quantized observations. In both cases, first, optimal probability distribution of noise that should be added to observations is formulated in terms of a Cramer-Rao lower bound (CRLB) minimization problem. In the single parameter case, it is proven that optimal additive ``noise'' can be represented by a constant signal level, which means that randomization of additive signal levels (equivalently, quantization levels) are not needed for CRLB minimization. In addition, the results are extended to the cases in which there exists prior information about the unknown parameter and the aim is to minimize the Bayesian CRLB (BCRLB). Then, numerical examples are presented to explain the theoretical results. Moreover, performance obtained via optimal additive noise is compared to performance of the commonly used dither signals. Furthermore, mean-squared error (MSE) performances of maximum likelihood (ML) and maximum a-posteriori probability (MAP) estimates are investigated in the presence and absence of additive noise. In the multiple parameter case, the form of the optimal random additive noise is derived for CRLB minimization. Next, the theoretical result is supported with a numerical example, where the optimum noise is calculated by using the particle swarm optimization (PSO) algorithm. Finally, the optimal constant noise in the multiple parameter estimation problem in the presence of prior information is discussed.
Author
Gökce Osman Balkan
Institution
How to Cite
Gökce Osman Balkan (Master Thesis). Nicemlenmiş gözlemler kullanarak gürültü ile geliştirilmiş parametre kestirimi, 2010, İhsan Doğramacı Bilkent University.
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