A Chernoff relaxation on the problem of application-oriented finite sample experiment design
2012 (English)In: 2012 IEEE 51st Annual Conference on Decision and Control (CDC), IEEE , 2012, 202-207 p.Conference paper (Refereed)
In this paper, application-oriented experiment design formulated as a chance constrained problem is investigated. The chance constraint is based on the presumption that the estimated model can be used in an application to achieve a given performance level with a prescribed probability. The aforementioned performance level is dictated by the particular application of interest. The resulting optimization problem is known to be nonconvex in most cases. To this end, convexification is attempted by employing a Chernoff relaxation. As an application, we focus on the identification of multiple input multiple output (MIMO) wireless channel models based on a general L-optimality type of performance measure.
Place, publisher, year, edition, pages
IEEE , 2012. 202-207 p.
, IEEE Conference on Decision and Control. Proceedings, ISSN 0191-2216
Correlated Mimo Channels, System-Identification, Colored Interference, Signal-Design, Model, Optimization, Validation, LMIS, Loop
IdentifiersURN: urn:nbn:se:kth:diva-104649DOI: 10.1109/CDC.2012.6426258ISI: 000327200400034ScopusID: 2-s2.0-84874270732ISBN: 978-1-4673-2066-5OAI: oai:DiVA.org:kth-104649DiVA: diva2:565708
51st IEEE Conference on Decision and Control, CDC 2012; Maui, HI; United States; 10 December 2012 through 13 December 2012
FunderICT - The Next Generation
QC 201301102012-11-082012-11-082013-12-20Bibliographically approved