Asymptotic optimality of equal power allocation for linear estimation of WSS random processes

Boulat A. Bash; Dennis Goeckel; Don Towsley

doi:10.1109/WCL.2013.020513.120908

Asymptotic optimality of equal power allocation for linear estimation of WSS random processes

Boulat A. Bash, Dennis Goeckel, Don Towsley

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

This letter establishes the asymptotic optimality of equal power allocation for measurements of a continuous wide-sense stationary (WSS) random process with a square-integrable autocorrelation function when linear estimation is used on equally-spaced measurements with periodicity meeting the Nyquist criterion and with the variance of the noise on any sample inversely proportional to the power expended by the user to obtain that measurement.

Original language	English (US)
Article number	6459507
Pages (from-to)	247-250
Number of pages	4
Journal	IEEE Wireless Communications Letters
Volume	2
Issue number	3
DOIs	https://doi.org/10.1109/WCL.2013.020513.120908
State	Published - 2013
Externally published	Yes

Keywords

Channel estimation
linear estimation
power allocation
wide-sense stationary (WSS) random processes

ASJC Scopus subject areas

Control and Systems Engineering
Electrical and Electronic Engineering

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10.1109/WCL.2013.020513.120908

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AB - This letter establishes the asymptotic optimality of equal power allocation for measurements of a continuous wide-sense stationary (WSS) random process with a square-integrable autocorrelation function when linear estimation is used on equally-spaced measurements with periodicity meeting the Nyquist criterion and with the variance of the noise on any sample inversely proportional to the power expended by the user to obtain that measurement.

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Asymptotic optimality of equal power allocation for linear estimation of WSS random processes

Abstract

Keywords

ASJC Scopus subject areas

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