Multistage Adaptive Estimation of Sparse Signals

Understand

This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort.

• The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal components exist, thereby improving performance.
• A dynamic programming formulation is derived for the allocation of sensing effort to minimize the expected estimation loss.
• Based on the method of open-loop feedback control, allocation policies are then developed for a variety of loss functions.