Digital Signal Processing Reference
In-Depth Information
The covariance matrix v of the observation noise is not diagonal. Consequently,
it is difficult to evaluate n in closed form in ( 5.9 ) for a general v . One answer
to this problem is the tridiagonal approximation of v for sufficiently small ρ ,this
corresponds to the case where only adjacent node observations are correlated.
Following a similar procedure as in [ 27 ], we present the upper bound on the
probability of error at the fusion center using the tridiagonal approximation matrix
as well as Bergstrom's inequality [ 1 ] and finally considering the case where the
correlation coefficients are sufficiently small.
According to Bergstrom's inequality, for any positive definite matrices P and Q :
( e T ( P
Q ) 1 e )( e T Q 1 e )
+
e T P 1 e
Q ) 1 e .
(5.21)
e T Q 1 e
e T ( P
+
From Eqs. ( 5.4 ) and ( 5.9 ), m 2 e T A n Ae
m 2 e T v +
σ w A 2 ) 1 e .Let P
=
=
σ w A 2 ) and consider the matrix Q given by:
v +
ρ d
... ρ d(L 2 )
ρ d(L 1 )
1
ρ d
ρ d(L 3 )
ρ d(L 2 )
1
...
σ v
Q
=
.
(5.22)
. . .
. . .
. . .
. . .
. . .
ρ d(L 1 )
ρ d(L 2 )
ρ d
...
1
From ( 5.21 ) it can be shown that
e T v +
1
σ w A 2 1 e
1
1
D
(5.23)
L = 1
H 2 G 2
2 σ v H 2 G 2 +
σ w
e T Q 1 e . Therefore, from ( 5.9 ) and ( 5.23 ), the fusion error probability
can be bounded from above by:
where D
=
m
2
2 .
1
1
D
P e Q
(5.24)
L = 1
H 2 G 2
2 σ v H 2 G 2 +
σ w
L/σ v , we get
When ρ
=
0, D
=
1
1
D
L
σ v
lim
G
=
.
(5.25)
L = 1
H 2 G 2
2 σ v H 2 G 2 +
→∞
σ w
For the correlated observations, the optimization problem ( 5.11 ) can be reformu-
lated to the following equivalent statement:
min L = 1 G 2
subject to β 2
e T n Ae
(5.26)
0 ,
G
0 ,
=
1 , 2 ,...,L.
Since it is difficult to obtain an analytical closed form of the power allocation
problem, as it was explained in Sect. 5.3.1 , it is useful to have an analytical approx-
imation of the problem that minimizes the fusion error probability bound ( 5.24 ).
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