Designing optimal sampling schemes

In this work, we propose a method for finding an optimal, non-uniform, sampling scheme for a general class of signals in which the signal measurements may be non-linear functions of the parameters to be estimated. Formulated as a convex optimization problem reminiscent of the sensor selection problem, the method determines an optimal sampling scheme given a suitable estimation bound on the parameters of interest. The formulation also allows for putting emphasis on a particular set of parameters of interest by scaling the optimization problem in such a way that the bound to be minimized becomes more sensitive to these parameters. For the case of imprecise a priori knowledge of these parameters, we present a framework for customizing the sampling scheme to take such uncertainty into account. Numerical examples illustrate the efficiency of the proposed scheme.