Date Added: Jan 2011
The problem of estimating the parameters of multiple independent continuous-time Markov on-off processes is considered. The objective is to minimize the total Mean Square Error (MSE) under a constraint on the total sensing time. The Fisher information matrix for the primary traffic model and the maximum likelihood estimator are obtained in closed form. Given that the optimal allocation of the total sensing time to multiple channels depends on the unknown parameters, a sequential estimation strategy is proposed which operates under an epoch structure with exponentially growing epoch length.