What makes a good role model

The role model strategy is introduced as a method for designing an estimator by approaching the output of a superior estimator that has better input observations. This strategy is shown to yield the optimal Bayesian estimator when a Markov condition is fulfilled. Two examples involving simple channels are given to illustrate its use. The strategy is combined with time averaging to construct a statistical model by numerically solving a convex program. The role model strategy was developed in the context of low complexity decoder design for iterative decoding. Potential applications outside the field of communications are discussed. Index Terms Bayesian estimation, convex programming, low complexity decoding