  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.
