DocumentCode
1051894
Title
Relative sufficiency
Author
Popoli, Robert F. ; Mendel, Jerry M.
Author_Institution
Dept. of Electr. Eng.-Syst., Univ. of Southern California, Los Angeles, CA, USA
Volume
38
Issue
5
fYear
1993
fDate
5/1/1993 12:00:00 AM
Firstpage
826
Lastpage
828
Abstract
By the classical definition of a sufficient statistic, either a statistic is or is not sufficient. A measure called relative sufficiency, by which the degree of sufficiency can be defined for the problem of random parameter estimation is presented. It is shown that relative sufficiency is equivalent to the Kullback-Leibler information measure. Its calculation and interpretation are illustrated for the estimation of a scalar random variable
Keywords
parameter estimation; random functions; Kullback-Leibler information measure; random parameter estimation; relative sufficiency; scalar random variable; Approximation methods; Automatic control; Control systems; Frequency response; Parameter estimation; Polynomials; Random variables; Statistics; System identification; Transfer functions;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.277262
Filename
277262
Link To Document