DocumentCode
1458299
Title
A Cramer-Rao-like error bound in deterministic parameter estimation
Author
Bai, Er-Wei
Author_Institution
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Volume
41
Issue
11
fYear
1996
fDate
11/1/1996 12:00:00 AM
Firstpage
1682
Lastpage
1683
Abstract
This paper derives a Cramer-Rao-like lower bound on the parameter estimation error in a deterministic setting. The bound provides the theoretical limit for deterministic identifiers
Keywords
discrete time systems; error analysis; least squares approximations; parameter estimation; Cramer-Rao-like error bound; deterministic parameter estimation; least squares estimation; lower bound; scalar discrete time system; Covariance matrix; Cramer-Rao bounds; Discrete time systems; Eigenvalues and eigenfunctions; Estimation error; Least squares methods; Noise measurement; Parameter estimation; Stochastic processes; Time measurement;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.544008
Filename
544008
Link To Document