• 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