Title :
Minimum variance bounds for overparametrized models
Author :
Pintelon, R. ; Schoukens, J. ; Rolain, Y.
Author_Institution :
Vrije Univ., Brussels, Belgium
Abstract :
In this paper it is shown that the generalized Cramer-Rao lower bound on the estimate of invariants of (over)parametrized models is independent of the particular (over)parametrization chosen and equals that of the identifiable form
Keywords :
covariance matrices; identification; modelling; probability; state-space methods; Fisher information matrix; SISO systems; convariance metrix; generalized Cramer-Rao lower bound; identification; invariants; minimum variance bounds; overparametrized models; parameter estimation; probability; state space model; Covariance matrix; Human resource management; Least squares approximation; Null space; Parameter estimation; Polynomials; Signal processing; State-space methods; Time measurement; Transfer functions;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.480603
