DocumentCode
295177
Title
Minimum variance bounds for overparametrized models
Author
Pintelon, R. ; Schoukens, J. ; Rolain, Y.
Author_Institution
Vrije Univ., Brussels, Belgium
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1815
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480603
Filename
480603
Link To Document