Title :
Response of the ordinary least squares estimator (OLS) to deterministic and stochastic noise
Author_Institution :
Dept. of Electr. & Electron. Eng., Stellenbosch Univ., South Africa
Abstract :
Mapping functions and OPDFs (optimum parameter driving functions) defined in this paper are simple, intuitive, and useful tools for evaluating OLS parameter estimates. Parameter errors equal the inner product of the noise waveform and the mapping functions. Low orthogonality of the sensitivities (regressors) increases the mapping functions and the error of each parameter by a factor equal to its GDOP (geometric dilution of precision). The smallest signals able to produce unit parameter changes are the OPDFs. Spectral analysis of the mapping functions exposes the spectral sensitivity of a parameter to added noise
Keywords :
error analysis; least squares approximations; noise; parameter estimation; spectral analysis; stochastic processes; OLS parameter estimates; OPDF; deterministic noise; geometric dilution of precision; inner product; mapping functions; noise waveform; optimum parameter driving functions; ordinary least squares estimator; orthogonality; parameter changes; parameter errors; regressors; sensitivities; spectral analysis; spectral sensitivity; stochastic noise; Cost function; Curve fitting; Least squares approximation; Least squares methods; Parameter estimation; Scattering parameters; Spectral analysis; Stochastic resonance; Visualization; White noise;
Conference_Titel :
AFRICON, 1996., IEEE AFRICON 4th
Conference_Location :
Stellenbosch
Print_ISBN :
0-7803-3019-6
DOI :
10.1109/AFRCON.1996.563053