Title :
Testing Estimator´s Credibility - Part II: Other Tests*
Author :
Li, X. Rong ; Zhao, Zhanlue
Author_Institution :
Dept. of Electr. Eng., New Orleans Univ., LA
Abstract :
For pt.I see ibid., p.Z001330-7 (2006). Many estimators and filters provide assessments of their own estimation error. Are these self-assessments trustable? What is the degree to which they are trustable? This is Part II of a two-part series that provides answers to some of these questions, referred to as the credibility of the estimators. It proposes several tests for credibility and a test-based solution to the problem of comparing estimators´ credibility. Numerical examples are provided to illustrate the utility and effectiveness of the proposed tests
Keywords :
mean square error methods; statistical testing; MSE bias-credibility testing; filters; Automatic testing; Covariance matrix; Dentistry; Estimation error; Filters; NASA; Parameter estimation; State estimation; Terminology; Performance evaluation; credibility; estimation; statistical test;
Conference_Titel :
Information Fusion, 2006 9th International Conference on
Conference_Location :
Florence
Print_ISBN :
1-4244-0953-5
Electronic_ISBN :
0-9721844-6-5
DOI :
10.1109/ICIF.2006.301740
