Title :
The Unbiased Minimum Variance Sum of N Independent Estimates Revisited a Gradient Matrix Formulation
Author_Institution :
School of Electronic Engineering, Dublin City University, Dublin 9, Ireland
Abstract :
Vetter´s gradient matrix formulation [1] is utilized to prove minimization of the error covariance matrix trace resulting from the optimal linear combination of N unbiased, independent but otherwise arbitrary estimates of a random vector X.
Keywords :
Cost function; Covariance matrix; Design engineering; Equations; Taylor series; Testing; Vectors;
Conference_Titel :
American Control Conference, 1990
Conference_Location :
San Diego, CA, USA
