DocumentCode
801838
Title
A more direct proof of the minimum variance property of the linear weighted least-squares estimator
Author
Fang, B.
Author_Institution
Catholic University of America, Washington, DC, USA
Volume
14
Issue
6
fYear
1969
fDate
12/1/1969 12:00:00 AM
Firstpage
765
Lastpage
766
Abstract
A simple and direct proof of the minimum variance property of the linear weighted least-squares estimator is presented.
Keywords
Least-squares estimation; Bang-bang control; Control systems; Covariance matrix; Delay; Electrical equipment industry; Equations; Noise measurement; Notice of Violation;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099324
Filename
1099324
Link To Document