• 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