DocumentCode :
911067
Title :
A theory for linear estimators minimizing the variance of the error squared (Corresp.)
Author :
Sain, Mangal
Volume :
14
Issue :
5
fYear :
1968
fDate :
9/1/1968 12:00:00 AM
Firstpage :
768
Lastpage :
770
Abstract :
A study of linear estimators that minimize the variance of the error squared is reported. A projection principle and a sufficiency test establish and verify minimality. When the signal process and the data process are jointly Gaussian, the problem is completely solved for unique absolutely minimizing operators, which are found to be a cascade of the classical minimum-mean-squared error estimator and an amplifier.
Keywords :
Estimation; Cost function; Estimation theory; Polynomials; Probability distribution; Random variables; Signal processing; Testing; Virtual manufacturing;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/TIT.1968.1054197
Filename :
1054197
Link To Document :
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