A Cramer-Rao-like error bound in deterministic parameter estimation

E.-W Bai

doi:10.1109/9.544008

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A Cramer-Rao-like error bound in deterministic parameter estimation

Journal article

Peer reviewed

A Cramer-Rao-like error bound in deterministic parameter estimation

E.-W Bai

IEEE transactions on automatic control, Vol.41(11), pp.1682-1683

11/1996

DOI: 10.1109/9.544008

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Abstract

This paper derives a Cramer-Rao-like lower bound on the parameter estimation error in a deterministic setting. The bound provides the theoretical limit for deterministic identifiers.

Estimation error

Parameter estimation

Cramer-Rao bounds

Stochastic processes

Discrete time systems

Eigenvalues and eigenfunctions

Time measurement

Covariance matrix

Noise measurement

Least squares methods

Details

Title: Subtitle: A Cramer-Rao-like error bound in deterministic parameter estimation
Creators: E.-W Bai - Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Resource Type: Journal article
Publication Details: IEEE transactions on automatic control, Vol.41(11), pp.1682-1683
Publisher: IEEE
DOI: 10.1109/9.544008
ISSN: 0018-9286
eISSN: 1558-2523
Language: English
Date published: 11/1996
Academic Unit: Electrical and Computer Engineering
Record Identifier: 9984083215902771

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