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Minimum Variance Bounds for Overparameterized Models
Vrije Universiteit, Belgium.
Vrije Universiteit, Belgium.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Vrije Universiteit, Belgium.
1996 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 41, no 5, 719-720 p.Article in journal (Refereed) Published
Abstract [en]

In this paper it is shown that the generalized Cramer-Rao lower bound on the estimate of invariants of (over)parameterized models is independent of the particular (over)parameterization chosen and equals that of the identifiable form.

Place, publisher, year, edition, pages
1996. Vol. 41, no 5, 719-720 p.
Keyword [en]
MIMO systems, Covariance matrices, Invariance, Parameter estimation, State-space methods, Transfer functions
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-56357DOI: 10.1109/9.489209OAI: oai:DiVA.org:liu-56357DiVA: diva2:318590
Available from: 2010-05-08 Created: 2010-05-07 Last updated: 2013-07-16

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CiteExportLink to record
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