Title :
A Cramer-Rao-like error bound in deterministic parameter estimation
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
fDate :
11/1/1996 12:00:00 AM
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
Keywords :
discrete time systems; error analysis; least squares approximations; parameter estimation; Cramer-Rao-like error bound; deterministic parameter estimation; least squares estimation; lower bound; scalar discrete time system; Covariance matrix; Cramer-Rao bounds; Discrete time systems; Eigenvalues and eigenfunctions; Estimation error; Least squares methods; Noise measurement; Parameter estimation; Stochastic processes; Time measurement;
Journal_Title :
Automatic Control, IEEE Transactions on
