Title :
Testing Estimator´s Credibility - Part I: Tests for MSE
Author :
Li, X. Rong ; Zhao, Zhanlue
Author_Institution :
Dept. of Electr. Eng., New Orleans Univ., LA
Abstract :
Most estimators and filters provide assessments of their own estimation error, often in the form of mean-square error. Are these self- assessments trustable? What is the degree to which they are trustable? This is Part I of a two-part series that provides answers to some of these questions, referred to as the credibility of the estimators. It formulates the concept of credibility, proposes tests for MSE-credibility, and discusses their superiority to the existing test. Numerical examples are provided to illustrate the utility and effectiveness of the proposed tests and the drawbacks of the existing test
Keywords :
estimation theory; mean square error methods; MSE-credibility; filters; mean-square error; testing estimators; Automatic testing; Computer simulation; Contracts; Estimation error; Estimation theory; NASA; Solids; State estimation; Stochastic processes; Performance evaluation; credibility; estimation; statistical test;
Conference_Titel :
Information Fusion, 2006 9th International Conference on
Conference_Location :
Florence
Print_ISBN :
1-4244-0953-5
Electronic_ISBN :
0-9721844-6-5
DOI :
10.1109/ICIF.2006.301742
