DocumentCode
3396887
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
fYear
2006
fDate
10-13 July 2006
Firstpage
1
Lastpage
8
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Fusion, 2006 9th International Conference on
Conference_Location
Florence
Print_ISBN
1-4244-0953-5
Electronic_ISBN
0-9721844-6-5
Type
conf
DOI
10.1109/ICIF.2006.301742
Filename
4086028
Link To Document