• DocumentCode
    488282
  • Title

    The Unbiased Minimum Variance Sum of N Independent Estimates Revisited a Gradient Matrix Formulation

  • Author

    Cabe, Hugh Mc

  • Author_Institution
    School of Electronic Engineering, Dublin City University, Dublin 9, Ireland
  • fYear
    1990
  • fDate
    23-25 May 1990
  • Firstpage
    996
  • Lastpage
    997
  • Abstract
    Vetter´s gradient matrix formulation [1] is utilized to prove minimization of the error covariance matrix trace resulting from the optimal linear combination of N unbiased, independent but otherwise arbitrary estimates of a random vector X.
  • Keywords
    Cost function; Covariance matrix; Design engineering; Equations; Taylor series; Testing; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1990
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • Filename
    4790889