• DocumentCode
    780422
  • Title

    Minimum variance bounds for overparameterized models

  • Author

    Pintelon, R. ; Schoukens, J. ; McKelvey, T. ; Rolain, Y.

  • Author_Institution
    Dept. ELEC, Vrije Univ., Brussels, Belgium
  • Volume
    41
  • Issue
    5
  • fYear
    1996
  • fDate
    5/1/1996 12:00:00 AM
  • Firstpage
    719
  • Lastpage
    720
  • Abstract
    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
  • Keywords
    MIMO systems; covariance matrices; invariance; parameter estimation; state-space methods; transfer functions; Cramer-Rao lower bound; Fisher information matrix; MIMO systems; SISO systems; minimum variance bounds; overparameterized models; parameter estimation; state space model; transfer functions; Adaptive control; Automatic control; Covariance matrix; Equations; Least squares approximation; MIMO; Null space; Parameter estimation; Programmable control; Sun;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.489209
  • Filename
    489209
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=780422