Title :
Minimum variance bounds for overparameterized models
Author :
Pintelon, R. ; Schoukens, J. ; McKelvey, T. ; Rolain, Y.
Author_Institution :
Dept. ELEC, Vrije Univ., Brussels, Belgium
fDate :
5/1/1996 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
