Title :
A more direct proof of the minimum variance property of the linear weighted least-squares estimator
Author_Institution :
Catholic University of America, Washington, DC, USA
fDate :
12/1/1969 12:00:00 AM
Abstract :
A simple and direct proof of the minimum variance property of the linear weighted least-squares estimator is presented.
Keywords :
Least-squares estimation; Bang-bang control; Control systems; Covariance matrix; Delay; Electrical equipment industry; Equations; Noise measurement; Notice of Violation;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1969.1099324
