• DocumentCode
    848673
  • Title

    A theorem of equivalence on the methods of least-squares estimation

  • Author

    Sien-Chong Wu

  • Author_Institution
    California Institute of Technology, Pasadena, CA, USA
  • Volume
    30
  • Issue
    2
  • fYear
    1985
  • fDate
    2/1/1985 12:00:00 AM
  • Firstpage
    172
  • Lastpage
    175
  • Abstract
    A theorem on the methods of least-squares estimation is stated and proved. This theorem enables the replacement of a system of correlated measurements by an equivalent system of uncorrelated measurements without a whitening process, thus simplifying the analysis while resulting in the same minimum-variance estimate.
  • Keywords
    Least-squares methods; Covariance matrix; Eigenvalues and eigenfunctions; Error correction; Estimation error; Kalman filters; Matrices; Matrix decomposition; Noise measurement; Signal to noise ratio; Vectors;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1985.1103911
  • Filename
    1103911
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=848673