A Cramer-Rao-like error bound in deterministic parameter estimation

IEEE Transactions on Automatic Control

Volumn 41, Issue 11, 1996, Pages 1682-1683

  Bai, Er Wei ^a,b  

^a IA United States   (United States)

^b HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; ERROR ANALYSIS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBLEM SOLVING;

CRAMER-LAO-LIKE LOWER ERROR BOUND;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0030290772     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.544008     Document Type: Article

References (3)

1. B. Kacewicz, M. Milanese, R. Tempo, and A. Vicino, "Optimality of central and projection algorithms for bounded uncertainty," Syst. Contr. Lett., vol. 8, pp. 161-171, 1986.
2. T. L. Lai and C. Z. Wei, "Least squares estimates in stochastic regression models with applications to identification and control of dynamic systems," Ann. Statist., vol. 10, pp. 154-166, 1982.
3. L. Ljung, System Identification: Theory for the User. Englcwood Cliffs, NJ: Prentice-Hall, 1987.