Skip navigation
Skip navigation

Information Inequality for Estimation of Transfer Functions: main results

Ivanov, Tzvetan; Anderson, Brian; Absil, P-A; Gevers, Michel


In this paper we derive a canonical lower bound for the autocovariance function of any unbiased transfer-function estimator. As a generalization of the Cramér-Rao bound, the Cramér-Rao kernel that we define can be derived without parametrizing the model

CollectionsANU Research Publications
Date published: 2011
Type: Conference paper
Source: IFAC World Congress 2011 proceedings
DOI: 10.3182/20110828-6-IT-1002.00806


File Description SizeFormat Image
01_Ivanov_Information_Inequality_for_2011.pdf268.81 kBAdobe PDF    Request a copy
02_Ivanov_Information_Inequality_for_2011.pdf308.88 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  22 January 2019/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator