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Information Inequality for Estimation of Transfer Functions: main results

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

Description

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
URI: http://hdl.handle.net/1885/63215
Source: IFAC World Congress 2011 proceedings
DOI: 10.3182/20110828-6-IT-1002.00806

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