A MORE DIRECT PROOF OF MINIMUM VARIANCE PROPERTY OF LINEAR WEIGHTED LEAST-SQUARES ESTIMATOR

被引：1

作者：

FANG, BT

机构：

[1] Dept. of Space Sci. and Appl. Phys., Catholic University of America, Washington, D.C.

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1969年 / AC14卷 / 06期

关键词：

D O I：

10.1109/TAC.1969.1099324

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

A simple and direct proof of the minimum variance property of the linear weighted least-squares estimator is presented. Copyright © 1970 by The Institute of Electrical and Electronics Engineers, Inc.

引用

收藏

页码：765 / &

相关论文

共 4 条

[1]

CRAMER H, 1946, MATHEMATICAL METHODS, P295

[2]

DEUTSCH R, 1965, ESTIMATION THEORY, P62

[3]

GRENANDER U, 1957, STATISTICAL ANALYSIS, P87

[4]

SAGE A, 1968, OPTIMUM SYSTEMS CONT, P287