ON BIASED-ESTIMATORS AND THE UNBIASED CRAMER-RAO LOWER BOUND

被引:32
作者
STOICA, P
MOSES, RL
机构
[1] Department of Automatic Control, Polytechnic Institute of Bucharest, Bucharest
[2] Department of Electrical Engineering, The Ohio State University, Columbus, OH 43210
关键词
Biased estimators; mean square error; sample variance; unbiased Cramér-Rao lower bound;
D O I
10.1016/0165-1684(90)90104-7
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The goal of this note is to provide a simple example of a biased estimator whose mean square error (MSE) is less than the unbiased Cramér-Rao lower bound (UCRLB). © 1990.
引用
收藏
页码:349 / 350
页数:2
相关论文
共 2 条
[1]  
Norton, An Introduction to Identification, (1986)
[2]  
Soderstrom, Stoica, System Identification, (1989)