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A performance bound for the LMS estimator

โœ Scribed by Quirk, K.J.; Milstein, L.B.; Zeidler, J.R.


Book ID
114541597
Publisher
IEEE
Year
2000
Tongue
English
Weight
240 KB
Volume
46
Category
Article
ISSN
0018-9448

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Performance bounds for estimation under
โœ Mohamed Z. Dajani ๐Ÿ“‚ Article ๐Ÿ“… 1974 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 537 KB

Derived upper and lower bounds on the unconditional estimation error variance may be used as a performance measure for linear uncertain estimation problems such as those found in geophysicai systems. Summary--For the class of linear Gauss-Markov systems with binary parameters uncertainty, the minim