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Minimum variance quadratic unbiased estimation of variance components

โœ Scribed by C.Radhakrishna Rao


Publisher
Elsevier Science
Year
1971
Tongue
English
Weight
507 KB
Volume
1
Category
Article
ISSN
0047-259X

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Unbiased minimum-variance linear state e
โœ Peter K. Kitanidis ๐Ÿ“‚ Article ๐Ÿ“… 1987 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 366 KB

A method is developed for linear estimation in the presence of unknown or highly non-Gaussian system inputs. The state update is determined so that it is unaffected by the unknown inputs. The filter may not be globally optimum in the mean square error sense. However, it performs well when the unknow