The Cramér--Rao lower bound for noisy input--output systems.

DOI10.1016/S0165-1684(00)00126-2zbMath1098.94550OpenAlexW2074802612MaRDI QIDQ1583562

R. Smith

Publication date: 26 October 2000

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(00)00126-2

zbMATH Keywords

error in variablesCramér--Rao lower boundnoisy input--output systems

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (10)

Maximum likelihood identification of noisy input-output models ⋮ Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models ⋮ Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data ⋮ Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation ⋮ On the accuracy in errors-in-variables identification compared to prediction-error identification ⋮ Identification of continuous-time errors-in-variables models ⋮ An improved bias-compensation approach for errors-in-variables model identification ⋮ On the resultant property of the Fisher information matrix of a vector ARMA process ⋮ Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification ⋮ Errors-in-variables methods in system identification

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