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Minimum variance bounds for overparameterized models

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4 Author(s)
Pintelon, R. ; Dept. ELEC, Vrije Univ., Brussels, Belgium ; Schoukens, J. ; McKelvey, T. ; Rolain, Y.

In this paper it is shown that the generalized Cramer-Rao lower bound on the estimate of invariants of (over)parameterized models is independent of the particular (over)parameterization chosen and equals that of the identifiable form

Published in:
Automatic Control, IEEE Transactions on  (Volume:41 ,  Issue: 5 )

Date of Publication: May 1996

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