linear minimum variance estimation meaning in English
线性最小方差估计
Examples
- For a general linear model ( input matrix is deterministic ) , under a certain conditions on variance matrix invertibility , the two estimates can be identical provided that they have the same priori information on the parameter under estimation . even if the above information is unknown only for the optimally weighted ls estimate , the sufficient condition and necessary condition , under which the two estimates are identical , is derived . more significantly , we know how to design input of the linear system to make the performance of the optimally weighted ls estimation identical to that of the linear minimum variance estimation in case of being lack of prior information
在一般线性模型(即输入矩阵为确定性)下,当两种估计都利用有关被估参数的先验信息时,二者在方差阵可逆的一定条件下可达到一致;当最优加权最小二乘估计不利用此先验信息时,存在二者一致的充分条件和必要条件,进而找到一种设计输入矩阵的方法,使得在先验信息缺乏的条件下,仍可利用最优加权最小二乘估计达到与线性最小方差估计一样优越的估计性能。