minimum variance estimation meaning in English
最小方差估计
Examples
- Minimum variance estimation
最小方差估计 - Based on the linear unbiased minimum variance estimation theory , an asynchronous fusion algorithm that fused the state vector of linear system with arbitrary correlated noises is developed
摘要基于线性无偏最小方差估计理论，提出了一种任意相关杂讯线性系统非同步状态向量融合算法。 - In this paper we mainly discuss the problem about minimum variance estimation for linear model and bring out the relevance and difference of performance between the two methods in order to provide theoretic foundation for choosing appropriate estimation method
本文针对这种线性(观测)模型下的最小方差估计问题进行了深入讨论，指出这两种估计性能之间的关系及差别，从而为选择恰当的估计方法提供理论依据。 - 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。