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contributor authorT. T. Soong
date accessioned2017-05-08T23:34:52Z
date available2017-05-08T23:34:52Z
date copyrightMarch, 1965
date issued1965
identifier issn0098-2202
identifier otherJFEGA4-27258#109_1.pdf
identifier urihttp://yetl.yabesh.ir/yetl/handle/yetl/108168
description abstractSimple general formulas are derived for investigating the effect of errors in a priori statistics on the minimum-variance estimates of linear regression parameters from observations obscured by noise. These formulas permit a direct evaluation of the covariance matrix of the errors of a posteriori estimates, showing the sensitivity to errors in a priori weighting matrix. A simple example illustrates that, for slight variations in the assumed a priori statistics, the calculated a posteriori error standard deviations of the estimates can deviate substantially from the correct values.
publisherThe American Society of Mechanical Engineers (ASME)
titleOn A Priori Statistics in Minimum-Variance Estimation Problems
typeJournal Paper
journal volume87
journal issue1
journal titleJournal of Fluids Engineering
identifier doi10.1115/1.3650483
journal fristpage109
journal lastpage112
identifier eissn1528-901X
keywordsNoise (Sound)
keywordsErrors AND Formulas
treeJournal of Fluids Engineering:;1965:;volume( 087 ):;issue: 001
contenttypeFulltext


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