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Content Provider | IEEE Xplore Digital Library |
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Author | Anderson, B.D.O. Gevers, M. |
Copyright Year | 2012 |
Description | Author affiliation: ICTEAM, University of Louvain, B1348 Louvain la Neuve, Belgium (Gevers, M.) || Research School of Engineering, ANU College of Engineering and Computer Science, RSISE Building 115, Australian National University, Canberra ACT 0200, Australia (Anderson, B.D.O.) |
Abstract | When one random variable is estimated from another measured random variable through a nonlinear mapping constituting the estimator, then any independent additive noise present in the measured variable creates a bias error in the estimated variable. This occurs even if the added noise has zero mean and symmetric density. This bias error can be computed approximately using the second derivative of the mapping when this mapping is available analytically, and hence a bias-corrected estimate can be constructed. We show that this idea can be extended to the case where the mapping is implicitly defined as the solution of a minimization problem, such as in Maximum Likelihood estimation. We also analyze the effect of this bias correction when applied to the estimation of a first order transfer function at one frequency on the basis of a noisy measurement of that transfer function at some other frequency. |
Starting Page | 883 |
Ending Page | 888 |
File Size | 323864 |
Page Count | 6 |
File Format | |
ISBN | 9781467320658 |
ISSN | 07431546 |
e-ISBN | 9781467320665 |
e-ISBN | 9781467320641 |
DOI | 10.1109/CDC.2012.6427054 |
Language | English |
Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Publisher Date | 2012-12-10 |
Publisher Place | USA |
Access Restriction | Subscribed |
Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
Subject Keyword | Noise measurement Noise Transfer functions Frequency estimation Standards Estimation |
Content Type | Text |
Resource Type | Article |
Subject | Control and Optimization Control and Systems Engineering Modeling and Simulation |
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