On Minimum Variance Unbiased Estimation of Reliability
نویسندگان
چکیده
منابع مشابه
Unbiased minimum variance estimation for systems with unknown exogenous inputs
A new method is developed for the state estimation of linear discrete-time stochastic system in the presence of unknown disturbance. The obtained filter is optimal in the unbiased minimum variance sense. The necessary and sufficient conditions for the existence and the stability of the filter are given.
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1969
ISSN: 0003-4851
DOI: 10.1214/aoms/1177697748