Estimator’s Credibility and Its Measures
نویسندگان
چکیده
Most estimators/filters provide assessments of their own estimation errors. Are these self-assessments trustable? To what degree are they trustable? This paper provides practical answers to such questions, referred to as the credibility of the estimators/filters. It formulates the concept of credibility and proposes practical measures of credibility with justifications. Numerical examples are provided to illustrate the use of the measures.
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