Table 3

Noise characteristics impact on estimation accuracy and bounds

Dim. BCond(B)Noise levelMSE riskEst. errUpper bndLower bnd
(2, 2)2.130.10.3420.3480.0295.28 × 10–4
(2, 3)5.260.10.4020.3350.0724.85 × 10–4
(2, 2)7170.760.10.1910.05423.6174.77 × 10–4
(2, 3)6521.420.10.5350.21521.7174.78 × 10–4
(2, 2)2.131.00.2050.3160.0295.28 × 10–4
(2, 3)5.261.00.5090.0780.0724.85 × 10–4
(2, 2)7170.761.00.7552.20323.6174.77 × 10–4
(2, 3)6521.421.01.1110.02921.7174.78 × 10–4

Source(s): Table by authors

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