Noise characteristics impact on estimation accuracy and bounds
| Dim. B | Cond(B) | Noise level | MSE | Est. err | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|
| (2, 2) | 2.13 | 0.1 | 0.005 | 0.002 | 0.041 | 5.52 × 10–4 |
| (2, 3) | 1.83 | 0.1 | 0.003 | 0.001 | 0.088 | 5.70 × 10–4 |
| (2, 2) | 5072.54 | 0.1 | 0.039 | 0.024 | 52.397 | 5.00 × 10–4 |
| (2, 3) | 6767.88 | 0.1 | 0.011 | 0.002 | 1.166 | 5.00 × 10–4 |
| (2, 2) | 2.13 | 1.0 | 0.009 | 0.007 | 0.041 | 5.52 × 10–4 |
| (2, 3) | 1.83 | 1.0 | 0.005 | 0.004 | 0.088 | 5.70 × 10–4 |
| (2, 2) | 5072.54 | 1.0 | 0.047 | 0.014 | 52.397 | 5.00 × 10–4 |
| (2, 3) | 6767.88 | 1.0 | 0.013 | 0.007 | 1.166 | 5.00 × 10–4 |
| Dim. B | Cond(B) | Noise level | MSE | Est. err | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|
| (2, 2) | 2.13 | 0.1 | 0.005 | 0.002 | 0.041 | 5.52 × 10–4 |
| (2, 3) | 1.83 | 0.1 | 0.003 | 0.001 | 0.088 | 5.70 × 10–4 |
| (2, 2) | 5072.54 | 0.1 | 0.039 | 0.024 | 52.397 | 5.00 × 10–4 |
| (2, 3) | 6767.88 | 0.1 | 0.011 | 0.002 | 1.166 | 5.00 × 10–4 |
| (2, 2) | 2.13 | 1.0 | 0.009 | 0.007 | 0.041 | 5.52 × 10–4 |
| (2, 3) | 1.83 | 1.0 | 0.005 | 0.004 | 0.088 | 5.70 × 10–4 |
| (2, 2) | 5072.54 | 1.0 | 0.047 | 0.014 | 52.397 | 5.00 × 10–4 |
| (2, 3) | 6767.88 | 1.0 | 0.013 | 0.007 | 1.166 | 5.00 × 10–4 |
Source(s): Table by authors