Controllability and noise conditioning impact on estimation accuracy and bounds
| Dim. B | Rank(B) | Cond(B) | Cond(C(A, B)) | MSE risk | Est. error | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|---|
| (2, 2) | 2 | 1.18 | 1.11 | 0.0766 | 0.0028 | 0.0243 | 2.42 × 10–5 |
| (2, 2) | 2 | 2.34 | 131.82 | 0.0078 | 0.0169 | 0.0580 | 3.23 × 10–5 |
| (2, 2) | 2 | 33.87 | 8.27 | 0.1739 | 0.0036 | 123.2029 | 4.87 × 10–6 |
| (2, 2) | 2 | 25.80 | 109.71 | 0.0034 | 0.0032 | 25.8779 | 1.01 × 10–5 |
| (2, 3) | 2 | 2.40 | 3.02 | 0.0061 | 0.0127 | 0.0600 | 3.27 × 10–5 |
| (2, 3) | 1 | 4.98 | 8.27 | 0.0152 | 0.0032 | 0.1876 | 4.10 × 10–5 |
| (2, 3) | 1 | 2.68 | 143.65 | 0.0123 | 0.0030 | 0.0702 | 3.43 × 10–5 |
| (2, 2) | 1 | 38.77 | 8.66 | 0.0634 | 0.0044 | 297.3403 | 3.15 × 10–6 |
| (2, 2) | 1 | 40.13 | 124.09 | 0.2197 | 0.0021 | 404.2661 | 2.75 × 10–6 |
| Dim. B | Rank(B) | Cond(B) | Cond(C(A, B)) | MSE risk | Est. error | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|---|
| (2, 2) | 2 | 1.18 | 1.11 | 0.0766 | 0.0028 | 0.0243 | 2.42 × 10–5 |
| (2, 2) | 2 | 2.34 | 131.82 | 0.0078 | 0.0169 | 0.0580 | 3.23 × 10–5 |
| (2, 2) | 2 | 33.87 | 8.27 | 0.1739 | 0.0036 | 123.2029 | 4.87 × 10–6 |
| (2, 2) | 2 | 25.80 | 109.71 | 0.0034 | 0.0032 | 25.8779 | 1.01 × 10–5 |
| (2, 3) | 2 | 2.40 | 3.02 | 0.0061 | 0.0127 | 0.0600 | 3.27 × 10–5 |
| (2, 3) | 1 | 4.98 | 8.27 | 0.0152 | 0.0032 | 0.1876 | 4.10 × 10–5 |
| (2, 3) | 1 | 2.68 | 143.65 | 0.0123 | 0.0030 | 0.0702 | 3.43 × 10–5 |
| (2, 2) | 1 | 38.77 | 8.66 | 0.0634 | 0.0044 | 297.3403 | 3.15 × 10–6 |
| (2, 2) | 1 | 40.13 | 124.09 | 0.2197 | 0.0021 | 404.2661 | 2.75 × 10–6 |
Source(s): Table by authors