Table 4

Controllability and noise conditioning impact on estimation accuracy and bounds

Dim. BRank(B)Cond(B)Cond(C(A, B))MSE riskEst. errorUpper bndLower bnd
(2, 2)21.181.110.07660.00280.02432.42 × 10–5
(2, 2)22.34131.820.00780.01690.05803.23 × 10–5
(2, 2)233.878.270.17390.0036123.20294.87 × 10–6
(2, 2)225.80109.710.00340.003225.87791.01 × 10–5
(2, 3)22.403.020.00610.01270.06003.27 × 10–5
(2, 3)14.988.270.01520.00320.18764.10 × 10–5
(2, 3)12.68143.650.01230.00300.07023.43 × 10–5
(2, 2)138.778.660.06340.0044297.34033.15 × 10–6
(2, 2)140.13124.090.21970.0021404.26612.75 × 10–6

Source(s): Table by authors

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