Table 6

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)22.132.130.0050.0090.0415.36 × 10–4
(2, 2)23.66787.280.0060.0110.4053.83 × 10–4
(2, 2)2574.63574.630.0090.0030.0309.32 × 10–6
(2, 2)212.769.000.0220.03225.6071.80 × 10–4
(2, 3)21.951.950.0080.0060.1015.70 × 10–4
(2, 3)21.30143.910.0040.0040.0287.84 × 10–4
(2, 3)11.181.180.0080.0080.0168.50 × 10–4
(2, 2)120.8220.820.0670.08342.1831.15 × 10–4

Source(s): Table by authors

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