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 | 2.13 | 2.13 | 0.005 | 0.009 | 0.041 | 5.36 × 10–4 |
| (2, 2) | 2 | 3.66 | 787.28 | 0.006 | 0.011 | 0.405 | 3.83 × 10–4 |
| (2, 2) | 2 | 574.63 | 574.63 | 0.009 | 0.003 | 0.030 | 9.32 × 10–6 |
| (2, 2) | 2 | 12.76 | 9.00 | 0.022 | 0.032 | 25.607 | 1.80 × 10–4 |
| (2, 3) | 2 | 1.95 | 1.95 | 0.008 | 0.006 | 0.101 | 5.70 × 10–4 |
| (2, 3) | 2 | 1.30 | 143.91 | 0.004 | 0.004 | 0.028 | 7.84 × 10–4 |
| (2, 3) | 1 | 1.18 | 1.18 | 0.008 | 0.008 | 0.016 | 8.50 × 10–4 |
| (2, 2) | 1 | 20.82 | 20.82 | 0.067 | 0.083 | 42.183 | 1.15 × 10–4 |
| Dim. B | Rank(B) | Cond(B) | Cond(C(A, B)) | MSE risk | Est. error | Upper bnd | Lower bnd |
|---|---|---|---|---|---|---|---|
| (2, 2) | 2 | 2.13 | 2.13 | 0.005 | 0.009 | 0.041 | 5.36 × 10–4 |
| (2, 2) | 2 | 3.66 | 787.28 | 0.006 | 0.011 | 0.405 | 3.83 × 10–4 |
| (2, 2) | 2 | 574.63 | 574.63 | 0.009 | 0.003 | 0.030 | 9.32 × 10–6 |
| (2, 2) | 2 | 12.76 | 9.00 | 0.022 | 0.032 | 25.607 | 1.80 × 10–4 |
| (2, 3) | 2 | 1.95 | 1.95 | 0.008 | 0.006 | 0.101 | 5.70 × 10–4 |
| (2, 3) | 2 | 1.30 | 143.91 | 0.004 | 0.004 | 0.028 | 7.84 × 10–4 |
| (2, 3) | 1 | 1.18 | 1.18 | 0.008 | 0.008 | 0.016 | 8.50 × 10–4 |
| (2, 2) | 1 | 20.82 | 20.82 | 0.067 | 0.083 | 42.183 | 1.15 × 10–4 |
Source(s): Table by authors