Mean Squared Error (MSE) has been the most widely used tool to solve the linear filter estimation or system identification problem. However, MSE gives biased results when the input signals are noisy. This paper presents a novel Error Whitening Criterion (EWC) to tackle the problem of linear system identification in the presence of additive white disturbances. We will motivate the theory behind ...

where T1, . . . , Tn, S1, . . . , Sn : [a, b] → R. (2) Suppose K 6= 0. Then we may consider each of the systems {T1, . . . , Tn}, {S1, . . . , Sn} linearly independent. Indeed, starting from an expression of kind (1), we consequently reduce the number of items while it is needed. Assume that we need to express the functions (2) in terms of K. In order to do it, we find such points (a proof of e...

Properties of the most familiar optimality criteria, for example A-, Dand E-optimality, are well known, but the distance optimality criterion has not drawn much attention to date. In this paper properties of the distance optimality criterion for the parameter vector of the classical linear model under normally distributed errors are investigated. DS-optimal designs are derived for ®rst-order po...

Within the framework of classical linear regression model optimal design criteria of stochastic nature are considered. The particular attention is paid to the shape criterion. Also its limit behaviour is established which generalizes that of the distance stochastic optimality criterion. Examples of the limit maximin criterion are considered and optimal designs for the line fit model are found.

arid and semi-arid areas, due to the sensitive, have variable ecosystems, so continuous assessment and monitoring of the environment is required for most of managerial and adjustment practices. vegetation is one of the most important assessment tools and used as a criterion for evaluation and monitoring of ecosystem functions. in this study, for the first time in the country, we have evaluated ...