... oftenusedtomodeldisturbanceforcesacting on the system, errorsin modelingthe system, or errors due to actuators in the translation of the known input, u(k), into physical signals. Vector v(k) ... obvious to us today, aredue to the eminent statistician R.A. Fischer.It is common to distinguish between small-sample and large-sample properties of estimators. Theterm “sample” refers to the ... depend on a particularestimator.Large-sample properties of an estimator are asymptotic unbiasedness, consistency, asymptoticnormality, and asymptotic efficiency. Asymptotic unbiasedness and efficiency...