Volume error spectrum for estimation performance evaluation in dynamic systems

Error spectrum is a comprehensive metric for estimation performance evaluation in that it is an aggregation of many incomprehensive measures. However, error spectrum is a two-dimensional curve for any estimand (i.e., the quantity to be estimated) of interest. Therefore, unless one error spectrum dominates the others, it is in general not straightforward to say which one is better. To alleviate this, a new metric called volume error spectrum is proposed in this paper to extend error spectrum to dynamic systems. First, in dynamic systems, we redefined the error spectrum. Second, the volume error spectrum is presented according to the above redefined error spectrum. Finally, numerical examples are provided to illustrate the effectiveness of the above proposed metrics. It is shown that the simulation results validate its utility and effectiveness.