A direct derivation of the exact Fisher information matrix of Gaussian vector state space models

Linear Algebra and Its Applications

Volumn 321, Issue 1-3, 2000, Pages 233-238

  Klein, A ^a   Neudecker, H ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

62Bxx; Differential rules; Fisher information matrix; Vector state space model

Indexed keywords

EID: 0034359560     PISSN: 00243795     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0024-3795(99)00177-9     Document Type: Article

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