The Fisher information matrix for linear systems

Systems and Control Letters

Volumn 47, Issue 3, 2002, Pages 221-226

  Ober, Raimund J ^a,b  

^a The University of Texas at Dallas   (United States)

^b UNIVERSITY OF TEXAS SOUTHWESTERN MEDICAL CENTER   (United States)

Author keywords

Cramer Rao lower bound; Fisher information matrix; Linear non stationary system; Lyapunov equation; Parameter estimation; System identification

Indexed keywords

GAUSSIAN NOISE (ELECTRONIC); LYAPUNOV METHODS; MATRIX ALGEBRA; PARAMETER ESTIMATION;

FISHER INFORMATION MATRIX;

LINEAR CONTROL SYSTEMS;

EID: 0037163933     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(02)00190-1     Document Type: Article

References (11)

1. On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
2. Estimating the parameters of exponentially damped sinusoids
3. The influence of signal noise on the accuracy of kinetic constants measured by surface plasmon resonance experiments
4. A Faddeev sequence method for solving Lyapunov and Sylvester equations
5. Symbolic computation of Fisher information matrices for parametrized state-space systems
6. The analysis of multiple stationary time series