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Calculation of the fisher information matrix for multidimensional data sets
IEEE Transactions on Signal Processing, 2003Data sets that are acquired in many practical systems can be described as the output of a multidimensional linear separable-denominator system with Gaussian measurement noise. An important example is nuclear magnetic resonance (NMR) spectroscopy. In NMR spectroscopy, high-accuracy parameter estimation is of central importance. A classical result on the
Raimund J. Ober +2 more
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Observability analysis of SLAM using fisher information matrix
2008 10th International Conference on Control, Automation, Robotics and Vision, 2008This paper presents a new technique for evaluating the observability of the simultaneous localization and mapping (SLAM) problem. The state vector of an estimation theoretic formulation of the SLAM problem is recast to include all robot poses from which the measurements are made.
Zhan Wang, Gamini Dissanayake
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FISHER'S INFORMATION MATRIX FOR SEASONAL AUTOREGRESSIVE‐MOVING AVERAGE MODELS [PDF]
Journal of Time Series Analysis, 1990 Abstract.Two procedures are described for obtaining Fisher's information matrix of a multiplicative seasonal autoregressive‐moving average process. They can be useful in determining the asymptotic covariance matrix of Gaussian maximum likelihood estimators of the parameters.
Klein, André, Melard, Guy
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On the Fisher information matrix of a vector ARMA process
Economics Letters, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yong Bao, Ying Hua
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Hierarchical Fisher-information-matrix-based Clustering
Structural Health Monitoring 2019, 2019In this paper, a clustering approach, namely Hierarchical Fisher-information-based Clustering (HFC), is proposed for clustering the similar elements in a structure, based on their effect on the modal parameters and dynamic behaviour of the structure. This clustering approach is indispensable and valuable for any damage localization approach, as usually
SAEID ALLAHDADIAN +3 more
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Minimum Variance in Biased Estimation With Singular Fisher Information Matrix
IEEE Transactions on Signal Processing, 2009This paper extends the work of Y. C. Eldar, ldquoMinimum variance in biased estimation: Bounds and asymptotically optimal estimators,rdquo in IEEE Trans. Signal Process., vol. 52, pp. 1915-1929, Jul. 2004, which deals with only nonsingular Fisher information matrix.
Enbin Song +3 more
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Exact Fisher Information Matrix With State-Dependent Probability of Detection
IEEE Transactions on Aerospace and Electronic Systems, 2017In this paper, the exact Fisher information matrix (EFIM) is derived for target localization with range measurements under imperfect detection. We treat the probability of detection (PD) as a target state-dependent parameter, and take a partial derivative of PD with respect to the target state during the calculation of the EFIM.
Junkun Yan +3 more
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On Fisher's information matrix of an ARMAX process
Linear Algebra and its Applications, 1996We establish a relation between Fisher's information matrix of a stationary autoregressive moving average process, with an exogenous component, and two Sylvester's resultant matrices.
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Improved methods for Monte Carlo estimation of the fisher information matrix
2008 American Control Conference, 2008The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest and forms the basis for the Cramer-Rao (lower) bound on the uncertainty in an estimate. There are many applications of the information matrix in modeling, systems analysis, and estimation.
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Multivariate extreme value distribution and its fisher information matrix
Acta Mathematicae Applicatae Sinica, 1995zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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