Construction of Fisher's matrix for parameter estimation in finite- dimensional systems (Q1111518)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Construction of Fisher's matrix for parameter estimation in finite- dimensional systems |
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Construction of Fisher's matrix for parameter estimation in finite- dimensional systems (English)
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1988
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Formulas are presented for calculating Fisher's information matrix in estimating the parameters of dynamic systems with normal noise in the measurement channels. A relationship is established between the matrix and the sensitivity functions of the plant under study on the basis of the vector of parameters that are being estimated.
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parameter estimation
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Fisher's information matrix
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sensitivity functions
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