Parameter identifiability with Kullback-Leibler information divergence criterion

DOI10.1002/ACS.1078MaRDI QIDQ2928567zbMATH OpenOpenAlexFDO

Authors Badong Chen, Jinchun Hu, Yu Zhu, Zengqi Sun

Publication date 10 November 2014

Published in International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/acs.1078

zbMATH Keywords

parameter estimationsystem identificationconsistency in probabilityFisher's information matrix (FIM)Kullback-Leibler information divergence (KLID)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

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Cited in

(4)

• A Resampling-Based Stochastic Approximation Method for Analysis of Large Geostatistical Data
• A new interpretation on the MMSE as a robust MEE criterion
• Parameter identification in Choquet Integral by the Kullback-Leibler divergence on continuous densities with application to classification fusion
• Parameter identifiability and its key issues in statistical machine learning

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