Parameter identifiability with Kullback-Leibler information divergence criterion

DOI10.1002/ACS.1078zbMATH Open1298.93337OpenAlexW2115737071MaRDI QIDQ2928567FDOQ2928567

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

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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)

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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