Parameter identifiability with Kullback-Leibler information divergence criterion
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Publication:2928567
DOI10.1002/acs.1078zbMath1298.93337MaRDI QIDQ2928567
Badong Chen, Zeng-Qi Sun, Jinchun Hu, Yu Zhu
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
system identification; parameter estimation; consistency in probability; Fisher's information matrix (FIM); Kullback-Leibler information divergence (KLID)
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
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