Title :
Conclusion of the formula for the Fisher information matrix for stochastic linear discrete-time systems in frequency domain
Author :
Denisov, Vladimir I. ; Chubich, Vladimir M. ; Chernikova, Oksana S.
Author_Institution :
Dept. of Appl. Math. & Comput. Sci., Novosibirsk State Tech. Univ.
fDate :
June 26 2004-July 3 2004
Abstract :
For stochastic linear discrete systems in frequency domain, the conclusion of the formula of an Fisher information matrix for a case is given when the unknown parameters are included into matrices of the condition, management, measurement, indignation, in the entry conditions and covariance matrix of handicaps of dynamics and mistakes of measurement
Keywords :
covariance matrices; discrete time systems; linear systems; stochastic systems; Fisher information matrix; covariance matrix; frequency domain; stochastic linear discrete-time systems; Computer science; Covariance matrix; Electronic mail; Fourier series; Frequency domain analysis; Frequency measurement; Image segmentation; Mathematics; Stochastic systems; Upper bound;
Conference_Titel :
Science and Technology, 2004. KORUS 2004. Proceedings. The 8th Russian-Korean International Symposium on
Conference_Location :
Tomsk
Print_ISBN :
0-7803-8383-4
DOI :
10.1109/KORUS.2004.1555562
