• DocumentCode
    445727
  • 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.
  • Volume
    2
  • fYear
    2004
  • fDate
    June 26 2004-July 3 2004
  • Firstpage
    117
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • 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
  • Type

    conf

  • DOI
    10.1109/KORUS.2004.1555562
  • Filename
    1555562
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=445727