The Fisher information matrix for linear systems. (Q1853419)

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scientific article; zbMATH DE number 1856762
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English
The Fisher information matrix for linear systems.
scientific article; zbMATH DE number 1856762

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    The Fisher information matrix for linear systems. (English)
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    21 January 2003
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    Fisher information matrix
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    Cramer Rao lower bound
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    Lyapunov equation
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    Linear non-stationary system
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    Parameter estimation
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    System identification
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