Symbolic computation of Fisher information matrices for parametrized state-space systems

DOI10.1016/S0005-1098(99)00004-7zbMath0934.93062OpenAlexW2042256028MaRDI QIDQ1301455

Bernard Hanzon, Ralf L. M. Peeters

Publication date: 25 April 2000

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(99)00004-7

zbMATH Keywords

state constraintsdelaysQR factorizationrecursive least-squares problemssingular state-transition matricessquare-root information filter

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (5)

A Note on the Information Matrix for Multiplicative Seasonal Autoregressive Moving-Average Models ⋮ A two-variable approach to solve the polynomial Lyapunov equation ⋮ A Schur complement approach for computing subcovariance matrices arising in a road safety measure modelling ⋮ On fault detectability and isolability ⋮ The Fisher information matrix for linear systems.

This page was built for publication: Symbolic computation of Fisher information matrices for parametrized state-space systems