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Parameter estimation problems with singular information matrices
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. DEPARTMENT OF SYSTEMS AND CONTROL.
2001 (English)In: IEEE TRANSACTIONS ON SIGNAL PROCESSING, ISSN 1053-587X, Vol. 49, no 1, 87-90 p.Article in journal (Refereed) Published
Abstract [en]

The case of a singular Fisher information matrix (FIM) represents a significant complication for the theory of the Cramer-Rao lower bound (CRB) that is usually handled by resorting to the pseudoinverse of the Fisher matrix, We take a different approach in

Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 2001. Vol. 49, no 1, 87-90 p.
Keyword [en]
Cramer-Rao; Fisher information matrix; parameter estimate; IDENTIFICATION; MODELS
Identifiers
URN: urn:nbn:se:uu:diva-36563OAI: oai:DiVA.org:uu-36563DiVA: diva2:64462
Note
Addresses: Stoica P, Uppsala Univ, Dept Syst & Control, Uppsala, Sweden. Uppsala Univ, Dept Syst & Control, Uppsala, Sweden. Lucent Technol, Bell Labs, Math Sci Res Ctr, Murray Hill, NJ 07974 USA.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-13

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