Title :
The Fisher information matrix for two-dimensional separable-denominator continuous systems
Author :
Zou, Qiyue ; Lin, Zhiping ; Ober, Raimund J.
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore
Abstract :
In this paper, the Fisher information matrix for the noisy output data generated by a two-dimensional separable-denominator continuous system is derived in an explicit form in terms of system parameters. For uniformly sampled data it is shown through a simplified case that how the Fisher information matrix can be expressed through the solutions of Lyapunov equations.
Keywords :
Lyapunov matrix equations; continuous time systems; information theory; multidimensional systems; sampled data systems; 2D separable denominator continuous system; Fisher information matrix; Lyapunov equations; explicit form; noisy output data; system parameters; two-dimensional continuous system; uniformly sampled data; Boundary conditions; Computer science; Continuous time systems; Covariance matrix; Equations; Gaussian noise; Noise generators; Noise measurement; Nuclear magnetic resonance; Parameter estimation;
Conference_Titel :
Circuits and Systems, 2003. ISCAS '03. Proceedings of the 2003 International Symposium on
Print_ISBN :
0-7803-7761-3
DOI :
10.1109/ISCAS.2003.1205119
