Stochastic Systems

On designing a Fischer matrix for parameter estimation in finite-dimensional systems

E. N. Rosenwasser

Leningrad

Abstract: Formulae are provided for designing an informational Fischer matrix in estimating the parameters of dynamic systems with normal noise in measurement channels. This matrix and sensitivity functions of the process are related through the vector of parameters being estimated.

UDC: 519.61:62-504


Received: 30.06.1986

 English version: Automation and Remote Control, 1988, 49:2, 200–207

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