Login / Signup
A new method for evaluating the log-likelihood gradient, the Hessian, and the Fisher information matrix for linear dynamic systems.
Mordechai Segal
Ehud Weinstein
Published in:
IEEE Trans. Inf. Theory (1989)
Keyphrases
</>
dynamic systems
log likelihood
fisher information
complex systems
covariance matrix
machine learning methods
similarity measure
dynamic programming
positive definite
distance measure
em algorithm
dynamical systems
edge detection
knn
prior knowledge
kullback leibler divergence
pairwise