The Fisher information matrix for linear systems.
Raimund J. OberPublished in: Syst. Control. Lett. (2002)
Keyphrases
- fisher information
- linear systems
- coefficient matrix
- positive definite
- sufficient conditions
- probability density function
- dynamical systems
- euclidean space
- noise level
- sparse linear systems
- geodesic distance
- multidimensional scaling
- free energy
- estimation error
- machine learning
- kullback leibler divergence
- exponential family
- low dimensional
- knn
- probability distribution
- high dimensional