Calculation of the Fisher information matrix for multidimensional data sets
Calculation of the Fisher information matrix for multidimensional data sets
This paper shows how the Fisher information matrix of a given two-dimensional (2D) data set can be expressed using the matrices that determine the 2D system that generates the data set. For uniformly sampled data it is shown how the Fisher information matrix can be expressed through the solutions of Lyapunov equations. The novel techniques are demonstrated with an example arising from nuclear magnetic resonance spectroscopy.
2679-2691
Ober, Raimund J.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36
Zou, Qiyue
ad36818e-4177-4657-ae65-fa38494553ba
Lin, Zhiping
9b046adc-5fd0-4f26-a722-4e72598ecd9f
2003
Ober, Raimund J.
31f4d47f-fb49-44f5-8ff6-87fc4aff3d36
Zou, Qiyue
ad36818e-4177-4657-ae65-fa38494553ba
Lin, Zhiping
9b046adc-5fd0-4f26-a722-4e72598ecd9f
Ober, Raimund J., Zou, Qiyue and Lin, Zhiping
(2003)
Calculation of the Fisher information matrix for multidimensional data sets.
IEEE Transactions on Signal Processing, 51 (10), .
(doi:10.1109/TSP.2003.816880).
Abstract
This paper shows how the Fisher information matrix of a given two-dimensional (2D) data set can be expressed using the matrices that determine the 2D system that generates the data set. For uniformly sampled data it is shown how the Fisher information matrix can be expressed through the solutions of Lyapunov equations. The novel techniques are demonstrated with an example arising from nuclear magnetic resonance spectroscopy.
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Published date: 2003
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Local EPrints ID: 424078
URI: http://eprints.soton.ac.uk/id/eprint/424078
ISSN: 1053-587X
PURE UUID: d9c0e1c5-a3d1-4113-85ec-67410926a340
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Date deposited: 04 Oct 2018 16:30
Last modified: 16 Mar 2024 04:37
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Author:
Qiyue Zou
Author:
Zhiping Lin
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