NDLI: An efficient calculation of Fisher information matrix: Monte Carlo approach using prior information

Content Provider	IEEE Xplore Digital Library
Author	Das, S. Spall, J.C. Ghanem, R.
Copyright Year	2007
Description	Author affiliation: Southern California Univ., Los Angeles (Das, S.)
Abstract	The Fisher information matrix (FIM) is a critical quantity in several aspects of system identification, including input selection and confidence region calculation. Analytical determination of the FIM in a general system identification setting may be difficult or almost impossible due to intractable modeling requirements and/or high-dimensional integration. A Monte Carlo (MC) simulation-based technique was introduced by the second author to address these difficulties (Spall, 2005). This paper proposes an extension of the MC algorithm in order to enhance the statistical qualities of the estimator of the FIM. This modified MC algorithm is particularly useful in those cases where the FIM has a structure with some elements being analytically known from prior information and the others being unknown. The estimator of the FIM, obtained by using the proposed MC algorithm, simultaneously preserves the analytically known elements and reduces the variances of the estimators of the unknown elements by capitalizing on the information contained in the known elements.
Starting Page	963
Ending Page	968
File Size	310722
Page Count	6
File Format	PDF
ISBN	9781424414970
ISSN	01912216
DOI	10.1109/CDC.2007.4434830
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2007-12-12
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Monte Carlo methods Information analysis Zinc System identification Algorithm design and analysis Analysis of variance Control systems Information theory Estimation theory Parameter estimation Monte Carlo simulation Fisher information matrix
Content Type	Text
Resource Type	Article

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

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