Related papers: Fisher Information Approach for Masking the Sensin…
Current experimental design techniques for dynamical systems often only incorporate measurement noise, while dynamical systems also involve process noise. To construct experimental designs we need to quantify their information content. The…
The Fisher information matrix (FIM) plays an important role in the analysis of parameter inference and system design problems. In a number of cases, however, the statistical data distribution and its associated information matrix are either…
This paper considers the problem of state tracking with observation control for a particular class of dynamical systems. The system state evolution is described by a discrete-time, finite-state Markov chain, while the measurement process is…
The expected decrease in system inertia and frequency stability motivates the development and maintenance of dynamic system models by Transmission System Operators. However, some dynamic model parameters can be unavailable due to market…
This paper presents state estimation and stochastic optimal control gathered in one global optimization problem generating dual effect i.e. the control can improve the future estimation. As the optimal policy is impossible to compute, a…
In this paper, we analyze the impact of compressed sensing with complex random matrices on Fisher information and the Cram\'{e}r-Rao Bound (CRB) for estimating unknown parameters in the mean value function of a complex multivariate normal…
Discrete events alter how parameter influence propagates in hybrid systems. Prevailing Fisher information formulations assume that sensitivities evolve smoothly according to continuous-time variational equations and therefore neglect the…
This paper considers the problem of localizing a set of nodes in a wireless sensor network when both their positions and the parameters of the communication model are unknown. We assume that a single agent moves through the environment,…
Modern radars often adopt multi-carrier waveform which has been widely discussed in the literature. However, with the development of civil communication, more and more spectrum resource has been occupied by communication networks. Thus,…
We employ a unified framework for computing the information capacity of biological signaling systems using Fisher Information. By deriving closed-form or easily computable information capacity formulas, we quantify how well different…
Fisher information and Shannon entropy are fundamental tools for understanding and analyzing dynamical systems from complementary perspectives. They can characterize unknown parameters by quantifying the information contained in variables,…
The Fisher information matrix (FIM) is a key quantity in statistics as it is required for example for evaluating asymptotic precisions of parameter estimates, for computing test statistics or asymptotic distributions in statistical testing,…
The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…
An approach based on the Fisher information (FI) is developed to quantify the maximum information gain and optimal experimental design in neutron reflectometry experiments. In these experiments, the FI can be analytically calculated and…
The Fisher Information matrix is a widely used measure for applications ranging from statistical inference, information geometry, experiment design, to the study of criticality in biological systems. Yet there is no commonly accepted…
The Fisher information matrix summarizes the amount of information in a set of data relative to the quantities of interest. There are many applications of the information matrix in statistical modeling, system identification and parameter…
Structured optical beams possess rich spatial features that are commonly characterized using entropic measures of field complexity. However, such measures do not directly quantify the operational usefulness of optical structure for…
The eigenvalues and eigenvectors of the Fisher information matrix (FIM) can reveal the most and least sensitive directions of a system and it has wide application across science and engineering. We present a symplectic variant of the…
The importance of the quantum Fisher information metric is testified by the number of applications that this has in very different fields, ranging from hypothesis testing to metrology, passing through thermodynamics. Still, from the rich…
Particle filtering for target tracking using multi-input multi-output (MIMO) pulse-Doppler radars faces three long-standing obstacles: a) the absence of reliable likelihood models for raw radar data; b) the computational and statistical…