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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…

统计方法学 · 统计学 2026-03-24 Arno Strouwen , Bart M. Nicolaï , Peter Goos

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…

统计理论 · 数学 2016-11-24 Dave Zachariah , Petre Stoica

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…

系统与控制 · 计算机科学 2014-08-20 Daphney-Stavroula Zois , Urbashi Mitra

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…

信号处理 · 电气工程与系统科学 2025-05-27 Dawn Virginillo , Asja Derviškadić , Mario Paolone

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…

最优化与控制 · 数学 2023-03-27 Emilien Flayac , Karim Dahia , Bruno Hérissé , Frédéric Jean

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…

系统与控制 · 电气工程与系统科学 2026-04-01 Bukunmi G. Odunlami , Marcos Netto , Hai Lin

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,…

系统与控制 · 电气工程与系统科学 2024-02-20 Yancheng Zhu , Sean B. Andersson

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,…

信号处理 · 电气工程与系统科学 2022-12-26 Zhao Shan , Lei Wang , Pengfei Liu , Tianyao Huang , Yimin Liu

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…

定量方法 · 定量生物学 2025-05-14 Michał Komorowski

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,…

信息论 · 计算机科学 2025-12-19 Yuxuan Bao , J. Nathan Kutz

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,…

统计方法学 · 统计学 2023-02-07 Maud Delattre , Estelle Kuhn

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…

统计方法学 · 统计学 2023-06-06 William R. Coulton , Benjamin D. Wandelt

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…

数据分析、统计与概率 · 物理学 2021-08-03 James H. Durant , Lucas Wilkins , Keith Butler , Joshaniel F. K. Cooper

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…

统计计算 · 统计学 2016-02-17 Omri Har Shemesh , Rick Quax , Borja Miñano , Alfons G. Hoekstra , Peter M. A. Sloot

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…

统计计算 · 统计学 2014-05-08 Xumeng Cao

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…

光学 · 物理学 2025-12-30 J. Sumaya-Martinez , J. Mulia-Rodriguez

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…

信息论 · 计算机科学 2023-07-04 Jiannan Yang

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…

量子物理 · 物理学 2024-04-30 Matteo Scandi , Paolo Abiuso , Jacopo Surace , Dario De Santis

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…

信号处理 · 电气工程与系统科学 2025-12-11 Shixiong Wang , Wei Dai , Geoffrey Ye Li
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