A New Method for Evaluating the Log-Likelihood Gradient, the Hessian, and the Fisher Information Matrix for Linear Dynamic Systems

Keyphrases

• Hessian 100%
• Log-likelihood Ratio 100%
• Fisher Information Matrix 100%
• Linear Dynamic Systems 100%
• State Parameter 50%
• Parameter Identification 50%
• State Estimation 50%
• Linear Dynamics 50%
• Optimal Smoothing 50%
• Dynamic Stochastic Systems 50%

Mathematics

• Log Likelihood 100%
• Fisher Information Matrix 100%
• Stochastic System 50%

Earth and Planetary Sciences

• Fisher Information 100%
• State Estimation 50%
• Parameter Identification 50%