ON THE FISHER INFORMATION FOR THE MEAN OF A GAUSSIAN PROCESS

被引：4
|
作者：
PORAT, B
机构：
[1] Department of Electrical Engineering, TechnionIsrael Institute of Technology Engineering
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1995年 / 43卷 / 08期
关键词：
D O I：
10.1109/78.403374
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
An approximate formula for the Fisher information matrix of a Gaussian process has recently been proposed, for the case of nonzero, parametrically modeled mean. Here, we show that the relative error in the approximation is not guaranteed to converge to zero as the number of measurements tends to infinity. Therefore, the formula cannot be regarded as a valid approximation in general.
引用
收藏
页码：2033 / 2035
页数：3
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