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An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix
Cramer-Rao bound constrained parameters singular Fisher information matrix
2011/9/1
Abstract: An interpretation of the Moore-Penrose generalized inverse of a singular Fisher information matrix (FIM) is presented in this paper, from the perspective of Cramer-Rao bound (CRB). CRB is a ...