Conclusion of the formula for the fisher information matrix for stochastic linear discrete-time systems in frequency do
V.I. Denisov, Vladimir M. Chubich, O. S. Chernikova · Proceedings. The 8th Russian-Korean International Symposium on Science and Technology, 2004. KORUS 2004. · 2005
For stochastic linear discrete systems in frequency domain, the conclusion of the formula of an Fisher information matrix for a case is given when the unknown parameters are included into matrices of the condition, management, measurement, indignation, in the entry conditions and covariance matrix of handicaps of dynamics and mistakes of measurement