Do you know a good source to learn about the FIM?
(Postgraduate level stats/maths, mostly applied, tiny bit pure.)
(Postgraduate level stats/maths, mostly applied, tiny bit pure.)
Most of that was distilled from literature or basic math (and probably contains errors -- thanks grad school).
Bishop https://www.sciencedirect.com/science/article/pii/S000510980... was always a good reference for me,
as was
B. Grocholsky, “Information-theoretic control of multiple sensor platforms,” Ph.D. dissertation, University of Sydney. School of Aerospace, Mechanical and Mecha- tronic Engineering, 2006
And here's a tutorial that might help:
https://www.sciencedirect.com/science/article/abs/pii/S00222...