PDF Projection

To form the projected PDF, we use the results from Section 2.3.5. Equation (2.20) can be used with the FIM above. The full FIM needs to be formed

$\displaystyle {\bf I}=\left[ \begin{array}{ccc}
I_{{\bf a}{\bf a}} &I_{\theta{\...
...a{\bf a}} &I_{\theta\theta} &0\\
0 &0 &I_{\sigma^2\sigma^2}\end{array}\right].$



Baggenstoss 2017-05-19