Dynamic model Parameter confidence Interval using Cramer-Rao lower bound FIM
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I am well versed on parameter Estimation for system dynamic models (system ODEs/DAEs), and confidence interval of parameters using Bootstrap resampling. However, I would be delighted to know how the CI is estimated using Cramer-Rao lower bound FIM using Matlab implementation, or pseudocode.
For example: Experimental data Y is time versus two state variable x1, x2. we know dx1/dt= f(x1,x2, t, theta); dx2/dt=g(x1,x2, t, theta). theta is the paramater vector.
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