Actually the general proof can apparently be found in Porat & Friedlander: Computation of the Exact Information Matrix of Gaussian Time Series with Stationary Random Components, IEEE Transactions on Acoustics, Speech and Signal Processing, Vol ASSP-34, No. 1, Feb. 1986.
Using matrix derivatives one has D_x(x^T A x) = x^T(A+A^T) from which it follows that D_{\theta} \log p(z ; \mu(\theta) , \Sigma) = (z-\mu(\theta))^T \Sigma^{-1} D_{\theta} \mu(\theta) For simplicity let's write D_{\theta} \mu(\theta) = H The FIM is then found as [tex] J = E[ (...
The numbers a and b are constants, just as r was in the spherical case. As the ellipsoid is a surface, you have two independent variables that you need to differentiate with respect to, i.e. theta and phi.
The Christoffel symbols are therefore on the form \Gamma_{\theta \theta}^{\theta}...
I tried to attach the Matlab files. For some reason they were not displayed. Hopefully you will find them here and here .
I did not say that the norm of the velocity reaches zero. Rather, the torpedo attains a rather high horizontal velocity when the vertical velocity approaches zero. Then...
In an attempt to teach myself rigid body kinematics I'm trying to model the trajectory of a torpedo falling through air using Matlab. I encountered somewhat strange results from a full 6-DOF parametrization, and consequently reduced the problem to a 3-DOF parametrization using only horizontal...