Evaluation of the states of a stepwise varying flux of events with incomplete observability (Q1582851): Difference between revisions
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Revision as of 04:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of the states of a stepwise varying flux of events with incomplete observability |
scientific article |
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Evaluation of the states of a stepwise varying flux of events with incomplete observability (English)
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27 June 2001
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The paper studies the problem of estimating the intensity of a doubly stochastic Poisson process on the basis of its observation subject to dead time effect. The intensity of the process is modelled as a finite state continuous-time Markov chain with known transition intensities. Simulation results are finally presented.
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filtering with counting observations
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doubly stochastic Poisson process
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intensity estimation
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dead time effect
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