Filters for estimating Markov modulated Poisson processes and image-based tracking
From MaRDI portal
Publication:1360456
DOI10.1016/S0005-1098(96)00257-9zbMath0879.93052MaRDI QIDQ1360456
Robert J. Elliott, Vikram Krishnamurthy
Publication date: 22 December 1997
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00257-9
parameter estimation; Markov chain; filtering; double stochastic Poisson processes; image-based tracking
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An EM algorithm for estimation in Markov-modulated Poisson processes
- Point processes and queues. Martingale dynamics
- An image-based filter for discrete-time Markovian jump linear systems
- Adaptive estimation and identification for discrete systems with Markov jump parameters
- Discrete-time point process filter for mode estimation
- New finite-dimensional filters and smoothers for noisily observed Markov chains
- On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
- Parameter estimation for Markov modulated poisson processes
- Exact finite-dimensional filters for doubly stochastic auto-regressive processes
- Exact Finite-Dimensional Filters for Maximum Likelihood Parameter Estimation of Continuous-time Linear Gaussian Systems
- Time discretization of continuous-time filters and smoothers for HMM parameter estimation