Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process

DOI10.1109/TIT.1980.1056248zbMath0439.60037MaRDI QIDQ3881644

René K. Boel, Václav E. Beneš

Publication date: 1980

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

zbMATH Keywords

estimating the rate from the observed point process

Mathematics Subject Classification ID

Brownian motion (60J65) Signal detection and filtering (aspects of stochastic processes) (60G35)

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