Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process

DOI10.1093/IMAMCI/3.4.273MaRDI QIDQ3769817zbMATH OpenOpenAlexFDO

Authors John A. Gubner, Prakash Narayan

Publication date 1986

Published in IMA Journal of Mathematical Control and Information (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1903/4414

zbMATH Keywords

closed-form expressionscovariancedoubly stochastic, time-space Poisson processintegral equationlinear filteringlinear MMSE estimateminimum-mean-square-errornonlinear filteringrate estimationrate processstate process

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

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