Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process (Q3769817)
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English | Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process |
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Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process (English)
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1986
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rate estimation
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nonlinear filtering
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linear filtering
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doubly stochastic, time-space Poisson process
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minimum-mean-square-error
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closed-form expressions
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covariance
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rate process
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state process
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integral equation
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linear MMSE estimate
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