Optimal state estimation for a stochastic dynamical system from point process observations

MaRDI QIDQ756257zbMATH OpenFDO

Authors Tran Hung Thao

Publication date 1990

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

Brownian motionoptimal state estimationpoint process filteringPoisson martingales

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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(8)

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• State estimations for the Markov process driven by a point process
• States of a map flow of events: Optimal estimation by the maximal a posteriori state probability criterion

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