Filters for estimating Markov modulated Poisson processes and image-based tracking

DOI10.1016/S0005-1098(96)00257-9zbMath0879.93052OpenAlexW2179034920MaRDI 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

zbMATH Keywords

parameter estimationMarkov chainfilteringdouble stochastic Poisson processesimage-based tracking

Mathematics Subject Classification ID

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

Related Items (1)

Nonparametric Estimation of Service Time Characteristics in Infinite-Server Queues with Nonstationary Poisson Input

Cites Work

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• 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

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