Optimal state estimation of a generalized MAP event flow with an arbitrary number of states

DOI10.1134/S0005117921050056zbMath1466.93162OpenAlexW3172338658MaRDI QIDQ2034835

A. V. Keba, L. A. Nezhel'skaya

Publication date: 23 June 2021

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117921050056

zbMATH Keywords

optimal state estimationa posteriori probabilitygeneralized MAP event flow with arbitrary number of statesmaximum a posteriori probability criterion

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

Probability density of the interval duration between events in the generalized MAP with its incomplete observability

Cites Work

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• Estimation of the probability density parameters of the interval duration between events in correlated semi-synchronous event flow of the second order by the method of moments
• Optimal estimation of the states of a synchronous double stochastic flow of events
• A versatile Markovian point process
• Estimation and filtering by reversible jump MCMC for a doubly stochastic Poisson model for ultra-high-frequency financial data
• Optimal Estimation of the States of Synchronous Generalized Flow of Events of the Second Order Under Its Complete Observability

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