Optimal smoother for discrete time point processes with finite-state Markov rate (Corresp.)

DOI10.1109/TIT.1984.1056856zbMATH Open0539.60043OpenAlexW2069468050MaRDI QIDQ3326533FDOQ3326533

Authors: Doan B. Hoang, M. J. T. Ng 

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1984.1056856

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zbMATH Keywords

optimal nonlinear smoothing algorithm

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (3)

• Smoothing for linear systems erxcited by point processes with state–dependent rates
• Smoothing Point Processes as a Means to Increase Throughput
• Data-Recursive Smoother Formulae for Partially Observed Discrete-Time Markov Chains

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