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

DOI10.1109/TIT.1984.1056856MaRDI QIDQ3326533zbMATH OpenOpenAlexFDO

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

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)

Recommendations

• Smoothing for linear systems erxcited by point processes with state–dependent rates
• Estimation of noisy telegraph processes: Nonlinear filtering versus nonlinear smoothing (Corresp.)
• Discrete time nonlinear filtering with marked point process observations
• scientific article; zbMATH DE number 4172872
• scientific article; zbMATH DE number 95168

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

This page was built for publication: Optimal smoother for discrete time point processes with finite-state Markov rate (Corresp.)

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3326533)