Recursive nonlinear estimation of a diffusion acting as the rate of an observed Poisson process

DOI10.1109/TIT.1980.1056248zbMath0439.60037MaRDI QIDQ3881644

René K. Boel, Václav E. Beneš

Publication date: 1980

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

zbMATH Keywords

estimating the rate from the observed point process

Mathematics Subject Classification ID

60J65: Brownian motion

60G35: Signal detection and filtering (aspects of stochastic processes)

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