The modeling of randomly modulated jump processes

DOI10.1109/TIT.1975.1055359MaRDI QIDQ4052944zbMATH OpenOpenAlexFDO

Authors Adrian Segall, T. Kailath

Publication date 1975

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

Full work available at URL https://doi.org/10.1109/tit.1975.1055359

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10)

Cited in

(17)

• Adaptive estimation of doubly stochastic Poisson processes
• Relative volume as a doubly stochastic binomial point process
• Analysis and verification of uniform moment exponential stability for stochastic hybrid systems with Poisson jump
• System identification based on point processes and correlation densities. II. The refractory neuron model
• Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation
• An alternative approach to non-linear filtering : jump process observations†
• Explicit forward recursive estimators for Markov modulated Markov processes
• On the Innovation Theorem
• An alternative approach to nonlinear filtering
• Random time changes for multivariate counting processes
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
• Marker processes in survival analysis
• System identification based on point processes and correlation densities. I: The nonrefractory neuron model
• On a general stochastic epidemic model
• Weak convergence of stochastic integrals related to counting processes
• A quantum extended Kalman filter
• Supplement to 'A survey of data smoothing'

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