Nonlinear filtering with counting observations

DOI10.1109/TIT.1975.1055360zbMath0298.93023OpenAlexW2121711550MaRDI QIDQ4053446

Adrian Segall, Mark H. A. Davis, Thomas 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.1975.1055360

Mathematics Subject Classification ID

Related Items (21)

Lévy models for collapse of the wave function ⋮ Pathwise Approximations for the Solution of the Non-Linear Filtering Problem ⋮ Estimating a State-Space Model from Point Process Observations ⋮ Filtering with marked point process observations via Poisson chaos expansion ⋮ Nonlinear filtering with a symmetric space valued discontinuous observation ⋮ On a reliability problem by stochastic control methods ⋮ Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations ⋮ Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation ⋮ Filtering the histories of a partially observed marked point process ⋮ Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation ⋮ Online Variational Inference for State-Space Models with Point-Process Observations ⋮ An alternative approach to nonlinear filtering ⋮ State estimation for partially observed jump processes ⋮ Bayesian Filtering in Spiking Neural Networks: Noise, Adaptation, and Multisensory Integration ⋮ EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK ⋮ Stochastic mortality under measure changes ⋮ An alternative approach to non-linear filtering† ⋮ The stochastic filtering problem: a brief historical account ⋮ An alternative approach to non-linear filtering : jump process observations† ⋮ Suboptimal nonlinear filtering of the rate of an observed point process ⋮ Recursive estimation of a discrete-time Markov chain

This page was built for publication: Nonlinear filtering with counting observations