Nonlinear filtering with counting observations
From MaRDI portal
Publication:4053446
DOI10.1109/TIT.1975.1055360zbMath0298.93023MaRDI QIDQ4053446
Mark H. A. Davis, Thomas Kailath, Adrian Segall
Publication date: 1975
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
93E10: Estimation and detection in stochastic control theory
Related Items
Nonlinear filtering with a symmetric space valued discontinuous observation, Estimating a State-Space Model from Point Process Observations, Online Variational Inference for State-Space Models with Point-Process Observations, Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations, Filtering with marked point process observations via Poisson chaos expansion, On a reliability problem by stochastic control methods, Filtering the histories of a partially observed marked point process, An alternative approach to nonlinear filtering, State estimation for partially observed jump processes, Suboptimal nonlinear filtering of the rate of an observed point process, Recursive estimation of a discrete-time Markov chain, EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK, Stochastic mortality under measure changes, Bayesian Filtering in Spiking Neural Networks: Noise, Adaptation, and Multisensory Integration, An alternative approach to non-linear filtering†, An alternative approach to non-linear filtering : jump process observations†