Nonlinear filtering with counting observations
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Publication:4053446
DOI10.1109/TIT.1975.1055360zbMATH Open0298.93023OpenAlexW2121711550MaRDI QIDQ4053446FDOQ4053446
Authors: Adrian Segall, Mark H. A. Davis, 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.1975.1055360
Cited In (21)
- Bayesian Filtering in Spiking Neural Networks: Noise, Adaptation, and Multisensory Integration
- Nonlinear filtering with a symmetric space valued discontinuous observation
- Recursive estimation of a discrete-time Markov chain
- Stochastic mortality under measure changes
- State estimation for partially observed jump processes
- Online variational inference for state-space models with point-process observations
- Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation
- EXPLICIT COMPUTATIONS FOR A FILTERING PROBLEM WITH POINT PROCESS OBSERVATIONS WITH APPLICATIONS TO CREDIT RISK
- Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation
- An alternative approach to non-linear filtering : jump process observations†
- Filtering the histories of a partially observed marked point process
- Filtering, Smoothing andM-ary Detection with Discrete Time Poisson Observations
- An alternative approach to nonlinear filtering
- The stochastic filtering problem: a brief historical account
- On a reliability problem by stochastic control methods
- Suboptimal nonlinear filtering of the rate of an observed point process
- An alternative approach to non-linear filtering†
- Filtering with marked point process observations via Poisson chaos expansion
- Pathwise approximations for the solution of the non-linear filtering problem
- Estimating a State-Space Model from Point Process Observations
- Lévy models for collapse of the wave function
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