Recursive estimation from discrete-time point processes

DOI10.1109/TIT.1976.1055577MaRDI QIDQ4099501zbMATH OpenOpenAlexFDO

Authors Adrian Segall

Publication date 1976

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

Full work available at URL https://doi.org/10.1109/tit.1976.1055577

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99) Estimation and detection in stochastic control theory (93E10)

Cited in

(15)

• A Poisson Limit Theorem for Reliability Models Based on Markov Chains
• Recursive estimation of a discrete-time Markov chain
• Risk-sensitive filtering and smoothing for hidden Markov models
• Discrete time filters for doubly stochastic poisson processes and other exponential noise models
• How to count and guess well: Discrete adaptive filters
• Recursive filters for partially observable finite Markov chains
• Exact adaptive filters for Markov chains observed in Gaussian noise
• Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation
• An image-based filter for discrete-time Markovian jump linear systems
• Passage-detector-based traffic queue estimation in intelligent transportation systems: A computational study of competing algorithms
• Maximum likelihood estimation of Hawkes' self-exciting point processes
• On model order estimation for partially observed Markov chains
• Traffic queue estimation
• Recursive estimation for hidden Markov models: a dependent case
• A certainty equivalence principle based nonlinear separation control rule for random access channels: Stability and delay analysis

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