Discrete time filters for doubly stochastic poisson processes and other exponential noise models
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Publication:4269862
DOI<393::AID-ACS561>3.0.CO;2-J 10.1002/(SICI)1099-1115(199908)13:5<393::AID-ACS561>3.0.CO;2-JzbMath0934.93063MaRDI QIDQ4269862
Robert J. Elliott, Vikram Krishnamurthy, Jonathan H. Manton
Publication date: 6 April 2000
Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199908)13:5<393::aid-acs561>3.0.co;2-j
exponential families; finite-dimensional filters; linear Gaussian systems; doubly stochastic Poisson models
93E11: Filtering in stochastic control theory
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