General smoothing formulas for Markov-modulated Poisson observations

DOI10.1109/TAC.2005.852565zbMath1365.93501MaRDI QIDQ5274121

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Publication date: 12 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Least squares and related methods for stochastic control systems (93E24)

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