Information processing for observed jump processes

DOI10.1016/S0019-9958(73)90488-9zbMATH Open0251.93028MaRDI QIDQ5665083FDOQ5665083

Donald L. Snyder

Publication date: 1973

Published in: Information and Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited In (5)

• Random point processes and martingales
• Adaptive fading Kalman filter with an application
• State estimation for partially observed Markov chains
• Optimal point process filtering and estimation of the coalescent process
• Multiple adaptive fading Schmidt-Kalman filter for unknown bias

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