Pages that link to "Item:Q5634755"

The following pages link to Filtering and detection for doubly stochastic Poisson processes (Q5634755):

Displaying 39 items.

• Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
• Control: a perspective (Q463779) (← links)
• State estimation for Cox processes on general spaces (Q595268) (← links)
• Cox point processes driven by Ornstein-Uhlenbeck type processes (Q1042534) (← links)
• A filtering model for Bayesian analysis of failure data contaminated by maintenance (Q1122277) (← links)
• A partially observed Poisson process (Q1162759) (← links)
• Prediction and smoothing for partially observed Markov chains (Q1212741) (← links)
• Statistical theory of estimation in doubly-stochastic Poisson processes (Q1215240) (← links)
• Random point processes and martingales (Q1236376) (← links)
• Adaptive estimation of doubly stochastic Poisson processes (Q1243954) (← links)
• Filtering of derived point processes (Q1316603) (← links)
• Suboptimal nonlinear filtering of the rate of an observed point process (Q1324259) (← links)
• Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
• Three approaches to sequential analysis and one to hidden Markov processes (Q1763433) (← links)
• Estimation: A brief survey (Q1846718) (← links)
• Optimum nonlinear filtering of a doubly stochastic Poisson stream controlled by a purely discontinuous Markov process (Q1968940) (← links)
• State estimation for partially observed Markov chains (Q2264204) (← links)
• Filtering and control performance bounds with implications on asymptotic separation (Q2265380) (← links)
• On signalling and estimation limits for molecular birth-processes (Q2324920) (← links)
• Inference for a class of partially observed point process models (Q2393149) (← links)
• Optimal point process filtering and estimation of the coalescent process (Q2404020) (← links)
• Stochastic mortality under measure changes (Q3103210) (← links)
• Dynamic state estimation based on Poisson spike trains—towards a theory of optimal encoding (Q3301549) (← links)
• (Q3552463) (← links)
• Non-linear filtering of counting processes driven by Ornstein-Uhlenbeck processes (Q3737344) (← links)
• An alternative approach to non-linear filtering† (Q3924069) (← links)
• An alternative approach to non-linear filtering : jump process observations† (Q3932693) (← links)
• (Q3942131) (← links)
• Estimation and control for a class of non-linear stochastic systems (Q3944468) (← links)
• On Bayes’ Formula for Doubly Stochastic Point Process on the Real Half-Line (Q3985827) (← links)
• Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales (Q4057370) (← links)
• On the entropy rate of stationary point processes and its discrete approximation (Q4151474) (← links)
• Discrete time filters for doubly stochastic poisson processes and other exponential noise models (Q4269862) (← links)
• Bayesian Inference via Filtering Equations for Ultrahigh Frequency Data (I): Model and Estimation (Q4636365) (← links)
• Optimal Decoding of Dynamic Stimuli by Heterogeneous Populations of Spiking Neurons: A Closed-Form Approximation (Q5157218) (← links)
• The stochastic filtering problem: a brief historical account (Q5245610) (← links)
• A quantum extended Kalman filter (Q5272619) (← links)
• The Filtering Equations Revisited (Q5374158) (← links)
• (Q5389894) (← links)