State estimations for the Markov process driven by a point process

MaRDI QIDQ800030zbMATH OpenFDO

Authors Tran Hung Thao

Publication date 1984

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

innovations methodexistence and uniqueness problempoint process observationsquasi-filtering equation

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Publication:4021339
• Filtering the histories of a partially observed marked point process
• Discrete time nonlinear filtering with marked point process observations
• Optimal state estimation for a stochastic dynamical system from point process observations
• Filtering of the Markov jump process given the observations of multivariate point process

Cited in

(7)

• Nonlinear filtering in spatio-temporal doubly stochastic point processes driven by OU processes
• Smoothing for linear systems erxcited by point processes with state–dependent rates
• scientific article; zbMATH DE number 95168 (Why is no real title available?)
• scientific article; zbMATH DE number 4176948 (Why is no real title available?)
• scientific article; zbMATH DE number 2016283 (Why is no real title available?)
• Optimal state estimation for a stochastic dynamical system from point process observations
• Filtering of the Markov jump process given the observations of multivariate point process

This page was built for publication: State estimations for the Markov process driven by a point process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q800030)