Filtering and detection for doubly stochastic Poisson processes
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Summary
It is shown that the causal minimum-mean-square-error estimate of the stochastic intensity is incorporated in the optimum Reiffen-Sherman detector in the same way as if it were known.
- Type
- article
- Published
- 1972-01-01
- Cited by
- 190
- References
- 14
- OpenAlex
- https://openalex.org/W2120797717
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:34833970
Keywords
Mathematics, Stochastic differential equation, Applied mathematics, Poisson distribution, Markov process
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- Single event molecular signalling for estimation and control
- Recent results in the statistical analysis of univariate point processes
- A general smoothing equation for Poisson observations
- Optimal nonlinear filtration of MP streams
- Non-linear filtering of counting processes driven by Ornstein-Uhlenbeck processes
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- Experimental Performance of Point Process Estimators of Optical Pulse Delay
- Three approaches to sequential analysis and one to hidden Markov processes
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- Filtering with Marked Point Process Observations via Poisson Chaos Expansion
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- Photoelectron Counter Dead Time Effects on Direct Detection Optical Communication Systems
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