A Monte Carlo method for filtering a marked doubly stochastic Poisson process (Q1039969)
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scientific article; zbMATH DE number 5637260
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte Carlo method for filtering a marked doubly stochastic Poisson process |
scientific article; zbMATH DE number 5637260 |
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A Monte Carlo method for filtering a marked doubly stochastic Poisson process (English)
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23 November 2009
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state-space model
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point processes
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non-linear filter
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Monte Carlo integration
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