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Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process (Q3769817)

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Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process
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    Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process (English)
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    1986
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    rate estimation
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    nonlinear filtering
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    linear filtering
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    doubly stochastic, time-space Poisson process
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    minimum-mean-square-error
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    closed-form expressions
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    covariance
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    rate process
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    state process
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    integral equation
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    linear MMSE estimate
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