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Estimation and filtering on a doubly stochastic poisson process - MaRDI portal

Estimation and filtering on a doubly stochastic poisson process (Q4842346)

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scientific article; zbMATH DE number 780148
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Estimation and filtering on a doubly stochastic poisson process
scientific article; zbMATH DE number 780148

    Statements

    Estimation and filtering on a doubly stochastic poisson process (English)
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    7 September 1995
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    doubly stochastic Poisson process
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    Karhunen-Loeve expansion
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    sample- function density
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    Kalman filtering
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    harmonic decomposition of its intensity function
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