A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process (Q6127474)
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scientific article; zbMATH DE number 7831752
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process |
scientific article; zbMATH DE number 7831752 |
Statements
A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process (English)
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12 April 2024
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MMNPP
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change of measure
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filtering
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smoothing
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EM algorithm comparison
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