Suboptimal sequential estimation-detection scheme for Poisson driven linear systems

DOI10.1016/0020-0255(78)90037-3zbMath0443.93048OpenAlexW2073103847MaRDI QIDQ1144533

S. Au, Abraham Haddad

Publication date: 1978

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(78)90037-3

zbMATH Keywords

Poisson processeswhite Gaussian noise

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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Cites Work

• Partial differential equations for the conditional distribution of a Markov process given noisy observations
• Conditional Markov Processes
• On Square Integrable Martingales
• Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
• Orthogonal functionals of the Poisson process
• Regular point processes and their detection
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