Optimal smoother for discrete time point processes with finite-state Markov rate (Corresp.)

DOI10.1109/TIT.1984.1056856zbMath0539.60043OpenAlexW2069468050MaRDI QIDQ3326533

M. J. T. Ng, Doan B. Hoang

Publication date: 1984

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1984.1056856

zbMATH Keywords

optimal nonlinear smoothing algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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