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A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process - MaRDI portal

A comparison of three algorithms in the filtering of a Markov-modulated non-homogeneous Poisson process

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Publication:6127474

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DOI10.1080/00207721.2023.2294747MaRDI QIDQ6127474

Rogemar S. Mamon, Yuying Li

Publication date: 12 April 2024

Published in: International Journal of Systems Science (Search for Journal in Brave)

zbMATH Keywords

smoothing filtering change of measure EM algorithm comparison MMNPP

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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