Optimal state estimation for a stochastic dynamical system from point process observations

zbMath0722.60035MaRDI QIDQ756257

Tran Hung Thao

Publication date: 1990

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

zbMATH Keywords

Brownian motionoptimal state estimationpoint process filteringPoisson martingales

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99)

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