Discrete time nonlinear filtering with marked point process observations

Stochastic Analysis and Applications

Volumn 17, Issue 1, 1999, Pages 99-115

  Dufour, F ^a   Kannan, D ^b  

^a UNIV PARIS SUD   (France)

^b UNIVERSITY OF GEORGIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0033477235     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1080/07362999908809590     Document Type: Article

References (4)

1. Brémaud, P.: Point Processes and Queues: Martingale Dynamics; Springer Verlag, 1981, New York.
2. Elliott, R.J., Aggoun, L., and Moore, J.: Hidden Markov Models, Estimation and Control; Springer Verlag, 1995, New york.
3. Kannan, D., and Rushton, J. N.: Filtering for hybrid systems with Markovian and deterministic switching parameters; to appear in Stoch. Anal. Appl.
4. Snyder, D., and Fisherman, P.M.: How to track a swarm fireflies by observing their flashes; IEEE Trans. IT, 21, 1975, 692-695.