'Unobserved' Monte Carlo method for identification of partially observed nonlinear state space systems, Part II: Counting process observations

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2000, Pages 3331-3336

  Solo, V ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; NONLINEAR CONTROL SYSTEMS; RANDOM PROCESSES; STATE SPACE METHODS;

COUNTING PROCESS OBSERVATIONS; DENSITY EVOLUTION EQUATIONS; NEURAL ENCODING; NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONS;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0034445351     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)

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8. Unobserved Monte Carlo method for identification of partially observed nonlinear state space systems, part I: Analog observations
9. Risk sensitive filtering with poisson process observations