M-ary detection of Markov-modulated Poisson processes in inventory models

Applied Mathematics and Computation

Volumn 132, Issue 2-3, 2002, Pages 315-324

  Aggoun, Lakhdar ^a   Benkherouf, Lakdere ^a  

^a SULTAN QABOOS UNIVERSITY   (Oman)

Author keywords

Change of measure; Filtering; M ary detection; Poisson processes

Indexed keywords

EID: 0037058285     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0096-3003(01)00195-3     Document Type: Article

References (2)

1. W.P. Malcolm, R.J. Elliott, M -ary detection filters for Cox process models, preprint
2. R.J. Elliott, L. Aggoun, J.B. Moore, Hidden Markov Models: Estimation and Control, Applications of Mathematics, vol. 29, Springer, Berlin, 1995