Discrete time filters for doubly stochastic Poisson processes and other exponential noise models

International Journal of Adaptive Control and Signal Processing

Volumn 13, Issue 5, 1999, Pages 393-416

  Manton, Jonathan H ^a   Krishnamurthy, Vikram ^a   Elliott, Robert J ^b  

^a UNIVERSITY OF MELBOURNE   (Australia)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Doubly stochastic Poisson models; Exponential families; Finite dimensional filters; Linear Gaussian systems

Indexed keywords

EID: 0042777600     PISSN: 08906327     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1099-1115(199908)13:5<393::AID-ACS561>3.0.CO;2-J     Document Type: Article

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