Counting observations: A note on state estimation sensitivity with an L1-bound

Applied Mathematics and Optimization

Volumn 44, Issue 2, 2001, Pages 177-201

  Calzolari, A ^a   Nappo, G ^b  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Counting processes; Coupling; Filtering; Jump processes; Robustness; Smoothing

Indexed keywords

ERROR ANALYSIS; FUNCTIONS; MATHEMATICAL OPERATORS; PARAMETER ESTIMATION; POISSON EQUATION; PROBABILITY; PROBLEM SOLVING; ROBUSTNESS (CONTROL SYSTEMS); STATE SPACE METHODS;

COUNTING OBSERVATIONS; JUMP PROCESSES; MARTINGALE PROBLEM; SMOOTHING; STATE ESTIMATION SENSITIVITY;

MARKOV PROCESSES;

EID: 0242456889     PISSN: 00954616     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00245-001-0018-6     Document Type: Article

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