Published September 1995
| Version v1
Journal article
Optimum nonlinear filtering of a doubly stochastic Poisson stream controlled by a purely discontinuous Markov process
Description
The problem of filtering of a fluctuating Poisson stream of stationary intensity by a purely discontinuous Markov process with known characteristics is solved. An equation that defines the variation of the a posteriori probability density of the intensity values in the time intervals between appearances of stream events and a formula for conversion of that probability density to event times are derived
Additional details
Publishing Information
- Journal Title
- Russian Physics Journal
- Journal Volume
- 38
- Journal Issue
- 3
- Journal Page Range
- p. 231-235.
- ISSN
- 1064-8887
- CODEN
- RPJOEB
INIS
- Country of Publication
- United States
- Country of Input or Organization
- United States
- INIS RN
- 27016988
- Subject category
- S71: CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; S99: GENERAL AND MISCELLANEOUS;
- Resource subtype / Literary indicator
- Translation
- Descriptors DEI
- DIFFERENTIAL EQUATIONS; INTEGRAL EQUATIONS; MARKOV PROCESS; NONLINEAR PROBLEMS; RADIATIONS; RANDOMNESS; STATISTICAL MODELS; STOCHASTIC PROCESSES
- Descriptors DEC
- EQUATIONS; MATHEMATICAL MODELS
Optional Information
- Notes
- Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika; No. 3, 17-21(Mar 1995).