Title :
Optimal smoother for discrete time point processes with finite-state Markov rate (Corresp.)
Author :
Hoang, Doan B. ; NG, M. J T
fDate :
3/1/1984 12:00:00 AM
Abstract :
A closed-form optimal nonlinear smoothing algorithm is derived for estimation of signal that is indirectly observed through a discrete time point process (DTPP). A finite-state Markov signal influences the rate of the point process. The smoothers obtained are simple, recursive, and finite dimensional. An illustrative example of the derived estimation scheme is presented.
Keywords :
Markov processes; Point processes; Filtering; Gaussian noise; Markov processes; Predictive models; Probability distribution; Recursive estimation; Signal processing; Signal processing algorithms; Smoothing methods; State estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1984.1056856
