• DocumentCode
    938341
  • Title

    Optimal smoother for discrete time point processes with finite-state Markov rate (Corresp.)

  • Author

    Hoang, Doan B. ; NG, M. J T

  • Volume
    30
  • Issue
    2
  • fYear
    1984
  • fDate
    3/1/1984 12:00:00 AM
  • Firstpage
    425
  • Lastpage
    429
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1984.1056856
  • Filename
    1056856
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=938341