Optimal estimation of Poisson rate from discrete time observations

被引：0
|
作者：
Elliott, RJ
Krishnamurthy, V
Manton, JH
机构：
来源：
ICC'97: 1997 IEEE INTERNATIONAL CONFERENCE ON COMMUNICATIONS - TOWARDS THE KNOWLEDGE MILLENNIUM, CONFERENCE RECORD - VOLS 1-3 | 1997年
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D O I：
暂无
中图分类号：
TN [电子技术、通信技术];
学科分类号：
0809 ;
摘要：
A discrete time Poisson process whose rate evolves as the square of the state of a linear Gaussian dynamical system is studied. An optimal filter is derived, yielding real-time estimates of the Poisson rate. Also a suboptimal filter based on an Edgeworth series expansion is derived.
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页码：1392 / 1395
页数：4
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