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

关键词：

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.

引用

页码：1392 / 1395

页数：4

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