Title :
Smoothing for doubly stochastic Poisson processes
Author :
Snyder, Donald L.
fDate :
9/1/1972 12:00:00 AM
Abstract :
Some general equations are derived for the smoothing density of a Markov process that modulates the intensity of an observed doubly stochastic Poisson process. The equations are in terms of filtering densities that are specified by recursive equations.
Keywords :
Markov processes; Poisson processes; Smoothing methods; Additive white noise; Biomedical computing; Bismuth; Filtering; Intensity modulation; Markov processes; Poisson equations; Smoothing methods; Stochastic processes; Technological innovation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1972.1054894
