9 search results - page 1 / 2 » Recursive Linear Estimation for Doubly Stochastic Poisson Pr... |
WCE
2007
14 years 3 days ago
2007
Abstract— The problem of estimating the intensity process of a doubly stochastic Poisson process is analyzed. Using covariance information, a recursive linear minimum mean-square...
TIT
2008
13 years 11 months ago
2008
Abstract--Following the discovery of a fundamental connection between information measures and estimation measures in Gaussian channels, this paper explores the counterpart of thos...
CSDA
2006
13 years 11 months ago
2006
A new procedure for estimating the mean process of a doubly stochastic Poisson process is introduced. The proposed estimation is based on monotone piecewise cubic interpolation of...
CDC
2008
IEEE
14 years 5 months ago
2008
IEEE
Abstract— Recursive state estimation is considered for discrete time linear systems with mixed process and measurement disturbances that have stochastic and (convex) set-bounded ...
NIPS
2003
14 years 9 days ago
2003
Recent work has examined the estimation of models of stimulus-driven neural activity in which some linear filtering process is followed by a nonlinear, probabilistic spiking stag...