9 search results - page 1 / 2 » Recursive Linear Estimation for Doubly Stochastic Poisson Pr... |
WCE
2007
13 years 5 months 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 4 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 4 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
13 years 10 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
13 years 5 months 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...