×
Misra, P. N.; Sorenson, H. W.

Statistical theory of estimation in doubly-stochastic Poisson processes. (English) Zbl 0299.62064

Inf. Sci. 6, 343-358 (1973).
Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page
scan of Zbl 0299.62064

MSC:

62N99 Survival analysis and censored data
60H99 Stochastic analysis
62M99 Inference from stochastic processes
Cite Review PDF
Full Text: DOI

References:

[1] Bar-David, I., Communication under the Poisson regime, IEEE Trans. Inform. Theory, IT-15, 31-37 (1969) · Zbl 0169.21804
[2] Snyder, D. L., Filtering and detection for doubly-stochastic Poisson processes, IEEE Trans. Inform. Theory, IT-18, 91-102 (1972) · Zbl 0227.62055
[3] Clark, J. R.; Hoversten, E., Poisson process as a statistical model for photodetectors excited by Gaussian light, Mass. Inst. Tech., Res. Lab. Electron., Quart. Prog. Rep., 95-101 (July 1970)
[4] Karp, S.; Clark, J. R., Photon counting: A problem in classical noise theory, IEEE Trans. Inform. Theory, IT-16, 672-679 (1970)
[5] Mortensen, R. E., Mathematical problems of modeling stochastic nonlinear dynamic systems, J. Statist. Phys., 1, 271-296 (1969)
[6] Mortensen, R. E., Continuous-time stochastic problems, (Lecture Notes, U.C.L.A.. Lecture Notes, U.C.L.A., Eng. Ext. Series (1966-1967)) · Zbl 0201.48403
[7] Kac, M., Probability and Related Topics in Physical Sciences, ((1959), Interscience: Interscience London and New York), 161-182 · Zbl 0087.33003
[8] Gel’f, I. M.; Yaglom, A. M., Uspekhi Mathematicheskikh Nauk, XI (1956), trans. Russian · Zbl 0092.45105
[9] Feynman, R. P., Space-time approach to nonrelativistic quantum mechanics, Rev. Mod. Phys., 20, 367-387 (1948) · Zbl 1371.81126
[10] Berkovitz, L. D., Variational methods in control and programming, J. Math. Anal. Appl., 3, 145-169 (1961) · Zbl 0100.31005
[11] Mortensen, R. E., Maximum-likelihood recursive nonlinear filtering, J. Optimization Theory Appl., 2, 386-394 (1968) · Zbl 0177.36004
[12] Detchmendy, D. M.; Sridhar, R., Sequential estimation of states and parameters in noisy nonlinear dynamical systems, J. Basic Eng., Trans. ASME, 88, 362-368 (1966)
[13] Doob, J. L., Stochastic Processes, ((1953), J. Wiley: J. Wiley New York), 398-404 · Zbl 0053.26802
[14] Skorokhod, A. V., Studies in the Theory of Random Processes (1965), Addison-Wesley: Addison-Wesley Reading · Zbl 0146.37701
[15] Athans, M.; Falb, P., Optimal Control (1966), McGraw Hill: McGraw Hill New York · Zbl 0186.22501
[16] Misra, P. N., Analysis of doubly-stochastic Poisson signals, (Ph. D. thesis (1973), University of California at San Diego) · Zbl 0339.93024
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.