Referenced Items are not available for this document.
We derive exact filters for the state of a doubly stochastic AR process with parameters which vary according to a nonlinear function of a Gauss-Markov process. The observations consist of a discrete time Poisson process with rate a positive function of the Gauss-Markov process. The dimension of the sufficient statistic increases linearly with the number of observed events
Published in:
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
(Volume:5
)
Date of Conference: 10-12 Dec 1997
- Page(s):
- 5042 - 5047 vol.5
- Meeting Date :
- 10 Dec 1997-12 Dec 1997
- ISSN :
- 0191-2216
- Print ISBN:
- 0-7803-4187-2
- INSPEC Accession Number:
- 5877416
- Conference Location :
- San Diego, CA
- Digital Object Identifier :
- 10.1109/CDC.1997.649860
- Product Type:
- Conference Publications
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