Skip Navigation

IMA Journal of Mathematical Control and Information 1986 3(4):273-281; doi:10.1093/imamci/3.4.273
© 1986 by Institute of Mathematics and its Applications
This Article
Right arrow Full Text (PDF)
Right arrow Alert me when this article is cited
Right arrow Alert me if a correction is posted
Services
Right arrow Email this article to a friend
Right arrow Similar articles in this journal
Right arrow Alert me to new issues of the journal
Right arrow Add to My Personal Archive
Right arrow Download to citation manager
Right arrowRequest Permissions
Google Scholar
Right arrow Articles by GUBNER, J.
Right arrow Articles by NARAYAN, P.
Right arrow Search for Related Content
Social Bookmarking
Add to CiteULike   Add to Connotea   Add to Del.icio.us  
What's this?

Estimation of the Rate of a Doubly Stochastic Time-Space Poisson Process

JOHN GUBNER and PRAKASH NARAYAN

Electrical Engineering Department, University of Maryland, College Park Maryland 20742, U.S.A.

We consider the problem of estimating the rate of a doubly stochastic, time-space Poisson process when the observations are restricted to a region D{subseteq}R2, and assuming that the rate process has a Gaussian form. In the case D=R2, we extend a known result to compute the minimum-mean-square-error (MMSE) estimate explicitly. When D!=R2, we consider the use of linear estimates. We give closed-form expressions for the mean and the covariance of the rate process in terms of the mean and the covariance of an underlying state process. This enables us to write down a well-defined integral equation which determines the linear MMSE estimate of the rate.


Add to CiteULike CiteULike   Add to Connotea Connotea   Add to Del.icio.us Del.icio.us    What's this?




Disclaimer:
Please note that abstracts for content published before 1996 were created through digital scanning and may therefore not exactly replicate the text of the original print issues. All efforts have been made to ensure accuracy, but the Publisher will not be held responsible for any remaining inaccuracies. If you require any further clarification, please contact our Customer Services Department.