Viii. Detection and Estimation Theory Academic and Research Staff
نویسندگان
چکیده
In this report we formally obtain some results regarding likelihood ratios and mutual information for (conditional) Poisson processes with stochastic intensity functions. Our results for likelihood ratios are an extension of results obtained recently by Snyderl ' Z by a somewhat different approach (Snyder considers the case where the stochastic intensity function is Markovian while our results include the case of nonMarkovian stochastic intensities). To the best of our knowledge, the results for mutual information are new.
منابع مشابه
Xix. Detection and Estimation Theory Academic and Research Staff
A. NONLINEAR MAP INTERVAL ESTIMATION We shall consider two problems related to the equations specifying the nonlinear interval estimator. In the first part, we shall discuss a method for solving these equations which involves the optimum nonlinear realizable filter. In the second part, we shall present a technique for determining the optimum nonlinear realizable filter from the equations specif...
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