Estimation of the Rate of a Doubly-Stochastic Time-Space Poisson Process.
| dc.contributor.author | Gubner, John A. | en_US |
| dc.contributor.author | Narayan, P. | en_US |
| dc.contributor.department | ISR | en_US |
| dc.date.accessioned | 2007-05-23T09:34:31Z | |
| dc.date.available | 2007-05-23T09:34:31Z | |
| dc.date.issued | 1985 | en_US |
| dc.description.abstract | 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 subset of R^2. In the general case, we obtain a representation of the minimum mean-square-error (MMSE) estimate in terms of the conditional characteristic function of an underlying state process. In the case D=R^2, we extend a known result to compute the MMSE estimate explicitly. For a special form of the rate process, a well-defined integral equation is presented which defines the linear MMSE estimate of the rate. | en_US |
| dc.format.extent | 303747 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/1903/4414 | |
| dc.language.iso | en_US | en_US |
| dc.relation.ispartofseries | ISR; TR 1985-41 | en_US |
| dc.title | Estimation of the Rate of a Doubly-Stochastic Time-Space Poisson Process. | en_US |
| dc.type | Technical Report | en_US |
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