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Filtering for systems excited by Poisson white noise. (English) Zbl 0308.60023

Control Theory, numer. Meth., Computer Syst. Mod.; internat. Symp. Rocquencourt 1974, Lecture Notes Econ. math. Syst. 107, 468-492 (1975).

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
92B05 General biology and biomathematics
93E10 Estimation and detection in stochastic control theory