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Avtomatika i Telemekhanika, 1984, Issue 1, Pages 86–90 (Mi at4592)  
Stochastic Systems

Recurrent parameter estimation for a nonstationar y poisson flow

N. N. Nikitin, A. A. Snegovoi

Moscow
Full-text PDF (634 kB)
Abstract: A method is proposed for recurrent parameter estimation in a nonstationary Poisson flow where the unknown flow function is represented as a linear form of a finitenumber of linearly independent time functions with unknown coefficients. An algorithm is described whereby the maximum likelihood estimates are computed for the vector of unknown coefficients.

Received: 15.06.1982
Bibliographic databases:
Document Type: Article
UDC: 519.262.4
Language: Russian
Citation: N. N. Nikitin, A. A. Snegovoi, “Recurrent parameter estimation for a nonstationar y poisson flow”, Avtomat. i Telemekh., 1984, no. 1, 86–90; Autom. Remote Control, 45:1 (1984), 75–78
Citation in format AMSBIB
\Bibitem{NikSne84}
\by N.~N.~Nikitin, A.~A.~Snegovoi
\paper Recurrent parameter estimation for a nonstationar y poisson flow
\jour Avtomat. i Telemekh.
\yr 1984
\issue 1
\pages 86--90
\mathnet{http://mi.mathnet.ru/at4592}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=739502}
\zmath{https://zbmath.org/?q=an:0539.93072}
\transl
\jour Autom. Remote Control
\yr 1984
\vol 45
\issue 1
\pages 75--78
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