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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 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

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.

UDC: 519.262.4


Received: 15.06.1982


 English version:
Automation and Remote Control, 1984, 45:1, 75–78

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© Steklov Math. Inst. of RAS, 2024