A State Estimation Algorithm for Linear Systems Driven Simultaneously by Wiener and Poisson Processes

Keyphrases

• Poisson Process 100%
• Poisson 100%
• Linear Systems 100%
• Wiener Process 100%
• State Estimation Algorithms 100%
• State Estimation 50%
• Linear Filter 50%
• First-order Approximation 50%
• Sequential Structure 50%
• Smoothing Algorithm 50%
• Error Propagation 50%
• Time-invariant 50%
• Driving Process 50%
• Approximation Techniques 50%
• Propagation Effects 50%
• Overall Scheme 50%
• Conditional Estimate 50%
• State Estimation Problem 50%
• Linear Stochastic Systems 50%
• Poisson Intensity 50%
• Sequential Scheme 50%
• Incident Rate 50%
• Causal Filters 50%

Mathematics

• Brownian Motion 100%
• Linear System 100%
• Lévy Process 100%
• Conditionals 50%
• Stochastic System 50%
• Input Process 50%
• Approximation Technique 50%
• Poisson Input 50%