The modeling of randomly modulated jump processes
The modeling of randomly modulated jump processes
复制标题
随机调制跳跃过程的建模
DOI：
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发表时间：
1975
影响因子：
2.5
通讯作者：
T. Kailath
中科院分区：
文献类型：
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作者：
A. Segall;T. Kailath
我们对待的问题，建模事件发生随机的时间，由其他一些随机的“信号”过程所确定的速率。结果表明，鞅模型包括所有以前提出的模型，这样的问题，也涵盖了困难的情况下，出现在反馈通信和控制问题的“过去相关”的信号。结果表明，该模型与已知的信号加性白高斯噪声模型非常相似，因此可以方便地用于解决跳变过程中信号的检测和跳变过程中信号的估计问题。
We treat the problem of modeling events happening randomly in time at a rate determined by some other random "signal" process. It is shown that a martingale model includes all previously proposed models for such problems and also covers the difficult case of "past-dependent" signals that arises in feedback communication and control problems. It turns out that this model is very similar to the well-known signal-in-additive-white-Gaussian-noise model, so that it can be used conveniently in solving problems of detection of signals in jump processes and estimation of signals from jump processes.