Vol. 8, issue 05, article # 17

Isakova A. I., Igonin G. M. Adaptive time filtration of lidar returns. // Atmospheric and oceanic optics. 1995. V. 8. No. 05. P. 782-787.    PDF
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Abstract:

The paper describes an approach using the apparatus of the Markov filtration of double stochastic Poisson processes. An optimal estimate of the double stochastic Poisson process has been obtained based on the Markov property and the Calman—Bucy filter equations. The Robbins—Monroe procedure is used, which makes it possible to construct the sequence convergent to an unknown ideal value of the parameter.