R.J. Elliot

University of Alberta, Edmonton, Alberta, Canada

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Publications (2)0 Total impact

  • V. Krishnamurthy, R.J. Elliot
    [show abstract] [hide abstract]
    ABSTRACT: We present algorithms for state and parameter estimation of Markov modulated Poisson processes (MMPP). We first derive finite-dimensional innovations and Zakai filters for various statistics of a MMPP. Using these filters, a filter-based expectation-maximization algorithm is derived for computing maximum-likelihood parameter estimates. Finally, we present an application of the techniques in image-based tracking by estimating the state of a Markovian jump linear system.
    Automatica. 01/1997;
  • V. Krishnamurthy, R.J. Elliot
    [show abstract] [hide abstract]
    ABSTRACT: We present algorithms for state and parameter estimation of Markov modulated Poisson processes (MMPP). We first derive finite dimensional innovations and Zakai filters for various statistics of a MMPP. Using these filters, a filter-based expectation-maximization algorithm is derived for computing maximum-likelihood parameter estimates. Finally we present an application of the techniques in image enchanced tracking
    Decision and Control, 1995., Proceedings of the 34th IEEE Conference on; 01/1996

Publication Stats

9 Citations
75 Views

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Institutions

  • 1997
    • University of Alberta
      • Department of Mathematical and Statistical Sciences
      Edmonton, Alberta, Canada
  • 1996–1997
    • University of Melbourne
      • Department of Electrical and Electronic Engineering
      Melbourne, Victoria, Australia