R.J. Elliot

University of Alberta, Edmonton, Alberta, Canada

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Publications (2)3.13 Total impact

  • V. Krishnamurthy, R.J. Elliot
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    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 05/1997; DOI:10.1016/S0005-1098(96)00257-9 · 3.13 Impact Factor
  • 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

14 Citations
3.13 Total Impact Points

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Institutions

  • 1997
    • University of Alberta
      • Department of Mathematical and Statistical Sciences
      Edmonton, Alberta, Canada