Suboptimal sequential estimation-detection scheme for Poisson driven linear systems

S. Au*, A. H. Haddad

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

9 Scopus citations


The state estimation problem for a linear system driven by homogeneous Poisson processes of low intensities in the presence of white Gaussian noise is considered. A sequential estimation-detection scheme is developed as a suboptimal solution to the problem. The asymptotic performance for the time-invariant case as the intensity becomes small is derived and numerically simulated on a digital computer. The two results agree extremely closely, indicating that the scheme performs considerably better than the linear optimal filter in the sense of MSE when the Poisson intensity is small.

Original languageEnglish (US)
Pages (from-to)95-113
Number of pages19
JournalInformation Sciences
Issue number2
StatePublished - Nov 1978

ASJC Scopus subject areas

  • Software
  • Control and Systems Engineering
  • Theoretical Computer Science
  • Computer Science Applications
  • Information Systems and Management
  • Artificial Intelligence


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