Robert J. Elliott, W. Paul Malcolm. Discrete-Time Expectation Maximization Algorithms for Markov-Modulated Poisson Processes. IEEE Trans. Automat. Contr., 53(1):247-256, 2008. [doi]
@article{ElliottM08, title = {Discrete-Time Expectation Maximization Algorithms for Markov-Modulated Poisson Processes}, author = {Robert J. Elliott and W. Paul Malcolm}, year = {2008}, doi = {10.1109/TAC.2007.914305}, url = {http://dx.doi.org/10.1109/TAC.2007.914305}, researchr = {https://researchr.org/publication/ElliottM08}, cites = {0}, citedby = {0}, journal = {IEEE Trans. Automat. Contr.}, volume = {53}, number = {1}, pages = {247-256}, }