Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: A discrete time Poisson process whose rate evolves as the square of the state of a linear Gaussian dynamical system is studied. An optimal filter is derived, yielding real-time estimates of the Poisson rate. Also a suboptimal filter based on an Edgeworth series expansion is derived.
['Robert J. Elliott', 'Vikram Krishnamurthy', 'Jonathan H. Manton']
I am writing a research paper on a idea Optimal estimation of Poisson rate from discrete time observations
[{"from": "human", "value": "I am writing a research paper on a idea Optimal estimation of Poisson rate from discrete time observations"}, {"from": "gpt", "value": "Thats a unique idea.You should consider the following idea to enhance your idea so that it would impact uniquely: A discrete time Poisson process whose rate evolves as the square of the state of a linear Gaussian dynamical system is studied. An optimal filter is derived, yielding real-time estimates of the Poisson rate. Also a suboptimal filter based on an Edgeworth series expansion is derived."}]