On the unnormalized solution of the filtering problem with counting process observations.

Wolfgang H. Kliemann Giorgio Koch Federico Marchetti On the unnormalized solution of the filtering problem with counting process observations. 1415-1425 1990 36 IEEE Transactions on Information Theory 6 db/journals/tit/tit36.html#KliemannKM90 http://dx.doi.org/10.1109/18.59936