Estimating a State-Space Model from Point Process Observations

@article{Smith2003EstimatingAS,
title={Estimating a State-Space Model from Point Process Observations},
author={Anne C. Smith and Emery N. Brown},
journal={Neural Computation},
year={2003},
volume={15},
pages={965-991}
}

A widely used signal processing paradigm is the state-space model. The state-space model is defined by two equations: an observation equation that describes how the hidden state or latent process is observed and a state equation that defines the evolution of the process through time. Inspired by neurophysiology experiments in which neural spiking activity is induced by an implicit (latent) stimulus, we develop an algorithm to estimate a state-space model observed through point process… CONTINUE READING