BLIND INTENSITY ESTIMATION FROM SHOT-NOISE DATA

The estimation of the intensity function of an inhomogeneous Poisson p rocess is considered when the observable data consists of sampled shot noise that results from passing the Poisson process through an unknow n linear time-invariant system. The proposed method consists of first estimating a histogram of the underlying point process, The estimated histogram is used to construct a kernel estimate of the intensity func tion. An estimate of the unknown impulse response of the linear time-i nvariant system is constructed via a regularized backsubstitution of a discrete-time convolution with the estimated histogram.