State-Space Model with One Marked Point Process (MPP) Observation

Thus far we have considered binary observations and continuous observations in our state-space models. With binary observations, we do not consider the magnitudes of the binary-valued events (since each is just a 0 or a 1) but are merely interested in the event occurrences. Consequently, we can treat the spiking-type observations in the earlier chapter as binary-valued as well. There too, our concern was primarily with the occurrence of the cardiac contractions and the accompanying spikes in an EKG signal, but not the actual amplitudes of the spikes.