Robust modelling of noisy ARMA signals

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 5, Issue , 1997, Pages 3797-3800

  Godsill, Simon J ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; ITERATIVE METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; REGRESSION ANALYSIS; SPURIOUS SIGNAL NOISE;

BAYESIAN ESTIMATION; NOISY AUTOREGRESSIVE MOVING AVERAGE (ARMA) SIGNALS;

SIGNAL FILTERING AND PREDICTION;

EID: 0030711213     PISSN: 07367791     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)