Bayesian estimation of state-space models applied to deconvolution of Bernoulli-Gaussian processes

Signal Processing

Volumn 57, Issue 2, 1997, Pages 147-161

  Doucet, Arnaud ^a,b   Duvaut, Patrick ^b  

^a CEA SACLAY   (France)

^b Centre national de la recherche scientifique   (France)

Author keywords

Bayesian estimation; Bernoulli Gaussian processes; Deconvolution; Gibbs sampler; Markov chain Monte Carlo methods; State space models

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PROBABILITY DENSITY FUNCTION; STATE SPACE METHODS;

BAYESIAN ESTIMATION; BERNOULLI-GAUSSIAN PROCESSES; GAUSSIAN STATE SPACE MODELS; GIBBS SAMPLER;

SIGNAL PROCESSING;

EID: 0031101750     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(96)00192-2     Document Type: Article

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