Bayesian approach to parameter estimation and interpolation of time-varying autoregressive processes using the Gibbs sampler

IEE Proceedings: Vision, Image and Signal Processing

Volumn 144, Issue 4, 1997, Pages 249-255

  Rajan, J J ^a   Rayner, P J W ^a   Godsill, S J ^b  

^a Canon Research Cent Europe   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

Autoregressive process; Gibbs sampler; Parameter estuiiation

Indexed keywords

INTERPOLATION; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; REGRESSION ANALYSIS; SAMPLING; TIME SERIES ANALYSIS; VECTORS;

AUDIO SIGNALS; GIBBS SAMPLER; TIME VARYING AUTOREGRESSIVE PROCESS;

SIGNAL PROCESSING;

EID: 0031213093     PISSN: 1350245X     EISSN: None     Source Type: Journal    
DOI: 10.1049/ip-vis:19971305     Document Type: Article

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