Monte Carlo filtering and smoothing with application to time-varying spectral estimation

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

Volumn 2, Issue , 2000, Pages 701-704

  Doucet, A ^a   Godsill, S J ^a   West, M ^b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

IMPORTANCE SAMPLING; REGRESSION ANALYSIS; SPECTRUM ANALYSIS; VITERBI ALGORITHM; ALGORITHMS; ESTIMATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; STATE SPACE METHODS; TIME VARYING SYSTEMS;

DYNAMICAL MODEL; MAP ESTIMATION; MONTE CARLO FILTERING; NON-LINEAR NON-GAUSSIAN; NOVEL TECHNIQUES; SPECTRAL ESTIMATION; STATE SEQUENCES; TIME VARYING;

SIGNAL PROCESSING; SIGNAL FILTERING AND PREDICTION;

FORWARD-BACKWARD PROCEDURE; PARTICLE CLOUD REPRESENTATION; PARTICLE FILTERS; TIME VARYING SPECTRAL ESTIMATION; VITERBI ALGORITHM;

EID: 0033692732     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICASSP.2000.859056     Document Type: Conference Paper

References (7)

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