Monte Carlo smoothing for non-linearly distorted signals

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

Volumn 6, Issue , 2001, Pages 3997-4000

  Fong, W ^a   Godsill, S ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; SIGNAL FILTERING AND PREDICTION; STATE ESTIMATION;

MARKOVIAN STATE SPACE MODEL; MONTE CARLO FILTERING;

SIGNAL DISTORTION;

EID: 0034855943     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. On sequential monte carlo sampling methods for bayesian filtering
2. Monte Carlo filtering and smoothing with application to time-varying apectral estimation
3. Lattice filters for adaptive processesing
4. MCMC methods for restoration of quantised time series