Estimation of car processes observed in noise using Bayesian inference

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

Volumn 5, Issue , 2001, Pages 3133-3136

  Giannopoulos, P ^a   Godsill, S J ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; MONTE CARLO METHODS; PARAMETER ESTIMATION;

BAYESIAN INFERENCE; CONTINUOUS TIME AUTOREGRESSIVE PROCESSES;

SIGNAL PROCESSING;

EID: 0034857699     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (11)

1. Estimation of continuous-time AR process parameters from discrete-time data
2. Continuous-time AR process parameter estimation in presence of additive white noise
3. Fitting a continuous time autoregression to discrete data
4. Modeling of continuous stochastic processes from discrete observations with application to sunspots data
5. A reversible jump sampler for autoregressive time series, employing full conditionals to achieve efficient model space moves
6. Bayesian model selection of autoregressive processes