Sequential Monte Carlo simulation of dynamical models with slowly varying parameters: Application to audio

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

Volumn 2, Issue , 2002, Pages

  Fong, William ^a   Godsill, Simon ^a  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CORRELATION METHODS; DIGITAL FILTERS; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; SPEECH ANALYSIS; STATE SPACE METHODS;

AUDIO MODEL; MONTE CARLO FILTER; SIGNAL ESTIMATION ALGORITHM; TIME VARYING PARTIAL CORRELATION MODEL;

SIGNAL FILTERING AND PREDICTION;

EID: 0036296223     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/icassp.2002.5744924     Document Type: Conference Paper

References (4)

1. Monte Carlo smoothing with application to audio signal enhancement
2. Time-dependent ARMA modeling of non-stationary signals