A particle algorithm for sequential Bayesian parameter estimation and model selection

IEEE Transactions on Signal Processing

Volumn 50, Issue 2, 2002, Pages 326-336

  Lee, Dominic S ^a   Chia, Nicholas K K ^a  

^a DSO NATIONAL LABORATORIES   (Singapore)

Author keywords

Bayesian signal processing; Markov chain Monte Carlo; Model selection; Monte Carlo filtering; Parameter estimation; Particle filtering; Sequential importance sampling; Sequential Monte Carlo; Sequential processing; Simultaneity

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; MARKOV PROCESSES; MONTE CARLO METHODS; PARAMETER ESTIMATION; SAMPLING;

PARTICLE FILTERING;

SIGNAL DETECTION;

EID: 0036475084     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.978387     Document Type: Article

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