Mixture-based extension of the AR model and its recursive Bayesian identification

IEEE Transactions on Signal Processing

Volumn 53, Issue 9, 2005, Pages 3530-3542

  Šmídl, Václav ^a   Quinn, Anthony ^b  

^a INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

^b TRINITY COLLEGE DUBLIN   (Ireland)

Author keywords

Adaptive systems; Bayesian identification; Burst noise; Conjugacy; Filterbank; Mixtures; Recursive identification; Sufficient statistics; Variational Bayes

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD ESTIMATION; SPURIOUS SIGNAL NOISE; STATISTICAL METHODS;

BAYESIAN IDENTIFICATION; BURST NOISE; RECURSIVE IDENTIFICATION; SUFFICIENT STATISTICS; VARIATIONAL BAYES;

SIGNAL PROCESSING;

EID: 27644576671     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2005.853103     Document Type: Article

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