Monte Carlo methods for signal processing a review in the statistical signal processing context.
In this article, MCMC (Markov chain Monte Carlo methods) and SMC (sequential Monte Carlo methods) are introduced to sample and/or maximize high-dimensional probability distributions. These methods enable to perform likelihood or Bayesian inference for complex non-Gaussian signal processing problems.
| প্রকাশিত: | IEEE Signal processing magazine 22, 6 (2005). |
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| প্রধান লেখক: | |
| বিন্যাস: | প্রবন্ধ |
| ভাষা: | English |
| বিষয়গুলি: |