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.

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Vydáno v:	IEEE Signal processing magazine 22, 6 (2005).
Hlavní autor:	Doucet, A.
Médium:	Článek
Jazyk:	English
Témata:	Bayesian inference. Markov chain Monte Carlo methods. Complex nonGaussian signal processing problems. Sequential Monte Carlo methods.