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.
| Publié dans: | IEEE Signal processing magazine 22, 6 (2005). |
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| Format: | Article |
| Langue: | English |
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