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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Pubblicato in:	IEEE Signal processing magazine 22, 6 (2005).
Autore principale:	Doucet, A.
Natura:	Articolo
Lingua:	English
Soggetti:	Bayesian inference. Markov chain Monte Carlo methods. Complex nonGaussian signal processing problems. Sequential Monte Carlo methods.