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.

Detalhes bibliográficos

Publicado no:	IEEE Signal processing magazine 22, 6 (2005).
Autor principal:	Doucet, A.
Formato:	Artigo
Idioma:	English
Assuntos:	Bayesian inference. Markov chain Monte Carlo methods. Complex nonGaussian signal processing problems. Sequential Monte Carlo methods.