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Bayesian estimation and detection of shot noise processes using reversible jumps

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2 Author(s)
Andrieu, C. ; ENSEA-ETIS Groupe Signal, Cergy, France ; Duvaut, P.

We propose an original algorithm for the Bayesian joint estimation and detection of shot noise processes. The solution we propose relies on Markov chain Monte Carlo methods and provides the a posteriori probability density of the unknown parameters conditionally to the observations. The solution we propose provides many degrees of freedom for the inclusion of any a priori knowledge

Published in:

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on  (Volume:5 )

Date of Conference:

21-24 Apr 1997