Monte Carlo methods for signal processing: a review in the statistical signal processing context
Doucet, A.
Xiaodong Wang
Dept. of Comput. Sci., British Columbia Univ., Vancouver, BC, Canada;
This paper appears in: Signal Processing Magazine, IEEE
Publication Date: Nov. 2005
Volume: 22,
Issue: 6
On page(s): 152- 170
ISSN: 1053-5888
INSPEC Accession Number: 8686532
Digital Object Identifier: 10.1109/MSP.2005.1550195
Current Version Published: 2005-12-05
Abstract
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.
Index
Terms
Available to subscribers and IEEE members.
References
Available to subscribers and IEEE members.
Citing Documents
Available to subscribers and IEEE members.
Cart
