Bayesian estimation of state-space models applied to deconvolution of Bernoulli-Gaussian processes

DOI10.1016/S0165-1684(96)00192-2zbMath1007.60072OpenAlexW2029091779MaRDI QIDQ1391843

Arnaud Doucet, Patrick Duvaut

Publication date: 23 July 1998

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(96)00192-2

zbMATH Keywords

deconvolutionGibbs samplerstate-space modelsBayesian estimationMarkov chain Monte Carlo methodssimulation techniquesBernoulli-Gaussian processesBayesian deconvolutionconditionally linear Gaussian state-space modelshidden-state process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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