Optimal Estimation of Amplitude and Phase Modulated Signals

DOI10.1515/MCMA.2001.7.1-2.1zbMath0986.65003OpenAlexW2043244214MaRDI QIDQ2724973

Christophe Andrieu, Arnaud Doucet

Publication date: 28 May 2002

Published in: mcma (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/mcma.2001.7.1-2.1

zbMATH Keywords

Markov chain Monte Carlo methodKalman filteringBayesian estimationparticle filteringsequential Monte Carlo method

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Monte Carlo methods (65C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical analysis or methods applied to Markov chains (65C40)

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