Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo

DOI10.1109/TSP.2016.2566598zbMath1414.94094OpenAlexW2347749413MaRDI QIDQ4620860

James Murphy, Pete Bunch, Simon J. Godsill

Publication date: 8 February 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2016.2566598

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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