On posterior distributions for signals in Gaussian noise with unknown covariance matrix

DOI10.1109/TSP.2005.853102zbMath1370.94250OpenAlexW2109291030MaRDI QIDQ5355843

Lennart Svensson, Magnus Lundberg

Publication date: 20 September 2017

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

Full work available at URL: https://doi.org/10.1109/tsp.2005.853102

Mathematics Subject Classification ID

Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (3)

Event-based state estimation of linear dynamic systems with unknown exogenous inputs ⋮ Event-triggered robust state estimation for systems with unknown exogenous inputs ⋮ Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation

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