MCMC methods for restoration of nonlinearly distorted autoregressive signals.

DOI10.1016/S0165-1684(00)00192-4zbMath1098.94592OpenAlexW2089274743MaRDI QIDQ5940758

P. T. Troughton, Simon J. Godsill

Publication date: 20 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0165-1684(00)00192-4

zbMATH Keywords

Gibbs samplerBayesian model selectionCascade modellingPolynomial autoregressive modelReversible-jump Markov chain Monte Carlo (MCMC)Stochastic algorithmSubset selectionVolterra expansion

Mathematics Subject Classification ID

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

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