Time-varying autoregressive parameter estimation of cauchy processes by particle filters

Author

Gencaga, Deniz ; Kuruoglu, Ercan E. ; Ertuzun, Aysin

fYear

2005

fDate

16-18 May 2005

Firstpage

408

Lastpage

411

Keywords

Bayesian methods; Gaussian processes; Monte Carlo methods; Parameter estimation; Particle filters; Performance evaluation; Testing;

fLanguage

English

Publisher

ieee

Conference_Titel

Signal Processing and Communications Applications Conference, 2005. Proceedings of the IEEE 13th

Print_ISBN

0-7803-9239-6

Type

DOI

10.1109/SIU.2005.1567707

Filename

1567707

Link To Document