Bayesian estimation of state-space models applied to deconvolution of Bernoulli-Gaussian processes

DOI10.1016/S0165-1684(96)00192-2MaRDI QIDQ1391843zbMATH OpenOpenAlexFDO

Authors Arnaud Doucet, Patrick Duvaut

Publication date 23 July 1998

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1684(96)00192-2

zbMATH Keywords

Bayesian deconvolutionBayesian estimationBernoulli-Gaussian processesconditionally linear Gaussian state-space modelsdeconvolutionGibbs samplerhidden-state processMarkov chain Monte Carlo methodssimulation techniquesstate-space models

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Fully Bayesian analysis of switching Gaussian state space models

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