Particle filters for state estimation of jump Markov linear systems
Doucet, A
Gordon, N
Krishnamurthy, V
IEEE Transactions on Signal Processing
volume 49
issue 3
613-624
(01 Mar 2001)
Particle filtering for demodulation in fading channels with non-Gaussian additive noise
Punskaya, E
Andrieu, C
Doucet, A
Fitzgerald, W
IEEE Transactions on Communications
volume 49
issue 4
579-582
(01 Apr 2001)
Iterative algorithms for state estimation of jump Markov linear systems
Doucet, A
Andrieu, C
IEEE Transactions on Signal Processing
volume 49
issue 6
1216-1227
(01 Jun 2001)
Optimal estimation and Cramér-Rao bounds for partial non-Gaussian state space models
Bergman, N
Doucet, A
Gordon, N
Annals of the Institute of Statistical Mathematics
volume 53
issue 1
97-112
(01 Dec 2001)
An introduction to Monte Carlo methods for Bayesian data analysis
Andrieu, C
Doucet, A
Fitzgerald, W
NONLINEAR DYNAMICS AND STATISTICS
169-217
(2001)
https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=elements_prod_1&SrcAuth=WosAPI&KeyUT=WOS:000167889200007&DestLinkType=FullRecord&DestApp=WOS_CPL
Monte Carlo smoothing with application to audio signal enhancement
Fong, W
Godsill, S
Doucet, A
West, M
IEEE Transactions on Signal Processing
volume 50
issue 2
438-449
(01 Feb 2002)
Bayesian curve fitting using MCMC with applications to signal segmentation
Punskaya, E
Andrieu, C
Doucet, A
Fitzgerald, W
IEEE Transactions on Signal Processing
volume 50
issue 3
747-758
(01 Mar 2002)
Particle methods for Bayesian modeling and enhancement of speech signals
Vermaak, J
Andrieu, C
Doucet, A
Godsill, S
IEEE Transactions on Speech and Audio Processing
volume 10
issue 3
173-185
(01 Mar 2002)
Marginal maximum a posteriori estimation using Markov chain Monte Carlo
Doucet, A
Godsill, S
Robert, C
Statistics and Computing
volume 12
issue 1
77-84
(01 Dec 2002)
Particle filtering for partially observed Gaussian state space models
Andrieu, C
Doucet, A
Journal of the Royal Statistical Society. Series B: Statistical Methodology
volume 64
issue 4
827-836
(03 Dec 2002)