Title :
Time-varying autoregressive parameter estimation of cauchy processes by particle filters
Author :
Gencaga, Deniz ; Kuruoglu, Ercan E. ; Ertuzun, Aysin
Keywords :
Bayesian methods; Gaussian processes; Monte Carlo methods; Parameter estimation; Particle filters; Performance evaluation; Testing;
Conference_Titel :
Signal Processing and Communications Applications Conference, 2005. Proceedings of the IEEE 13th
Print_ISBN :
0-7803-9239-6
DOI :
10.1109/SIU.2005.1567707
