Monte Carlo smoothing with application to audio signal enhancement
We describe methods for applying Monte Carlo filtering and smoothing for estimation of unobserved states in a nonlinear state-space model. By exploiting the statistical structure of the model, we develop a Rao-Blackwellized particle smoother. Due to the lengthy nature of real signals, we suggest pro...
| Main Authors: | , , , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2002
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