Optimal estimation of amplitude and phase modulated signals
In this paper, we address the problem of on-line optimal estimation of signals modelled as the sum. of sinusoids with time-varying amplitudes and phases. This is a complex optimal filtering problem. We present an efficient Sequential Monte Carlo (SMC) method, i.e. particle filtering method, to solve...
Main Authors: | Andrieu, C, Doucet, A |
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Format: | Journal article |
Language: | English |
Published: |
2001
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