A survey of Monte Carlo methods for parameter estimation

D Luengo, L Martino, M Bugallo, V Elvira… - EURASIP Journal on …, 2020 - Springer
Statistical signal processing applications usually require the estimation of some parameters
of interest given a set of observed data. These estimates are typically obtained either by …

A novel framework for Lithium-ion battery modeling considering uncertainties of temperature and aging

X Tang, Y Wang, C Zou, K Yao, Y **a, F Gao - Energy conversion and …, 2019 - Elsevier
Temperature and cell aging are two major factors that influence the reliability and safety of Li-
ion batteries. A general battery model considering both temperature and degradation is …

Identification of hammerstein–wiener models

A Wills, TB Schön, L Ljung, B Ninness - Automatica, 2013 - Elsevier
This paper develops and illustrates a new maximum-likelihood based method for the
identification of Hammerstein–Wiener model structures. A central aspect is that a very …

[HTML][HTML] Entropy, information theory, information geometry and Bayesian inference in data, signal and image processing and inverse problems

A Mohammad-Djafari - Entropy, 2015 - mdpi.com
The main content of this review article is first to review the main inference tools using Bayes
rule, the maximum entropy principle (MEP), information theory, relative entropy and the …

Independent doubly adaptive rejection Metropolis sampling within Gibbs sampling

L Martino, J Read, D Luengo - IEEE Transactions on Signal …, 2015 - ieeexplore.ieee.org
Bayesian methods have become very popular in signal processing lately, even though
performing exact Bayesian inference is often unfeasible due to the lack of analytical …

Bootstrap particle filtering

JV Candy - IEEE Signal Processing Magazine, 2007 - ieeexplore.ieee.org
This article provides an overview of nonlinear statistical signal processing based on the
Bayesian paradigm. The next-generation processors are well founded on MC simulation …

An adaptive population importance sampler: Learning from uncertainty

L Martino, V Elvira, D Luengo… - IEEE Transactions on …, 2015 - ieeexplore.ieee.org
Monte Carlo (MC) methods are well-known computational techniques, widely used in
different fields such as signal processing, communications and machine learning. An …

Multiple particle filtering

PM Djuric, T Lu, MF Bugallo - 2007 IEEE International …, 2007 - ieeexplore.ieee.org
Particle filtering is a sequential signal processing methodology that uses discrete random
measures composed of particles and weights to approximate probability distributions of …

Polynomial-chaos-based Bayesian approach for state and parameter estimations

R Madankan, P Singla, T Singh, PD Scott - Journal of Guidance …, 2013 - arc.aiaa.org
Two new recursive approaches have been developed to provide accurate estimates for
posterior moments of both parameters and system states while making use of the …

Efficient linear fusion of partial estimators

D Luengo, L Martino, V Elvira, M Bugallo - Digital Signal Processing, 2018 - Elsevier
Many signal processing applications require performing statistical inference on large
datasets, where computational and/or memory restrictions become an issue. In this big data …