The Use of Gaussian Processes as Particles for Sequential Monte Carlo Estimation of Time-Varying Functions

2021 ◽  
Author(s):  
Yuhao Liu ◽  
Petar M. Djuric
Keyword(s):  
Monte Carlo ◽  
Gaussian Processes ◽  
Sequential Monte Carlo ◽  
Time Varying ◽  
Monte Carlo Estimation ◽  
Estimation Of Time

Efficient sequential Monte Carlo estimation of range-dependent seabed properties

2016 ◽  
Vol 140 (4) ◽  
pp. 2949-2949
Author(s):  
Eric Mandolesi ◽  
Jan Dettmer ◽  
Stan E. Dosso ◽  
Charles W. Holland ◽  
Sheri Martinelli
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Monte Carlo Estimation

scholarly journals Pilot-Aided Sequential Monte Carlo Estimation of Phase Distortions and Transmitted Symbols in Multicarrier Systems

2010 ◽  
Vol 2010 ◽  
pp. 1-5 ◽  
Author(s):  
François Septier ◽  
Yves Delignon ◽  
Atika Menhaj-Rivenq ◽  
Christelle Garnier
Keyword(s):  
Monte Carlo ◽  
Sequential Monte Carlo ◽  
Estimation Algorithm ◽  
Time Correlation ◽  
Joint Estimation ◽  
Sequential Monte Carlo Methods ◽  
Multicarrier Systems ◽  
Ofdm Signal ◽  
Monte Carlo Estimation ◽  
Phase Distortions

We address the challenging problem of the joint estimation of transmitted symbols and phase distortions in standardized multicarrier systems, including pilot or virtual subcarriers. These subcarriers create time correlation on the useful transmitted OFDM signal that we propose to take into account by an autoregressive model. Because the phase distortions are nonlinear, we set the joint estimation algorithm on the framework of the Sequential Monte Carlo methods. Simulation results are provided in terms of bit error rate (BER) and mean square error (MSE); they highlight the efficiency and the robustness of the estimator.

Sign in / Sign up

Export Citation Format

Share Document