MCMC methods for restoration of nonlinearly distorted autoregressive signals

Abstract

We approach the problem of restoring distorted autoregressive (AR) signals by using a cascade model, in which the observed signal is modelled as the output of a nonlinear AR process (NAR) excited by the linear AR signal we are attempting to recover. The Volterra expansion of the NAR model has a very large number of possible terms even when truncated at… (More)
DOI: 10.1016/S0165-1684(00)00192-4

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@article{Troughton1998MCMCMF, title={MCMC methods for restoration of nonlinearly distorted autoregressive signals}, author={Paul T. Troughton and Simon J. Godsill}, journal={9th European Signal Processing Conference (EUSIPCO 1998)}, year={1998}, pages={1-4} }