Phase tracking: what do we gain from optimality? Particle filtering versus phase-locked loops

Novel approach to nonlinear/non-Gaussian Bayesian state estimation

Neil Gordon, David Salmond, A. F. M. Smith · IEE Proceedings F Radar and Signal Processing · 1993 · 7.6K citations

Computing, Computer Science, Bayesian Data Analysis +16

Monte Carlo Statistical Methods

Hoon Kim, Christian P. Robert, George Casella · Technometrics · 2000 · 5.6K citations

Natural Sciences, Biostatistics, Mathematics +13

On sequential Monte Carlo sampling methods for Bayesian filtering

Arnaud Doucet, Simon Godsill, Christophe Andrieu · Statistics and Computing · 2000 · 4.4K citations

Natural Sciences, Computer Science, Mathematics +10

Posterior Cramer-Rao bounds for discrete-time nonlinear filtering

Petr Tichavský, Carlos H. Muravchik, Arye Nehorai · IEEE Transactions on Signal Processing · 1998 · 1.4K citations · Full text

Engineering, Electrical Engineering, Process Control +16

The Bayesian Choice: A Decision-Theoretic Motivation.

Malay Ghosh, Christian P. Robert · Journal of the American Statistical Association · 1996 · 272 citations · Full text

Natural Sciences, Decision Sciences, Mathematics +14