基于MCMC方法的非平稳随机信号分析的探索

Nonstation random signal analysis initial reseach based on MCMC mathod

在对MCMC方法和随机信号参数模型概念学习的基础上,对非平稳随机信号的时变参数模型的构建进行了探索。通过实例,说明构建时变参数模型的关键技术在于产生稳定的概率密度函数。

Base on learning to Monte Carlo Method and random signal model,It is Initial Reseach that nonstation random signal time-varying model is constructed.To example o,It is illustrated that key technoloygy in construction of time-varying model is produces probability density math.