On Some Applications of MCMC in Signal Processing
 
 present by   Dr. Petar Djuric  Department of Electrical Engineering State University of New York at Stony Brook
 
ABSTRACT:
Some recent advances in the field of statistics have allowed for  research of topics in signal processing, which until recently were  beyond our reach. In particular, the new progress in Markov chain  Monte Carlo (MCMC) methodology combined with the Bayesian paradigm
offer enormous scope for statistical signal modeling and provide  great potential for handling highly complex models.  In this presentation, a few themes will be addressed, where the MCMC  plays a central role in solving difficult signal processing problems.
Results from recent research will be shown, and they include detection  and estimation of harmonic signals, parameter estimation of nonstationary  hidden Markov models, and generation of multivariate truncated Gaussian  random variables.

BIOGRAPHY:
Petar M. Djuric (S'86-M'90) received the B.S. and M.S. degrees from the University of Belgrade, Yugoslavia, in 1981 and 1986, respectively,  and the Ph.D. degree from the University of Rhode Island, in 1990, all in electrical engineering. From 1981 to 1986, he was with the Institute of Nuclear Sciences -- Vinvca, Computer Systems Design Department, where
he conducted research in digital and statistical signal processing, communications, and pattern recognition. From 1986 to 1990, he was a  Research and Teaching Assistant in the Department of Electrical Engineering at the University of Rhode Island. He joined the Department of Electrical Engineering at the State University of New York at Stony Brook, NY in 1990,
where he is currently an Associate Professor. His main research interests are in statistical signal processing and signal modeling. Dr. Djuric is a member of IEEE and the American Statistical Association. He has served as Associate Editor for the IEEE Transactions on Signal Processing.

ALL ARE WELCOME TO ATTEND!
Wednesday, March 24, 1999
Refreshment 4:15 PM, Seminar 4:30 PM
NJIT, ECEC Room 202

Pre-meeting refreshments will be provided at 4:15 PM and the meeting
will start 4:30 PM.

For more information: Contact Professor Hongya Ge, Tel.(973) 642-4990,
E-mail: ge@admin.njit.edu
or Clare Naporano at Tel.(973) 596-8474, E-mail: Clare@megahertz.njit.edu

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