Gaussian Processes for Nonlinear Signal Processing: An Overview of Recent Advances
Gaussian Processes for Nonlinear Signal Processing: An Overview of Recent Advances
Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as a natural nonlinear extension to optimal Wiener filtering. After establishing their basic formulation, we …