Bayesian recursive inference of phase in additive Gaussian noise environments is studied. A tractable conjugate system is established using a von Mises distribution. Its shaping p...
Anthony Quinn, Jean-Pierre Barbot, Pascal Larzabal
Abstract— A novel, simple and efficient method for the generation of Tikhonov (a.k.a. von Mises) random variates is proposed. In the proposed method, circular variates of a pres...