A signal processing system is provided which includes one or more receivers for receiving signals generated by a plurality of signal sources. The system has a memory for storing a predetermined function which gives, for a set of input signal values, a probability density for parameters of a respective signal model which is assumed to have generated the signals in the received signal values. The system applies a set of received signal values to the stored function to generate the probability density function and then draws samples from it. The system then analyses the drawn samples to determine parameter values representative of the signal from at least one of the sources.