Bayesian Parameter Estimation of Sinusoids with Simulated Annealing
8th WSEAS International Conference on Signal Processing, Conputational Geometry and Artificial Vision, Rhodes, Yunanistan, 20 - 22 Ağustos 2008, ss.106-112, (Tam Metin Bildiri)
- Yayın Türü: Bildiri / Tam Metin Bildiri
- Cilt numarası:
- Basıldığı Şehir: Rhodes
- Basıldığı Ülke: Yunanistan
- Sayfa Sayıları: ss.106-112
- İstanbul Üniversitesi Adresli: Hayır
Özet
In this paper, we consider Bayesian analysis proposed by Bretthorst for estimating parameters from noisy data and combined it with a simulated annealing algorithm to obtain a global maximum of the posterior probability density of frequencies. Thus, this analysis offers different approach to finding parameter values through a directed, but random, search of the parameter space. For this purpose, we developed a Mathematica code of this Bayesian approach and used it for estimating parameters of sinusoids corrupted by random noise. The simulations results support the effectiveness of the method.