Estimating parameters of sinusoids from noisy data using bayesian inference with simulated annealing
WSEAS Transactions on Signal Processing, vol.4, no.8, pp.432-439, 2008 (Scopus)
- Publication Type: Article / Article
- Volume: 4 Issue: 8
- Publication Date: 2008
- Journal Name: WSEAS Transactions on Signal Processing
- Journal Indexes: Scopus
- Page Numbers: pp.432-439
- Keywords: Bayesian statistical inference, Optimization, Parameter estimations, Signal processing, Simulated annealing, Spectral analysis
- Istanbul University Affiliated: No
Abstract
In this paper, we consider Bayesian analysis proposed by Bretthorst for estimating parameters of the corrupted signals and incorporate it with a simulated annealing algorithm to obtain a global maximum of the posterior probability density of the parameters. Thus, this analysis offers different approach to find 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 recovering sinusoids corrupted by random noise. The simulation results support the effectiveness of the method.