Estimating parameters of sinusoids from noisy data using bayesian inference with simulated annealing

ÜSTÜNDAĞ D., Cevri M.

WSEAS Transactions on Signal Processing, cilt.4, sa.8, ss.432-439, 2008 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 4 Sayı: 8
  • Basım Tarihi: 2008
  • Dergi Adı: WSEAS Transactions on Signal Processing
  • Derginin Tarandığı İndeksler: Scopus
  • Sayfa Sayıları: ss.432-439
  • Anahtar Kelimeler: Bayesian statistical inference, Optimization, Parameter estimations, Signal processing, Simulated annealing, Spectral analysis
  • İstanbul Üniversitesi Adresli: Hayır

Özet

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.