Bayesian Parameter Estimation of Sinusoids with Simulated Annealing

ÜSTÜNDAĞ D., Cevri M.

8th WSEAS International Conference on Signal Processing, Conputational Geometry and Artificial Vision, Rhodes, Yunanistan, 20 - 22 Ağustos 2008, ss.106-112 identifier

  • 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.