Recovering sinusoids from noisy data using bayesian inference with simulated annealing

ÜSTÜNDAĞ D., Cevri M.

Mathematical and Computational Applications, cilt.16, sa.2, ss.382-391, 2011 (Scopus) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 16 Sayı: 2
  • Basım Tarihi: 2011
  • Doi Numarası: 10.3390/mca16020382
  • Dergi Adı: Mathematical and Computational Applications
  • Derginin Tarandığı İndeksler: Scopus, TR DİZİN (ULAKBİM)
  • Sayfa Sayıları: ss.382-391
  • Anahtar Kelimeler: Bayesian Statistical Inference Simulated Annealing, Cramér-Rao lower bound, Parameter estimations, Power Spectral Density
  • İstanbul Üniversitesi Adresli: Hayır

Özet

In this paper, we studied Bayesian analysis proposed by Bretthorst[6] for a general signal model equation and combined it with a simulated annealing (SA) algorithm to obtain a global maximum of a posterior probability density function (PDF) for 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 together with SA and used it for recovering sinusoids from noisy data. Simulations results support its effectiveness. Copyright © Association for Scientific Research.