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

ÜSTÜNDAĞ D., Cevri M.

WSEAS Transactions on Signal Processing, vol.4, no.8, pp.432-439, 2008 (Scopus) identifier

  • 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.