메뉴 건너뛰기




Volumn 6, Issue 4, 1998, Pages 352-372

Statistical reconstruction and analysis of autoregressive signals in impulsive noise using the Gibbs sampler

Author keywords

Bayesian; Gibbs sampler; Impulsive noise; Nongaussian

Indexed keywords

COMPUTATIONAL COMPLEXITY; CORRELATION THEORY; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; REGRESSION ANALYSIS;

EID: 0032122676     PISSN: 10636676     EISSN: None     Source Type: Journal    
DOI: 10.1109/89.701365     Document Type: Article
Times cited : (54)

References (62)
  • 1
    • 1542325189 scopus 로고
    • Model of impulsive noise for data transmission
    • June
    • P. Mertz, "Model of impulsive noise for data transmission," IRE Trans. Commun. Syst., vol. 9, pp. 130-137, June 1961.
    • (1961) IRE Trans. Commun. Syst. , vol.9 , pp. 130-137
    • Mertz, P.1
  • 2
    • 0001504183 scopus 로고
    • An optimal nonlinear detetector for digital data transmission through non-Gaussian channels
    • S. S. Rappaport and L. Kurz, "An optimal nonlinear detetector for digital data transmission through non-Gaussian channels," IEEE Trans. Commun. Technol., vol. COM-14, pp. 266-274, 1966.
    • (1966) IEEE Trans. Commun. Technol. , vol.COM-14 , pp. 266-274
    • Rappaport, S.S.1    Kurz, L.2
  • 3
    • 0016100974 scopus 로고
    • A statistical analysis of telephone noise
    • B. W. Stuck and B. Kleiner, "A statistical analysis of telephone noise," Bell Syst. Tech. J., vol. 53, pp. 1263-1320, 1974.
    • (1974) Bell Syst. Tech. J. , vol.53 , pp. 1263-1320
    • Stuck, B.W.1    Kleiner, B.2
  • 4
    • 0002479905 scopus 로고    scopus 로고
    • Statistical characteristic of ocean acoustic noise processes
    • Berlin, Germany: Springer-Verlag
    • F. \V. Machell, C. S. Penrod, and G. E. Ellis, "Statistical characteristic of ocean acoustic noise processes," in Topics in Non-Gaussian Signal Processing. Berlin, Germany: Springer-Verlag, 1989, pp. 29-57.
    • Topics in Non-Gaussian Signal Processing , vol.1989 , pp. 29-57
    • Machell, F.V.1    Penrod, C.S.2    Ellis, G.E.3
  • 5
    • 0019041770 scopus 로고
    • A system for reducing impulsive noise on gramophone reproduction equipment
    • July
    • M. J. Carrey and I. Buckner, "A system for reducing impulsive noise on gramophone reproduction equipment," Radio Electron. Eng., vol. 50, pp. 331-336, July 1976.
    • (1976) Radio Electron. Eng. , vol.50 , pp. 331-336
    • Carrey, M.J.1    Buckner, I.2
  • 6
    • 0015617174 scopus 로고
    • Automatic detection of impulse noise
    • Apr.
    • G. R. Kinzie, Jr. and D. W. Gravereaux, "Automatic detection of impulse noise," J. Audio Eng. Soc., vol. 21, pp. 331-336, Apr. 1973.
    • (1973) J. Audio Eng. Soc. , vol.21 , pp. 331-336
    • Kinzie Jr., G.R.1    Gravereaux, D.W.2
  • 7
    • 0001504360 scopus 로고
    • The variation of certain speculative prices
    • [71 B. Mandelbrot, "The variation of certain speculative prices," J. Business, vol. 36, pp. 394-419, 1963.
    • (1963) J. Business , vol.36 , pp. 394-419
    • Mandelbrot, B.1
  • 11
    • 0020183045 scopus 로고
    • Robust-resistant spectrum estimation
    • [II] R. D. Martin and D. J. Thompson, "Robust-resistant spectrum estimation," in Proc. IEEE, vol. 70, pp. 1097-1115, 1982.
    • (1982) Proc. IEEE , vol.70 , pp. 1097-1115
    • Martin II, R.D.1    Thompson, D.J.2
  • 12
    • 0029358667 scopus 로고
    • Adaptive robust noise filtering
    • S. R. Kim and A. Efron, "Adaptive robust noise filtering," IEEE Trans. Signal Processing, vol. 43, pp. 1855-1866, 1995.
    • (1995) IEEE Trans. Signal Processing , vol.43 , pp. 1855-1866
    • Kim, S.R.1    Efron, A.2
  • 13
    • 0022750049 scopus 로고
    • "Separation of a nonstationary component from the EEC by a nonlinear digital filter
    • K. Arakawa et al., "Separation of a nonstationary component from the EEC by a nonlinear digital filter," IEEE Trans. Biomed. Eng., vol. BME-33, pp. 724-726, 1986.
    • (1986) IEEE Trans. Biomed. Eng. , vol.BME-33 , pp. 724-726
    • Arakawa, K.1
  • 15
    • 0003368676 scopus 로고
    • Detection and suppression of impulsive noise in speech communication systems
    • Feb.
    • S. V. Vaseghi and P. J. Rayner, "Detection and suppression of impulsive noise in speech communication systems," Proc. Inst. Elect. Eng., vol. 137, pp. 38-16, Feb. 1990.
    • (1990) Proc. Inst. Elect. Eng. , vol.137 , pp. 38-116
    • Vaseghi, S.V.1    Rayner, P.J.2
  • 16
    • 0039121693 scopus 로고
    • A Bayesian approach to the detection and correction of bursts of errors in audio signals
    • San Francisco, CA, Mar.
    • S. J. Godsill and P. J. W. Rayner, "A Bayesian approach to the detection and correction of bursts of errors in audio signals," in Proc. Int. Conf. Acoustics, Speech, and Signal Processing, vol. 2, pp. 261-264, San Francisco, CA, Mar. 1992.
    • (1992) Proc. Int. Conf. Acoustics, Speech, and Signal Processing , vol.2 , pp. 261-264
    • Godsill, S.J.1    Rayner, P.J.W.2
  • 17
    • 0029344205 scopus 로고
    • A Bayesian approach to the restoration of degraded audio signals
    • July
    • _, "A Bayesian approach to the restoration of degraded audio signals," IEEE Trans. Speech and Audio Processing, vol. 3, pp. 267-278, July 1995.
    • (1995) IEEE Trans. Speech and Audio Processing , vol.3 , pp. 267-278
  • 19
    • 0002282678 scopus 로고
    • Probability, frequency, and reasonable expectation
    • R. T. Cox, "Probability, frequency, and reasonable expectation," Amer. J. Phys., vol. 14, pp. 1-13, 1946.
    • (1946) Amer. J. Phys. , vol.14 , pp. 1-13
    • Cox, R.T.1
  • 23
    • 5744249209 scopus 로고
    • "Equations of state calculations by fast computing machines
    • N. Metropolis, et al., "Equations of state calculations by fast computing machines," J. Ciiem. Phys., vol. 21, pp. 1087-1091, 1953.
    • (1953) J. Ciiem. Phys. , vol.21 , pp. 1087-1091
    • Metropolis, N.1
  • 24
    • 77956890234 scopus 로고
    • Carlo sampling methods using Markov chains and their applications
    • W. K. Hastings, "Carlo sampling methods using Markov chains and their applications," Biometrika, vol. 57, pp. 97-109, 1970.
    • (1970) Biometrika , vol.57 , pp. 97-109
    • Hastings, W.K.1
  • 25
    • 0000576595 scopus 로고
    • Markov chains for exploring posterior distributions (with discussion)
    • L. Tiemey, "Markov chains for exploring posterior distributions (with discussion)," Ann Stat., vol. 22, pp. 1701-1762, 1994.
    • (1994) Ann Stat. , vol.22 , pp. 1701-1762
    • Tiemey, L.1
  • 26
    • 0021518209 scopus 로고
    • Stochastic relaxation, Gibbs distribution and the Bayesian restoration of images
    • S. Geman and D. Geman, "Stochastic relaxation, Gibbs distribution and the Bayesian restoration of images," IEEE Trans. Pattern Anal. Machine Intell., vol. PAMI-6, pp. 721-741, 1984.
    • (1984) IEEE Trans. Pattern Anal. Machine Intell. , vol.PAMI-6 , pp. 721-741
    • Geman, S.1    Geman, D.2
  • 27
    • 84950453304 scopus 로고
    • Sampling-based approaches to calculating marginal densities
    • A. E. Gelfand and A. F. M. Smith, "Sampling-based approaches to calculating marginal densities," J. Amer. Stat. Assoc., vol. 85, pp. 398-409, 1990.
    • (1990) J. Amer. Stat. Assoc. , vol.85 , pp. 398-409
    • Gelfand, A.E.1    Smith, A.F.M.2
  • 28
    • 0001789822 scopus 로고
    • Covariance structure of the Gibbs sampler with applications to the comparison of estimators and augmentation schemes
    • J. Liu, W. H. Wong, and A. Kong, "Covariance structure of the Gibbs sampler with applications to the comparison of estimators and augmentation schemes," Biometrika, vol. 81, pp. 27-40, 1994.
    • (1994) Biometrika , vol.81 , pp. 27-40
    • Liu, J.1    Wong, W.H.2    Kong, A.3
  • 29
    • 0001974429 scopus 로고    scopus 로고
    • Markov chain concepts related to sampling algorithms in
    • W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, Eds. London, U.K.: Chapman & Hall
    • G. O. Roberts, "Markov chain concepts related to sampling algorithms," in Markov Chain Monte Carlo in Practice, W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, Eds. London, U.K.: Chapman & Hall, 1996, pp. 45-57.
    • (1996) Markov Chain Monte Carlo in Practice , pp. 45-57
    • Roberts, G.O.1
  • 30
    • 0008471408 scopus 로고
    • Markov chain Monte Carlo convergence diagnostics: A comparative review
    • Univ. Minnesota, Minneapolis, July
    • M. K. Cowles and B. P. Carlin, "Markov chain Monte Carlo convergence diagnostics: A comparative review," Res. Rep. 94-008, Univ. Minnesota, Minneapolis, July 1994.
    • (1994) Res. Rep. 94-008
    • Cowles, M.K.1    Carlin, B.P.2
  • 31
    • 84950445183 scopus 로고
    • A Monte Carlo approach to rionormal and nonlinear state-space modeling
    • June
    • B. P. Carlin, N. G. Poison, and D. S. Stoffer, "A Monte Carlo approach to rionormal and nonlinear state-space modeling," J. Amer. Stat. Assoc., vol. 87, pp. 493-500, June 1992.
    • (1992) J. Amer. Stat. Assoc. , vol.87 , pp. 493-500
    • Carlin, B.P.1    Poison, N.G.2    Stoffer, D.S.3
  • 32
    • 79953111112 scopus 로고
    • Bayesian inference and prediction for mean and variance shifts in autoregressive time series
    • R. E. McCulIoch and R. S. Tsay, "Bayesian inference and prediction for mean and variance shifts in autoregressive time series," J. Amer. Stat. Assoc., vol. 88, pp. 968-978, 1993.
    • (1993) J. Amer. Stat. Assoc. , vol.88 , pp. 968-978
    • McCulioch, R.E.1    Tsay, R.S.2
  • 33
    • 84981454150 scopus 로고
    • Bayesian analysis of autoregressive time series via the Gibbs sampler
    • _, "Bayesian analysis of autoregressive time series via the Gibbs sampler,"J. Tune Series Anal., vol. 15, pp. 235-250, 1994.
    • (1994) J. Tune Series Anal. , vol.15 , pp. 235-250
  • 34
    • 0028410105 scopus 로고
    • Interpolation of missing samples for audio restoration
    • Apr
    • J. J. K. ÖRuanaidh and W. J. Fitzgerald, "Interpolation of missing samples for audio restoration," Electron. Lett., vol. 30, Apr. 1994.
    • (1994) Electron. Lett. , vol.30
    • Öruanaidh, J.J.K.1    Fitzgerald, W.J.2
  • 35
    • 0038853197 scopus 로고
    • Partial non-Gaussian state space
    • N. Shephard, "Partial non-Gaussian state space," Biometrika, vol. 81, pp. 115-131, 1994.
    • (1994) Biometrika , vol.81 , pp. 115-131
    • Shephard, N.1
  • 36
    • 0000761439 scopus 로고    scopus 로고
    • Markov chain Monte Carlo in conditionally Gaussian state space models
    • C. K. Carter and R. Kohn, "Markov chain Monte Carlo in conditionally Gaussian state space models," Biometrika, vol. 83, pp. 589-601, 1996.
    • (1996) Biometrika , vol.83 , pp. 589-601
    • Carter, C.K.1    Kohn, R.2
  • 39
    • 0031213093 scopus 로고    scopus 로고
    • A Bayesian approach to parameter estimation and interpolation of time-varying autoregressive processes using the Gibbs sampler
    • Aug.
    • J. J. Rajan, P. J. W. Rayner, and S. J. Godsill, "A Bayesian approach to parameter estimation and interpolation of time-varying autoregressive processes using the Gibbs sampler," IEE Proc. Vfj., Image, Signal Processing, vol. 144, no. 4,Aug. 1997.
    • (1997) IEE Proc. Vfj., Image, Signal Processing , vol.144 , Issue.4
    • Rajan, J.J.1    Rayner, P.J.W.2    Godsill, S.J.3
  • 41
    • 0031493695 scopus 로고    scopus 로고
    • Bayesian enhancement of speech and audio signals which can be modeled as ARMA processes
    • S. J. Godsill, "Bayesian enhancement of speech and audio signals which can be modeled as ARMA processes," Int. Stat. Rev., vol. 65, pp. 1-21, 1997.
    • (1997) Int. Stat. Rev. , vol.65 , pp. 1-21
    • Godsill, S.J.1
  • 44
    • 0000108540 scopus 로고
    • Outlier models and prior distributions in Bayesian linear regression
    • M. West, "Outlier models and prior distributions in Bayesian linear regression," J. R. Stat. Soc. B, vol. 46, pp. 431-439, 1984.
    • (1984) J. R. Stat. Soc. B , vol.46 , pp. 431-439
    • West, M.1
  • 45
    • 0003071947 scopus 로고
    • Scale mixtures of normal distributions
    • D. F. Andrews and C. L. Mallows, "Scale mixtures of normal distributions," J. R. Stat. Soc. B, vol. 36, pp. 99-102, 1974.
    • (1974) J. R. Stat. Soc. B , vol.36 , pp. 99-102
    • Andrews, D.F.1    Mallows, C.L.2
  • 46
    • 0039713775 scopus 로고
    • On scale mixtures of normal distributions,"
    • M. West, "On scale mixtures of normal distributions," Biometrika, vol. 74, pp. 99-102, 1987.
    • (1987) Biometrika , vol.74 , pp. 99-102
    • West, M.1
  • 49
    • 0006046062 scopus 로고
    • Ph.D. dissertation, Dept. Eng., Cambridge Univ., Cambridge, U.K., Dec.
    • S. J. Godsill, The Restoration of Degraded Audio Signal, Ph.D. dissertation, Dept. Eng., Cambridge Univ., Cambridge, U.K., Dec. 1993.
    • (1993) The Restoration of Degraded Audio Signal
    • Godsill, S.J.1
  • 50
    • 84869152342 scopus 로고
    • Capacity of a burst-noise channel
    • E. N. Gilbert, "Capacity of a burst-noise channel," Bell Syst. Tech. J., 1960, pp. 1253-1265.
    • (1960) Bell Syst. Tech. J. , pp. 1253-1265
    • Gilbert, E.N.1
  • 52
    • 84957910886 scopus 로고    scopus 로고
    • The detection and correction of artefacts in archived gramophone recordings
    • Mohonk, NY, Oct.
    • P. J. W. Rayner and S. J. Godsill, "The detection and correction of artefacts in archived gramophone recordings," in Proc. IEEE Workshop on Audio and Acoustics, Mohonk, NY, Oct. 1991.
    • Proc. IEEE Workshop on Audio and Acoustics , vol.1991
    • Rayner, P.J.W.1    Godsill, S.J.2
  • 53
    • 84893179575 scopus 로고
    • Variable selection via Gibbs sampling
    • Sept.
    • E. I. George and R. E. McCulloch, "Variable selection via Gibbs sampling," J. Amer. Slat. Assoc., vol. 88, pp. 881-889, Sept. 1993.
    • (1993) J. Amer. Slat. Assoc. , vol.88 , pp. 881-889
    • George, E.I.1    McCulloch, R.E.2
  • 54
    • 0000193853 scopus 로고
    • On Gibbs sampling for state space models
    • C. K. Carter and R. Kohn, "On Gibbs sampling for state space models," Biometrika, vol. 81, pp. 541-553, 1994.
    • (1994) Biometrika , vol.81 , pp. 541-553
    • Carter, C.K.1    Kohn, R.2
  • 55
    • 43949153069 scopus 로고
    • Simple conditions for the convergence of the Gibbs sampler and Metropolis Hastings algorithms
    • G. O. Roberts and A. F. M. Smith, "Simple conditions for the convergence of the Gibbs sampler and Metropolis Hastings algorithms," Stochast.Processes Appl, no. 49, pp. 207-216, 1994.
    • (1994) Stochast.Processes Appl , Issue.49 , pp. 207-216
    • Roberts, G.O.1    Smith, A.F.M.2
  • 58
    • 84981426681 scopus 로고
    • Data augmentation and dynamic linear models
    • S. Fruhwirth-Schnatter, "Data augmentation and dynamic linear models," J. Time Series Anal., vol. 15, pp. 183-202, 1994.
    • (1994) J. Time Series Anal. , vol.15 , pp. 183-202
    • Fruhwirth-Schnatter, S.1
  • 59
    • 0001325243 scopus 로고
    • The simulation smoother for time series models
    • P. de long and N. Shephard, 'The simulation smoother for time series models," Biometrika, vol. 82, pp. 339-350, 1995.
    • (1995) Biometrika , vol.82 , pp. 339-350
    • De Long, P.1    Shephard, N.2
  • 60
    • 0016495091 scopus 로고
    • Linear prediction: A tutorial review
    • J. Makhoul, "Linear prediction: A tutorial review," in Proc. IEEE, vol. 63, pp. 561-580, 1975.
    • (1975) Proc. IEEE , vol.63 , pp. 561-580
    • Makhoul, J.1
  • 61
    • 0030539336 scopus 로고    scopus 로고
    • Markov chain Monte Carlo convergence diagnostics: A comparative review
    • M. K. Cowles and B. P. Carlin, "Markov chain Monte Carlo convergence diagnostics: A comparative review," J. Amer. Stat. Assoc., 1996.
    • (1996) J. Amer. Stat. Assoc.
    • Cowles, M.K.1    Carlin, B.P.2
  • 62
    • 0001582213 scopus 로고    scopus 로고
    • Inference and monitoring covergence
    • W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, Eds.. London, U.K.: Chapman & Hall
    • A. Gelman, "Inference and monitoring covergence," in Markov Chain ' Monte Carlo in Practice, W. R. Gilks, S. Richardson, and D. J. Spiegelhalter, Eds.. London, U.K.: Chapman & Hall, 1996, pp. 132-143.
    • (1996) Markov Chain ' Monte Carlo in Practice , pp. 132-143
    • Gelman, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.