메뉴 건너뛰기




Volumn 81, Issue 1, 2001, Pages 83-97

MCMC methods for restoration of nonlinearly distorted autoregressive signals

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; MATHEMATICAL MODELS; MONTE CARLO METHODS; POLYNOMIALS; REGRESSION ANALYSIS; SIGNAL DISTORTION;

EID: 0034825038     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1684(00)00192-4     Document Type: Article
Times cited : (9)

References (50)
  • 1
    • 0016355478 scopus 로고
    • A new look at statistical model identification
    • H. Akaike, A new look at statistical model identification, IEEE Trans. Automat. Control AC-19 (1974) 716-723.
    • (1974) IEEE Trans. Automat. Control , vol.AC-19 , pp. 716-723
    • Akaike, H.1
  • 3
    • 0342763773 scopus 로고
    • Bayesian estimation of an autoregressive model using Markov chain Monte Carlo
    • Australian Graduate School of Management, University of New South Wales
    • G. Barnett, R. Kohn, S. Sheather, Bayesian estimation of an autoregressive model using Markov chain Monte Carlo, Technical Report, Australian Graduate School of Management, University of New South Wales, 1994.
    • (1994) Technical Report
    • Barnett, G.1    Kohn, R.2    Sheather, S.3
  • 4
    • 0024685547 scopus 로고
    • Identification of MIMO non-linear systems using a forward-regression orthogonal estimator
    • S.A. Billings, S. Chen, M.J. Korenberg, Identification of MIMO non-linear systems using a forward-regression orthogonal estimator, Int. J. Control 49 (6) (1989) 2157-2189.
    • (1989) Int. J. Control , vol.49 , Issue.6 , pp. 2157-2189
    • Billings, S.A.1    Chen, S.2    Korenberg, M.J.3
  • 6
    • 0040118678 scopus 로고    scopus 로고
    • Frequency domain analysis of NARX neural networks
    • J.E. Chance, K. Worden, G.R. Tomlinson, Frequency domain analysis of NARX neural networks, J. Sound Vib. 213 (5) (1998) 915-941.
    • (1998) J. Sound Vib. , vol.213 , Issue.5 , pp. 915-941
    • Chance, J.E.1    Worden, K.2    Tomlinson, G.R.3
  • 7
    • 85031478928 scopus 로고    scopus 로고
    • On the selection of best subset autoregressive time series models
    • Department of Statistics, Feng-Chia University, Taiwan, October
    • C.W.S. Chen, On the selection of best subset autoregressive time series models, Technical Report, Department of Statistics, Feng-Chia University, Taiwan, October 1996.
    • (1996) Technical Report
    • Chen, C.W.S.1
  • 8
    • 0024885063 scopus 로고
    • Modelling and analysis of non-linear time series
    • S. Chen, S.A. Billings, Modelling and analysis of non-linear time series, Int. J. Control 50 (6) (1989) 2151-2171.
    • (1989) Int. J. Control , vol.50 , Issue.6 , pp. 2151-2171
    • Chen, S.1    Billings, S.A.2
  • 10
    • 0342329021 scopus 로고    scopus 로고
    • Signal processing applications of Markov chain Monte Carlo methods
    • this issue
    • W.J. Fitzgerald, Signal processing applications of Markov chain Monte Carlo methods, Signal Processing, this issue.
    • Signal Processing
    • Fitzgerald, W.J.1
  • 11
    • 0021518209 scopus 로고
    • Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images
    • S. Geman, D. Geman, Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images, IEEE Trans. Pattern Anal. Mach. Intell. PAMI-6 (6) (1984) 721-741.
    • (1984) IEEE Trans. Pattern Anal. Mach. Intell. , vol.PAMI-6 , Issue.6 , pp. 721-741
    • Geman, S.1    Geman, D.2
  • 12
    • 84893179575 scopus 로고
    • Variable selection via Gibbs sampling
    • E.I. George, R.E. McCulloch, Variable selection via Gibbs sampling, J. Am. Stat. Assoc. 88 (423) (1993) 881-889.
    • (1993) J. Am. Stat. Assoc. , vol.88 , Issue.423 , pp. 881-889
    • George, E.I.1    McCulloch, R.E.2
  • 13
    • 0004581641 scopus 로고    scopus 로고
    • Stochastic search variable selection
    • W.R. Gilks, S. Richardson, D.J. Spiegelhalter (Eds.), Chapman & Hall, London
    • E.I. George, R.E. McCulloch, Stochastic search variable selection, in: W.R. Gilks, S. Richardson, D.J. Spiegelhalter (Eds.), Markov Chain Monte Carlo in Practice: Interdisciplinary Statistics, Chapman & Hall, London, 1996, pp. 203-214.
    • (1996) Markov Chain Monte Carlo in Practice: Interdisciplinary Statistics , pp. 203-214
    • George, E.I.1    McCulloch, R.E.2
  • 14
    • 0000647838 scopus 로고    scopus 로고
    • Variable selection and model comparison in regression
    • J.M. Bernardo, J.O. Berger, A.P. Dawid, A. F.M. Smith (Eds.), Oxford University Press, Oxford
    • J. Geweke, Variable selection and model comparison in regression, in: J.M. Bernardo, J.O. Berger, A.P. Dawid, A. F.M. Smith (Eds.), Bayesian Statistics 5, Oxford University Press, Oxford, 1996, pp. 609-620.
    • (1996) Bayesian Statistics , vol.5 , pp. 609-620
    • Geweke, J.1
  • 16
    • 0342329020 scopus 로고    scopus 로고
    • Some new relationships between MCMC model uncertainty methods
    • Department of Engineering, University of Cambridge, November
    • S.J. Godsill, Some new relationships between MCMC model uncertainty methods, Technical Report CUED/F-INFENG/TR.305, Department of Engineering, University of Cambridge, November 1997.
    • (1997) Technical Report CUED/F-INFENG/TR.305
    • Godsill, S.J.1
  • 17
    • 0029344205 scopus 로고
    • A Bayesian approach to the restoration of degraded audio signals
    • S.J. Godsill, P.J.W. Rayner, A Bayesian approach to the restoration of degraded audio signals, IEEE Trans. Speech Audio Process. 3 (4) (1995) 267-278.
    • (1995) IEEE Trans. Speech Audio Process. , vol.3 , Issue.4 , pp. 267-278
    • Godsill, S.J.1    Rayner, P.J.W.2
  • 19
    • 0029725465 scopus 로고    scopus 로고
    • Robust noise reduction for speech and audio signals
    • S.J. Godsill, P.J.W. Rayner, Robust noise reduction for speech and audio signals, Proc. IEEE ICASSP-96 II (1996) 625-628.
    • (1996) Proc. IEEE ICASSP-96 , vol.2 , pp. 625-628
    • Godsill, S.J.1    Rayner, P.J.W.2
  • 20
    • 0040899812 scopus 로고    scopus 로고
    • Robust treatment of impulsive noise in speech and audio signals
    • J.O. Berger, B. Betro, E. Moreno, L.R. Pericchi, F. Ruggeri, G. Salinetti, L. Wasserman (Eds.), Bayesian Robustness
    • S.J. Godsill, P.J.W. Rayner, Robust treatment of impulsive noise in speech and audio signals, in: J.O. Berger, B. Betro, E. Moreno, L.R. Pericchi, F. Ruggeri, G. Salinetti, L. Wasserman (Eds.), Bayesian Robustness, IMS Lecture Notes-Monograph Series, Vol. 29, 1996, pp. 331-342.
    • (1996) IMS Lecture Notes-Monograph Series , vol.29 , pp. 331-342
    • Godsill, S.J.1    Rayner, P.J.W.2
  • 22
    • 0032122676 scopus 로고    scopus 로고
    • Statistical reconstruction and analysis of autoregressive signals in impulsive noise using the Gibbs sampler
    • S.J. Godsill, P.J.W. Rayner, Statistical reconstruction and analysis of autoregressive signals in impulsive noise using the Gibbs sampler, IEEE Trans. Speech Audio Process. 6 (4) (1998) 352-372.
    • (1998) IEEE Trans. Speech Audio Process. , vol.6 , Issue.4 , pp. 352-372
    • Godsill, S.J.1    Rayner, P.J.W.2
  • 24
    • 77956889087 scopus 로고
    • Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
    • P.J. Green, Reversible jump Markov chain Monte Carlo computation and Bayesian model determination, Biometrika 82 (4) (1995) 711-732.
    • (1995) Biometrika , vol.82 , Issue.4 , pp. 711-732
    • Green, P.J.1
  • 25
    • 77956890234 scopus 로고
    • Monte Carlo sampling methods using Markov chains and their applications
    • W.K. Hastings, Monte Carlo sampling methods using Markov chains and their applications, Biometrika 57 (1) (1970) 97-109.
    • (1970) Biometrika , vol.57 , Issue.1 , pp. 97-109
    • Hastings, W.K.1
  • 26
    • 85031485368 scopus 로고    scopus 로고
    • Adaptive adjustment of nonlinear filters used for loudspeaker equalization
    • preprint 4646, May
    • W. Klippel, Adaptive adjustment of nonlinear filters used for loudspeaker equalization, Presented at the 104th Convention of the Audio Engineering Society, preprint 4646, May 1998.
    • (1998) 104th Convention of the Audio Engineering Society
    • Klippel, W.1
  • 27
    • 0010940761 scopus 로고
    • Variable selection for regression models
    • Department of Statistics, University of Connecticut
    • L. Kuo, B. Mallick, Variable selection for regression models, Technical Report 94-26, Department of Statistics, University of Connecticut, 1994.
    • (1994) Technical Report 94-26
    • Kuo, L.1    Mallick, B.2
  • 28
    • 0031283649 scopus 로고    scopus 로고
    • Bayesian semiparametric inference for the accelerated failure-time model
    • L. Kuo, B. Mallick, Bayesian semiparametric inference for the accelerated failure-time model, Can. J. Stat. 25 (4) (1997) 457-472.
    • (1997) Can. J. Stat. , vol.25 , Issue.4 , pp. 457-472
    • Kuo, L.1    Mallick, B.2
  • 29
    • 0032445796 scopus 로고    scopus 로고
    • On-line identification of nonlinear systems using Volterra polynomial basis function neural networks
    • G.P. Liu, V. Kadirkamanathan, S.A. Billings, On-line identification of nonlinear systems using Volterra polynomial basis function neural networks, Neural Networks 11 (9) (1998) 1645-1657.
    • (1998) Neural Networks , vol.11 , Issue.9 , pp. 1645-1657
    • Liu, G.P.1    Kadirkamanathan, V.2    Billings, S.A.3
  • 30
    • 0000854270 scopus 로고
    • Covariance structure and convergence rate of the Gibbs sampler with various scans
    • J.S. Liu, W.H. Wong, A. Kong, Covariance structure and convergence rate of the Gibbs sampler with various scans, J. Roy. Stat. Soc. B 57 (1) (1995) 157-169.
    • (1995) J. Roy. Stat. Soc. B , vol.57 , Issue.1 , pp. 157-169
    • Liu, J.S.1    Wong, W.H.2    Kong, A.3
  • 34
    • 0028410105 scopus 로고
    • Interpolation of missing samples for audio restoration
    • J.J.K. O Ruanaidh, W.J. Fitzgerald, Interpolation of missing samples for audio restoration, Electron. Lett. 30 (1994) 622-623.
    • (1994) Electron. Lett. , vol.30 , pp. 622-623
    • Ruanaidh, J.J.K.1    Fitzgerald, W.J.2
  • 35
    • 0342328997 scopus 로고
    • Ph.D. Thesis, University of Cambridge, October
    • K.J. Pope, Time series analysis, Ph.D. Thesis, University of Cambridge, October 1993.
    • (1993) Time Series Analysis
    • Pope, K.J.1
  • 36
    • 0021117443 scopus 로고
    • Restoration of nonlinearly distorted magnetic recordings
    • D. Preis, H. Polchlopek, Restoration of nonlinearly distorted magnetic recordings, J. Audio Eng. Soc. 32 (1) (1984) 26-30.
    • (1984) J. Audio Eng. Soc. , vol.32 , Issue.1 , pp. 26-30
    • Preis, D.1    Polchlopek, H.2
  • 37
    • 0029370910 scopus 로고
    • Unsupervised time-series classification
    • J.J. Rajan, P.J.W. Rayner, Unsupervised time-series classification, Signal Processing 46 (1) (1995) 57-74.
    • (1995) Signal Processing , vol.46 , Issue.1 , pp. 57-74
    • Rajan, J.J.1    Rayner, P.J.W.2
  • 39
    • 0000051645 scopus 로고    scopus 로고
    • Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler
    • G.O. Roberts, S.K. Sahu, Updating schemes, correlation structure, blocking and parameterization for the Gibbs sampler, J. Roy. Stat. Soc. B 59 (2) (1997) 291-317.
    • (1997) J. Roy. Stat. Soc. B , vol.59 , Issue.2 , pp. 291-317
    • Roberts, G.O.1    Sahu, S.K.2
  • 42
    • 0003566072 scopus 로고
    • Non-Linear Time Series: A Dynamical System Approach
    • Oxford University Press, Oxford
    • H. Tong, Non-Linear Time Series: A Dynamical System Approach, Oxford Statistical Science Series, Oxford University Press, Oxford, 1990.
    • (1990) Oxford Statistical Science Series
    • Tong, H.1
  • 44
    • 0030715485 scopus 로고    scopus 로고
    • Bayesian model selection for time series using Markov chain Monte Carlo
    • P.T. Troughton, S.J. Godsill, Bayesian model selection for time series using Markov chain Monte Carlo, Proc. IEEE ICASSP-97 V (1997) 3733-3736.
    • (1997) Proc. IEEE ICASSP-97 , vol.5 , pp. 3733-3736
    • Troughton, P.T.1    Godsill, S.J.2
  • 45
    • 0003721439 scopus 로고    scopus 로고
    • A reversible jump sampler for autoregressive time series, employing full conditionals to achieve efficient model space moves
    • Department of Engineering, University of Cambridge, November
    • P.T. Troughton, S.J. Godsill, A reversible jump sampler for autoregressive time series, employing full conditionals to achieve efficient model space moves, Technical Report CUED/F-INFENG/TR.304, Department of Engineering, University of Cambridge, November 1997.
    • (1997) Technical Report CUED/F-INFENG/TR.304
    • Troughton, P.T.1    Godsill, S.J.2
  • 46
    • 0342328995 scopus 로고    scopus 로고
    • Bayesian model selection for linear and non-linear time series using the Gibbs sampler
    • J.G. McWhirter (Ed.), Oxford University Press, Oxford
    • P.T. Troughton, S.J. Godsill, Bayesian model selection for linear and non-linear time series using the Gibbs sampler, in: J.G. McWhirter (Ed.), Mathematics in Signal Process ing IV, Oxford University Press, Oxford, 1998, pp. 249-261.
    • (1998) Mathematics in Signal Processing , vol.4 , pp. 249-261
    • Troughton, P.T.1    Godsill, S.J.2
  • 47
    • 0031625519 scopus 로고    scopus 로고
    • A reversible jump sampler for autoregressive time series
    • P.T. Troughton, S.J. Godsill, A reversible jump sampler for autoregressive time series, Proc. IEEE ICASSP-98 IV (1998) 2257-2260.
    • (1998) Proc. IEEE ICASSP-98 , vol.4 , pp. 2257-2260
    • Troughton, P.T.1    Godsill, S.J.2
  • 48
    • 0026929665 scopus 로고
    • Restoration of old gramophone recordings
    • S.V. Vaseghi, R. Frayling-Cork, Restoration of old gramophone recordings, J. Audio Eng. Soc. 40 (10) (1992) 791-801.
    • (1992) J. Audio Eng. Soc. , vol.40 , Issue.10 , pp. 791-801
    • Vaseghi, S.V.1    Frayling-Cork, R.2
  • 50
    • 0020203610 scopus 로고
    • Restoration of nonlinearly distorted audio by histogram equalization
    • S.A. White, Restoration of nonlinearly distorted audio by histogram equalization, J. Audio Eng. Soc. 30 (11) (1982) 828-832.
    • (1982) J. Audio Eng. Soc. , vol.30 , Issue.11 , pp. 828-832
    • White, S.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.