Bayesian analysis of generalized frequency-modulated signals

IEEE Transactions on Signal Processing

Volumn 50, Issue 3, 2002, Pages 725-735

  Copsey, Keith ^a   Gordon, Neil ^a   Marrs, Alan ^a  

^a QINETIQ   (United Kingdom)

Author keywords

Bayesian inference; General frequency modulated signals; Model selection; Parameter estimation; Reversible jump Markov chain Monte Carlo

Indexed keywords

ALGORITHMS; INFERENCE ENGINES; MARKOV PROCESSES; MATHEMATICAL MODELS; METHOD OF MOMENTS; MONTE CARLO METHODS; PARAMETER ESTIMATION; WAVEFORM ANALYSIS;

BAYESIAN ANALYSIS; BAYESIAN INFERENCE; REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO;

FREQUENCY MODULATION;

EID: 0036504008     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.984771     Document Type: Article

References (13)

1. Joint Bayesian model selection and estimation of noisy sinusoids via reversible jump MCMC
2. Estimation of general, discrete-time FM processes
3. Tracking a general, frequency modulated signal in noise
4. On Bayesian analysis of mixtures with an unknown number of components
5. MCMC methods for Bayesian analysis of nonlinear parameteric regression problems. Applications to spectral analysis and impulsive deconvolution
6. Reversible jump MCMC computation and Bayesian model determination
7. Explaining the Gibbs sampler
8. Understanding the Metropolis-Hastings algorithm
9. Markov chains for exploring posterior distributions
10. A model selection rule for sinusoids in white Gaussian noise