Fitzgerald, WJ (1998) Bayesian approach to signal modelling. IEE Colloquium (Digest). ISSN 0963-3308Full text not available from this repository.
In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probability densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.
|Depositing User:||Cron Job|
|Date Deposited:||02 Sep 2016 17:02|
|Last Modified:||01 Dec 2016 08:30|