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Bayesian approach to signal modelling

Fitzgerald, WJ (1998) Bayesian approach to signal modelling. IEE Colloquium (Digest). ISSN 0963-3308

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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.

Item Type: Article
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Date Deposited: 09 Dec 2016 17:59
Last Modified: 30 Mar 2017 02:00