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The Bayesian Approach to Signal Modelling

Fitzgerald, WJ (1998) The 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 probabilitiy 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
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:49
Last Modified: 03 Aug 2017 03:17