Title :
A Simple Algorithm for Bayesian Signal Analysis With Applications to Metrology
Author :
Kyriazis, Gregory A.
Author_Institution :
Inst. Nac. de Metrologia, Normalizacao e Qualidade Ind. (Inmetro), Duque de Caxias, Brazil
fDate :
7/1/2011 12:00:00 AM
Abstract :
A Bayesian approach to spectrum analysis using approximations based on the posterior mode is applied here to waveform metrology. A simple algorithm for obtaining accurate estimates of signal parameters and their associated uncertainties is presented. It is assumed that the data can be modeled with trigonometric equations. The algorithm can be easily implemented with those commercial laboratory software packages routinely used by metrologists for controlling instrumentation and reporting measurement results. Its performance has been confirmed through several experimental setups.
Keywords :
approximation theory; computerised instrumentation; software packages; spectral analysis; Bayesian signal analysis; associated uncertainty; commercial laboratory software package; instrumentation control; metrology; posterior mode; reporting measurement control; signal parameter estimation; spectrum analysis; trigonometric equation; waveform metrology; Algorithm design and analysis; Bayesian methods; Harmonic analysis; Modulation; Noise; Uncertainty; Voltage measurement; Bayesian inference; calibration; flicker; harmonics; sampling methods; signal analysis;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on
DOI :
10.1109/TIM.2011.2113810