Title :
Bayesian estimation of instantaneous frequency
Author :
Doucet, Arnaud ; Duvaut, Patrick
Author_Institution :
LETI, CEA Technol. Avancees, Gif-sur-Yvette, France
Abstract :
The problem addressed in this paper is the Bayesian estimation of the instantaneous frequency for parametric nonstationary processes. We carry out Bayesian inference on the unknown parameters using powerful stochastic algorithms, the Markov chain Monte Carlo methods. Applications of such techniques to several models are presented and results of a simulation for one of those models are presented
Keywords :
Bayes methods; Markov processes; Monte Carlo methods; frequency estimation; signal processing; Bayesian estimation; Bayesian inference; Markov chain Monte Carlo methods; instantaneous frequency; parametric nonstationary processes; simulation; stationary signal; stochastic algorithms; Acoustic applications; Bayesian methods; Computed tomography; Frequency estimation; Inference algorithms; Integrated circuit noise; Parameter estimation; Radar applications; Stochastic processes; Underwater acoustics;
Conference_Titel :
Time-Frequency and Time-Scale Analysis, 1996., Proceedings of the IEEE-SP International Symposium on
Conference_Location :
Paris
Print_ISBN :
0-7803-3512-0
DOI :
10.1109/TFSA.1996.546672
