• DocumentCode
    3160861
  • Title

    Estimation of multimodal posterior distributions of chirp parameters with population Monte Carlo sampling

  • Author

    Bingxin Shen ; Bugallo, Monica F. ; Djuric, P.M.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Stony Brook Univ., Stony Brook, NY, USA
  • fYear
    2012
  • fDate
    25-30 March 2012
  • Firstpage
    3861
  • Lastpage
    3864
  • Abstract
    Chirp signals are usually encountered in target tracking problems including radar and sonar systems. The multimodality characterizing the distribution of the chirp signal parameters makes their estimation very challenging. In this paper we apply marginalized population Monte Carlo (MPMC) sampling to the problem of parameter estimation of chirp signals in noise. MPMC reduces the dimension of the vector of unknowns by marginalizing the complex amplitudes, which are conditionally linear on the chirp rates and frequencies. A Gibbs sampling scheme is combined with the MPMC method to further improve the performance. Computer simulations illustrate the validity of the proposed approach.
  • Keywords
    Monte Carlo methods; parameter estimation; signal sampling; vectors; Gibbs sampling scheme; MPMC sampling; chirp signal parameter distribution estimation; complex amplitude marginalization; computer simulation; marginalized population Monte Carlo sampling; multimodal posterior distributions estimation; radar system; sonar system; target tracking problem; Chirp; Estimation; Monte Carlo methods; Noise; Sociology; Vectors; Gibbs sampling; Population Monte Carlo; marginalization; multimodality;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on
  • Conference_Location
    Kyoto
  • ISSN
    1520-6149
  • Print_ISBN
    978-1-4673-0045-2
  • Electronic_ISBN
    1520-6149
  • Type

    conf

  • DOI
    10.1109/ICASSP.2012.6288760
  • Filename
    6288760