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
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;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on
Conference_Location :
Kyoto
Print_ISBN :
978-1-4673-0045-2
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2012.6288760