The following information was submitted:
Transactions: WSEAS TRANSACTIONS ON SIGNAL PROCESSING
Transactions ID Number: 28-167
Full Name: Dursun Üstündað
Position: Assistant Professor
Age: ON
Sex: Male
Address: The Department of Mathematics, The Faculty of Science and Letters,The University of Marmara, Göztepe Campus 34722, Istanbul
Country: TURKEY
Tel: +90 216 345 11 86
Tel prefix: +90 216 346 45 53
Fax: +90 216 347 87 83
E-mail address: dustundag@marmara.edu.tr
Other E-mails: mcevri@gmail.com
Title of the Paper: Estimating Parameters of Sinusoids from Noisy Data Using Bayesian Inference with Simulated Annealing
Authors as they appear in the Paper: DURSUN ÜSTÜNDAÐ, MEHMET CEVRÝ
Email addresses of all the authors: dustundag@marmara.edu.tr,mcevri@gmail.com
Number of paper pages: 10
Abstract: In this paper, we consider Bayesian analysis proposed by Bretthorst for estimating parameters of the corrupted signals and incorporate it with a simulated annealing algorithm to obtain a global maximum of the posterior probability density of the parameters. Thus, this analysis offers different approach to find parameter values through a directed, but random, search of the parameter space. For this purpose, we developed a Mathematica code of this Bayesian approach and used it for recovering sinusoids corrupted by random noise. The simulation results support the effectiveness of the method.
Keywords: Bayesian Statistical Inference, Simulated Annealing, Parameter Estimations, Optimization, Spectral Analysis, Signal Processing.
EXTENSION of the file: .doc
Special (Invited) Session: Bayesian Parameter Estimation of Sinusoids with Simulated Annealing
Organizer of the Session: 594-437
How Did you learn about congress: Özcan Kalenderli, ozcan@elk.itu.edu.tr
IP ADDRESS: 193.255.177.3
