Bayesian Spectrum Estimation of Harmonic Signals

Peter M. Djurić; Hsiang Tsun Li

doi:10.1109/97.473649

Bayesian Spectrum Estimation of Harmonic Signals

Peter M. Djurić
, Hsiang Tsun Li

Electrical Engineering

Stony Brook University

Research output: Contribution to journal › Article › peer-review

23 Scopus citations

Abstract

A Bayesian spectrum estimator of harmonic signals in Gaussian noise is derived. It is based on the expected value of the theoretical signal spectrum over the joint posterior density function of the signal and noise parameters. Simulation results are provided that show its performance and comparison with MUSIC.

Original language	English
Pages (from-to)	213-215
Number of pages	3
Journal	IEEE Signal Processing Letters
Volume	2
Issue number	11
DOIs	https://doi.org/10.1109/97.473649
State	Published - Nov 1995

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title = "Bayesian Spectrum Estimation of Harmonic Signals",

abstract = "A Bayesian spectrum estimator of harmonic signals in Gaussian noise is derived. It is based on the expected value of the theoretical signal spectrum over the joint posterior density function of the signal and noise parameters. Simulation results are provided that show its performance and comparison with MUSIC.",

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AU - Li, Hsiang Tsun

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AB - A Bayesian spectrum estimator of harmonic signals in Gaussian noise is derived. It is based on the expected value of the theoretical signal spectrum over the joint posterior density function of the signal and noise parameters. Simulation results are provided that show its performance and comparison with MUSIC.

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JO - IEEE Signal Processing Letters

JF - IEEE Signal Processing Letters

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Bayesian Spectrum Estimation of Harmonic Signals

Abstract

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