Detection and estimation of multiple cisoids in colored noise by Bayesian predictive densities

Chao Ming Cho; Petar M. Djurić

doi:10.1109/ICASSP.1994.389770

Detection and estimation of multiple cisoids in colored noise by Bayesian predictive densities

Chao Ming Cho
, Petar M. Djurić

Electrical Engineering

Microelectronics Technology Inc.

Research output: Contribution to journal › Conference article › peer-review

1 Scopus citations

Abstract

A new criterion based on Bayesian predictive densities and subspace decomposition is proposed to estimate the number and the frequencies of close cisoids in colored noise. The colored noise is modeled by an au tor egression whose order has also to be estimated. The proposed criterion significantly outperforms the MDL and AIC in correctly determining the number of cisoids and the order of the autoregressive process. Furthermore, an algorithm for frequency estimation is proposed that considerably reduces the computational complexity of the criterion.

Original language	English
Article number	389770
Pages (from-to)	IV501-IV504
Journal	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume	4
DOIs	https://doi.org/10.1109/ICASSP.1994.389770
State	Published - 1994
Event	Proceedings of the 1994 IEEE International Conference on Acoustics, Speech and Signal Processing. Part 2 (of 6) - Adelaide, Aust Duration: Apr 19 1994 → Apr 22 1994

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10.1109/ICASSP.1994.389770

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title = "Detection and estimation of multiple cisoids in colored noise by Bayesian predictive densities",

abstract = "A new criterion based on Bayesian predictive densities and subspace decomposition is proposed to estimate the number and the frequencies of close cisoids in colored noise. The colored noise is modeled by an au tor egression whose order has also to be estimated. The proposed criterion significantly outperforms the MDL and AIC in correctly determining the number of cisoids and the order of the autoregressive process. Furthermore, an algorithm for frequency estimation is proposed that considerably reduces the computational complexity of the criterion.",

author = "Cho, \{Chao Ming\} and Djuri{\'c}, \{Petar M.\}",

note = "Publisher Copyright: {\textcopyright} 1994 IEEE; Proceedings of the 1994 IEEE International Conference on Acoustics, Speech and Signal Processing. Part 2 (of 6) ; Conference date: 19-04-1994 Through 22-04-1994",

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AU - Cho, Chao Ming

AU - Djurić, Petar M.

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N2 - A new criterion based on Bayesian predictive densities and subspace decomposition is proposed to estimate the number and the frequencies of close cisoids in colored noise. The colored noise is modeled by an au tor egression whose order has also to be estimated. The proposed criterion significantly outperforms the MDL and AIC in correctly determining the number of cisoids and the order of the autoregressive process. Furthermore, an algorithm for frequency estimation is proposed that considerably reduces the computational complexity of the criterion.

AB - A new criterion based on Bayesian predictive densities and subspace decomposition is proposed to estimate the number and the frequencies of close cisoids in colored noise. The colored noise is modeled by an au tor egression whose order has also to be estimated. The proposed criterion significantly outperforms the MDL and AIC in correctly determining the number of cisoids and the order of the autoregressive process. Furthermore, an algorithm for frequency estimation is proposed that considerably reduces the computational complexity of the criterion.

UR - https://www.scopus.com/pages/publications/85056732174

U2 - 10.1109/ICASSP.1994.389770

DO - 10.1109/ICASSP.1994.389770

M3 - Conference article

AN - SCOPUS:85056732174

SN - 0736-7791

VL - 4

SP - IV501-IV504

JO - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

JF - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

M1 - 389770

T2 - Proceedings of the 1994 IEEE International Conference on Acoustics, Speech and Signal Processing. Part 2 (of 6)

Y2 - 19 April 1994 through 22 April 1994

ER -

Detection and estimation of multiple cisoids in colored noise by Bayesian predictive densities

Abstract

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