Sequential MCMC estimation of nonlinear instantaneous frequency

Y. Li, D. Simon, Antonia Papandreou-Suppappola, Darryl Morrell, R. L. Murray

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Abstract

Instantaneous frequency (IF) estimation of signals with nonlinear phase is challenging, especially for online processing. In this paper, we propose IF estimation using sequential Bayesian techniques, by combining the particle filtering method with the Markov chain Monte Carlo (MCMC) method. Using this approach, a nonlinear IF of unknown closed form is approximated as a linear combination of the IFs of non-overlapping waveforms with polynomial phase. Simultaneously applying parameter estimation and model selection, the new technique is extended to the IF estimation of multicomponent signals. Using simulations, the performance of this sequential MCMC approach is demonstrated and compared with an existing IF estimation technique using the Wigner distribution.

Original languageEnglish (US)
Title of host publicationICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume3
DOIs
StatePublished - 2007
Event2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07 - Honolulu, HI, United States
Duration: Apr 15 2007Apr 20 2007

Other

Other2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
CountryUnited States
CityHonolulu, HI
Period4/15/074/20/07

Fingerprint

Frequency estimation
Markov chains
Markov processes
Parameter estimation
Monte Carlo methods
Polynomials
Monte Carlo method
waveforms
polynomials
Processing
simulation

Keywords

  • Bayes theorem
  • Frequency estimation
  • Markov chain Monte Carlo
  • Particle filter

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Signal Processing
  • Acoustics and Ultrasonics

Cite this

Li, Y., Simon, D., Papandreou-Suppappola, A., Morrell, D., & Murray, R. L. (2007). Sequential MCMC estimation of nonlinear instantaneous frequency. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings (Vol. 3). [4217925] https://doi.org/10.1109/ICASSP.2007.367052

Sequential MCMC estimation of nonlinear instantaneous frequency. / Li, Y.; Simon, D.; Papandreou-Suppappola, Antonia; Morrell, Darryl; Murray, R. L.

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 3 2007. 4217925.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Li, Y, Simon, D, Papandreou-Suppappola, A, Morrell, D & Murray, RL 2007, Sequential MCMC estimation of nonlinear instantaneous frequency. in ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. vol. 3, 4217925, 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07, Honolulu, HI, United States, 4/15/07. https://doi.org/10.1109/ICASSP.2007.367052
Li Y, Simon D, Papandreou-Suppappola A, Morrell D, Murray RL. Sequential MCMC estimation of nonlinear instantaneous frequency. In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 3. 2007. 4217925 https://doi.org/10.1109/ICASSP.2007.367052
Li, Y. ; Simon, D. ; Papandreou-Suppappola, Antonia ; Morrell, Darryl ; Murray, R. L. / Sequential MCMC estimation of nonlinear instantaneous frequency. ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings. Vol. 3 2007.
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