TY - GEN
T1 - Sequential MCMC estimation of nonlinear instantaneous frequency
AU - Li, Y.
AU - Simon, D.
AU - Papandreou-Suppappola, Antonia
AU - Morrell, Darryl
AU - Murray, R. L.
PY - 2007/8/6
Y1 - 2007/8/6
N2 - 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.
AB - 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.
KW - Bayes theorem
KW - Frequency estimation
KW - Markov chain Monte Carlo
KW - Particle filter
UR - http://www.scopus.com/inward/record.url?scp=34547552817&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=34547552817&partnerID=8YFLogxK
U2 - 10.1109/ICASSP.2007.367052
DO - 10.1109/ICASSP.2007.367052
M3 - Conference contribution
AN - SCOPUS:34547552817
SN - 1424407281
SN - 9781424407286
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - III1177-III1180
BT - 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
T2 - 2007 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP '07
Y2 - 15 April 2007 through 20 April 2007
ER -