A maximum a posteriori algorithm for reconstruction of targets in incompletely defined correlated noise
The maximum a posteriori (MAP) line spectral estimator used to characterize sinusoids in data corrupted by Gaussian noise of unknown correlation is generalized to the case where an experimental estimate of noise covariance is available. The estimator is robust to noise with mean square error and sta...
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| Veröffentlicht in: | IEEE transactions on signal processing 1998-05, Vol.46 (5), p.1439-1443 |
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| container_end_page | 1443 |
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| container_issue | 5 |
| container_start_page | 1439 |
| container_title | IEEE transactions on signal processing |
| container_volume | 46 |
| creator | Willis, A.J. De Mello Koch, R. Spear, B. Klopper, A. |
| description | The maximum a posteriori (MAP) line spectral estimator used to characterize sinusoids in data corrupted by Gaussian noise of unknown correlation is generalized to the case where an experimental estimate of noise covariance is available. The estimator is robust to noise with mean square error and standard deviation falling below that of the classical MAP for increasing number of samples, while approaching classical MAP for the case of no prior knowledge. |
| doi_str_mv | 10.1109/78.668807 |
| format | Article |
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| ispartof | IEEE transactions on signal processing, 1998-05, Vol.46 (5), p.1439-1443 |
| issn | 1053-587X 1941-0476 |
| language | eng |
| recordid | cdi_crossref_primary_10_1109_78_668807 |
| source | IEEE Electronic Library (IEL) |
| subjects | Acoustic noise Africa Applied sciences Bayesian methods Detection, estimation, filtering, equalization, prediction Direction of arrival estimation Exact sciences and technology Frequency estimation Gaussian noise Information, signal and communications theory Narrowband Phased arrays Sensor arrays Signal and communications theory Signal, noise Telecommunications and information theory Vectors |
| title | A maximum a posteriori algorithm for reconstruction of targets in incompletely defined correlated noise |
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