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Analytical expression for the posterior distribution of signals in colored Gaussian noise
Chalmers University of Technology.
2002 (English)In: Conference Record of the Thirty-Sixth Asilomar Conference on Signals, Systems and Computers, IEEE Communications Society, 2002, Vol. 2, p. 1767-1771Conference paper, Published paper (Refereed)
Abstract [en]

The paper describes a Bayesian approach to estimate the amplitude of a given signal embedded in complex zero-mean Gaussian noise with unknown covariance. By employing Jeffreys priors to unknown parameters, the posterior distribution is derived analytically. While the resulting estimates are merely reproductions of classical estimates, the Bayesian approach offers an enhanced ability to predict the quality of estimates conditioned on the measured data. This ability is further highlighted by simulations using finite training sets.

Place, publisher, year, edition, pages
IEEE Communications Society, 2002. Vol. 2, p. 1767-1771
National Category
Signal Processing
Research subject
Signal Processing
Identifiers
URN: urn:nbn:se:ltu:diva-27748DOI: 10.1109/ACSSC.2002.1197078Scopus ID: 37629436Local ID: 149477f0-f17b-11df-8b36-000ea68e967bISBN: 0-7803-7576-9 (print)OAI: oai:DiVA.org:ltu-27748DiVA, id: diva2:1000937
Conference
Asilomar Conference on Signals, Systems and Computers : 03/11/2002 - 06/11/2002
Note
Upprättat; 2002; 20101116 (ysko)Available from: 2016-09-30 Created: 2016-09-30 Last updated: 2017-11-25Bibliographically approved

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Lundberg, Magnus

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  • apa
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