Bayesian estimation of time delays between unevenly sampled signals

被引：9

作者：

Harva, Markus ^{[1
]}

Raychaudhury, Somak ^{[2
]}

机构：

[1] Helsinki Univ Technol, Lab Comp & Informat Sci, FI-02015 Espoo, Finland

[2] Univ Birmingham, Sch Phys & Astron, Birmingham B15 2TT, W Midlands, England

来源：

NEUROCOMPUTING | 2008年 / 72卷 / 1-3期

关键词：

Delay estimation; Irregular sampling; Bayesian methods; MCMC; Kalman filtering;

D O I：

10.1016/j.neucom.2007.12.046

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

A method for estimating time delays between signals that are irregularly sampled is presented. The approach is based on postulating a latent variable model encoding the assumption of slow variability of the underlying source signal. The posterior distribution of the delay is obtained partly by exact marginalisation computable by a specific type of Kalman filter and partly by Markov chain Monte Carlo. Experiments with artificial data show the effectiveness of the proposed approach while results with real-world gravitational lens data provide the main motivation for this work. (C) 2008 Elsevier B.V. All rights reserved.

引用

页码：32 / 38

页数：7

共 50 条

[31] SAMPLED-DATA STATE ESTIMATION FOR NEURAL NETWORKS WITH ADDITIVE TIME–VARYING DELAYS
M.SYED ALI
N.GUNASEKARAN
曹进德
Acta Mathematica Scientia, 2019, (01) : 195 - 213
[32] Estimation of Complexity of Sampled Biomedical Continuous Time Signals Using Approximate Entropy
Mesin, Luca
FRONTIERS IN PHYSIOLOGY, 2018, 9
[33] Fully blind estimation of time delays and spatial signatures for cyclostationary signals
Yu, HY
Hongyi, Y
ELECTRONICS LETTERS, 1998, 34 (25) : 2378 - 2380
[34] Joint estimation of time delays, Doppler shifts and DOAs of multipath signals
Yi, M
Wei, P
Xiao, XC
2004 INTERNATIONAL CONFERENCE ON COMMUNICATION, CIRCUITS, AND SYSTEMS, VOLS 1 AND 2: VOL 1: COMMUNICATION THEORY AND SYSTEMS - VOL 2: SIGNAL PROCESSING, CIRCUITS AND SYSTEMS, 2004, : 822 - 825
[35] Fully blind estimation of time delays and spatial signatures for cyclostationary signals
Electron Lett, 25 (2378-2380):
[36] Identification of continuous-time AR processes from unevenly sampled data
Larsson, EK
Söderström, T
AUTOMATICA, 2002, 38 (04) : 709 - 718
[37] Estimation of fading channels modeled by stochastic differential equations from unevenly sampled data
Larsson, Erik K.
Mossberg, Magnus
2007 AMERICAN CONTROL CONFERENCE, VOLS 1-13, 2007, : 2313 - +
[38] Bayesian Estimation of Graph Signals
Kroizer, Ariel
Routtenberg, Tirza
Eldar, Yonina C.
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2022, 70 : 2207 - 2223
[39] A continuous-time analog circuit for computing time delays between signals
Pu, CJ
Harris, JG
ISCAS 96: 1996 IEEE INTERNATIONAL SYMPOSIUM ON CIRCUITS AND SYSTEMS - CIRCUITS AND SYSTEMS CONNECTING THE WORLD, VOL 3, 1996, : 357 - 360
[40] An Approach of Spectra Estimation for Irregularly Sampled Signals
Liu, Baotong
PROCEEDINGS OF 2010 INTERNATIONAL SYMPOSIUM ON IMAGE ANALYSIS AND SIGNAL PROCESSING, 2010, : 250 - 252

← 1 2 3 4 5 →