Bayesian estimation of time delays between unevenly sampled signals

NEUROCOMPUTING

卷:72

Article

Harva, Markus¹  Raychaudhury, Somak² 

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

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

关键词: Delay estimation;    Irregular sampling;    Bayesian methods;    MCMC;    Kalman filtering;   

DOI  :  10.1016/j.neucom.2007.12.046

来源: Elsevier

【 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.

【 授权许可】

Free