A fast maximum likelihood estimation and detection algorithm for Bernoulli-Gaussian processes
نویسنده
چکیده
In this correspondence, we propose a fast maximum likelihood detection and estimation algorithm, called a multiple-mostlikely-replacement (MMLR) detector, for Bernoulli-Gaussian processes which are distorted by a linear time-invariant system and contaminated by a white Gaussian noise. This new detector works as well as the well-known single-most-likely-replacement (SMLR) detector. However, the former is computationally faster than the latter. We discuss two examples which demonstrate the computational advantage of the proposed algorithm using synthetic data.
منابع مشابه
Bearing Fault Detection Based on Maximum Likelihood Estimation and Optimized ANN Using the Bees Algorithm
Rotating machinery is the most common machinery in industry. The root of the faults in rotating machinery is often faulty rolling element bearings. This paper presents a technique using optimized artificial neural network by the Bees Algorithm for automated diagnosis of localized faults in rolling element bearings. The inputs of this technique are a number of features (maximum likelihood estima...
متن کاملImproved maximum-likelihood detection and estimation of Bernoulli-Gaussian processes
When a wavelet to be estimated is not spiky, then a single most likely replacement (SMLR) detector, which is used to detect randomly located impulsive events that have Gaussian-distributed amplitudes, may split a large spike into two smaller ones and may also detect some spikes at wrong locations, although these locations are very close to their true ones. Presented here are two new detection a...
متن کاملAdaptive Signal Detection in Auto-Regressive Interference with Gaussian Spectrum
A detector for the case of a radar target with known Doppler and unknown complex amplitude in complex Gaussian noise with unknown parameters has been derived. The detector assumes that the noise is an Auto-Regressive (AR) process with Gaussian autocorrelation function which is a suitable model for ground clutter in most scenarios involving airborne radars. The detector estimates the unknown...
متن کاملPiecewise Bounds for Estimating Bernoulli-Logistic Latent Gaussian Models
Bernoulli-logistic latent Gaussian models (bLGMs) are a useful model class, but accurate parameter estimation is complicated by the fact that the marginal likelihood contains an intractable logistic-Gaussian integral. In this work, we propose the use of fixed piecewise linear and quadratic upper bounds to the logistic-log-partition (LLP) function as a way of circumventing this intractable integ...
متن کاملAn adaptive Bernoulli-Gaussian model based maximum-likelihood channel equalizer for detection of binary sequences
Based on a modifled Bernoulli-Gaussian model, we propose an adaptive maximum-likelihood channel equalizer, which is a block signal processing algorithm, for the detection of binary sequences transmitted through an unknown slowly time-varying channel. Both computational load and storage required by the proposed adaptive channel equalizer are linearly rather than exponentially proportional to the...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- IEEE Trans. Acoustics, Speech, and Signal Processing
دوره 35 شماره
صفحات -
تاریخ انتشار 1987