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A numerical Bayesian approach for DOA and frequency estimation of exponential signals in Gaussian and non-Gaussian noise

机译:高斯和非高斯噪声中DOA和指数信号频率估计的贝叶斯数值方法

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We present a Bayesian approach for DOA and frequency estimation of narrowband signals in additive complex Gaussian and non-Gaussian noise. Using Bayesian techniques, the a posteriori probability densities for DOA and frequency parameters are derived from the signal and noise models. These posterior probabilities are then used in the self-targeting Metropolis-Hastings algorithm to derive the samples for the DOA and frequency parameters. The mean square errors (MSE) of the parameters are compared with the Cramer-Rao lower bound (CRLB) and with various subspace-based methods. Unlike the conventional subspace-based methods such as MUSIC, ESPRIT etc., this new algorithm can be used with a significantly lower number of samples to estimate the parameters with acceptable MSE.
机译:我们为加性复高斯和非高斯噪声中的窄带信号的DOA和频率估计提供了一种贝叶斯方法。使用贝叶斯技术,从信号和噪声模型中得出DOA和频率参数的后验概率密度。然后,将这些后验概率用于自定位Metropolis-Hastings算法中,以得出DOA和频率参数的样本。将参数的均方误差(MSE)与Cramer-Rao下界(CRLB)和各种基于子空间的方法进行比较。与传统的基于子空间的方法(例如MUSIC,ESPRIT等)不同,此新算法可与数量少得多的样本一起使用,以用可接受的MSE估计参数。

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