2009 · 33 citations · 18 references
ComputingComputational EngineeringBayesian Data AnalysisStatisticsStochastic ModelingBayesian FilteringBayesian InferenceBayesian ModelingBayesian StatisticsMaximum Likelihood EstimationBayesian EstimationBayesian Signal InferenceMaximum Likelihood InferenceMoment EstimationNoise EstimationNoise StatisticsPeriodic Signal AnalysisPosterior Approach
The problem of detecting a periodic signal buried in zero-mean Gaussian noise is present in various fields of engineering. It is well-known that the amplitude of the disturbed signal follows a Rice distribution which is characterized by two parameters. In this paper, an alternative Bayesian approach is proposed to tackle this two-parameter estimation problem. By incorporating prior knowledge into a mathematical framework, the drawbacks of the existing methods (i.e., the maximum likelihood approach and the method of moments) can be overcome. The performance of the proposed Bayesian estimatoris shown through simulations.
18
Mathematical Analysis of Random Noise
S. O. Rice · Bell System Technical Journal · 1944 · 5.5K citations
Eric R. Ziegel, E. L. Lehmann, George Casella · Technometrics · 1999 · 4.3K citations
Mathematical Methods for Physicists
George B. Arfken, Jon Mathews · American Journal of Physics · 1972 · 4.1K citations
AN ESSAY TOWARDS SOLVING A PROBLEM IN THE DOCTRINE OF CHANCES
BAYES · Biometrika · 1958 · 2.9K citations