Next Article in Journal
The Effects of Temperature and Thermal Stresses on Impact Damage in Laminated Composites
Previous Article in Journal
An Improved Vogel's Approximation Method for the Transportation Problem
Mathematical and Computational Applications is published by MDPI from Volume 21 Issue 1 (2016). Previous articles were published by another publisher in Open Access under a CC-BY (or CC-BY-NC-ND) licence, and they are hosted by MDPI on mdpi.com as a courtesy and upon agreement with the previous journal publisher.
Open AccessArticle

Recovering Sinusoids from Noisy Data Using Bayesian Inference with Simulated Annealing

The Department of Mathematics, Faculty of Science and Arts Marmara University, 34722, Kadıköy, Istanbul, Turkey
*
Author to whom correspondence should be addressed.
Math. Comput. Appl. 2011, 16(2), 382-391; https://doi.org/10.3390/mca16020382
Published: 1 August 2011
In this paper, we studied Bayesian analysis proposed by Bretthorst[6] for a general signal model equation and combined it with a simulated annealing (SA) algorithm to obtain a global maximum of a posterior probability density function (PDF) for frequencies. Thus, this analysis offers different approach to finding parameter values through a directed, but random, search of the parameter space. For this purpose, we developed a Mathematica code of this Bayesian approach together with SA and used it for recovering sinusoids from noisy data. Simulations results support its effectiveness.
Keywords: Bayesian Statistical Inference Simulated Annealing; Parameter Estimations; Power Spectral Density; Cramér-Rao lower bound Bayesian Statistical Inference Simulated Annealing; Parameter Estimations; Power Spectral Density; Cramér-Rao lower bound
MDPI and ACS Style

Üstündağ, D.; Cevri, M. Recovering Sinusoids from Noisy Data Using Bayesian Inference with Simulated Annealing. Math. Comput. Appl. 2011, 16, 382-391. https://doi.org/10.3390/mca16020382

AMA Style

Üstündağ D, Cevri M. Recovering Sinusoids from Noisy Data Using Bayesian Inference with Simulated Annealing. Mathematical and Computational Applications. 2011; 16(2):382-391. https://doi.org/10.3390/mca16020382

Chicago/Turabian Style

Üstündağ, Dursun; Cevri, Mehmet. 2011. "Recovering Sinusoids from Noisy Data Using Bayesian Inference with Simulated Annealing" Math. Comput. Appl. 16, no. 2: 382-391. https://doi.org/10.3390/mca16020382

Find Other Styles

Article Access Map by Country/Region

1
Only visits after 24 November 2015 are recorded.
Back to TopTop