Instantaneous Frequency Estimation In Multi-Component Signals Using
Stochastic EM Algorithm
- URL: http://arxiv.org/abs/2203.16334v1
- Date: Mon, 28 Mar 2022 17:06:11 GMT
- Title: Instantaneous Frequency Estimation In Multi-Component Signals Using
Stochastic EM Algorithm
- Authors: Quentin Legros, Dominique Fourer, Sylvain Meignen, Marcelo A.
Colominas
- Abstract summary: This paper addresses the problem of estimating the modes of an observed non-stationary mixture signal in the presence of an arbitrary distributed noise.
A novel Bayesian model is introduced to estimate the model parameters from the spectrogram of the observed signal, by resorting to the version of the EM algorithm to avoid the computationally expensive parameters from the posterior distribution.
- Score: 12.887899139468177
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: This paper addresses the problem of estimating the modes of an observed
non-stationary mixture signal in the presence of an arbitrary distributed
noise. A novel Bayesian model is introduced to estimate the model parameters
from the spectrogram of the observed signal, by resorting to the stochastic
version of the EM algorithm to avoid the computationally expensive joint
parameters estimation from the posterior distribution. The proposed method is
assessed through comparative experiments with state-of-the-art methods. The
obtained results validate the proposed approach by highlighting an improvement
of the modes estimation performance.
Related papers
- Spatially-Aware Diffusion Models with Cross-Attention for Global Field Reconstruction with Sparse Observations [1.371691382573869]
We develop and enhance score-based diffusion models in field reconstruction tasks.
We introduce a condition encoding approach to construct a tractable mapping mapping between observed and unobserved regions.
We demonstrate the ability of the model to capture possible reconstructions and improve the accuracy of fused results.
arXiv Detail & Related papers (2024-08-30T19:46:23Z) - Total Uncertainty Quantification in Inverse PDE Solutions Obtained with Reduced-Order Deep Learning Surrogate Models [50.90868087591973]
We propose an approximate Bayesian method for quantifying the total uncertainty in inverse PDE solutions obtained with machine learning surrogate models.
We test the proposed framework by comparing it with the iterative ensemble smoother and deep ensembling methods for a non-linear diffusion equation.
arXiv Detail & Related papers (2024-08-20T19:06:02Z) - Study of Robust Direction Finding Based on Joint Sparse Representation [2.3333781137726137]
We propose a novel DOA estimation method based on sparse signal recovery (SSR)
To address the issue of grid mismatch, we utilize an alternating optimization approach.
Simulation results demonstrate that the proposed method exhibits robustness against large outliers.
arXiv Detail & Related papers (2024-05-27T02:26:37Z) - Online Identification of Stochastic Continuous-Time Wiener Models Using
Sampled Data [4.037738063437126]
We develop an online estimation algorithm based on an output-error predictor for the identification of continuous-time Wiener models.
The method is robust with respect to the assumptions on the spectrum of the disturbance process.
arXiv Detail & Related papers (2024-03-09T12:33:09Z) - Improving Diffusion Models for Inverse Problems Using Optimal Posterior Covariance [52.093434664236014]
Recent diffusion models provide a promising zero-shot solution to noisy linear inverse problems without retraining for specific inverse problems.
Inspired by this finding, we propose to improve recent methods by using more principled covariance determined by maximum likelihood estimation.
arXiv Detail & Related papers (2024-02-03T13:35:39Z) - Score-based Source Separation with Applications to Digital Communication
Signals [72.6570125649502]
We propose a new method for separating superimposed sources using diffusion-based generative models.
Motivated by applications in radio-frequency (RF) systems, we are interested in sources with underlying discrete nature.
Our method can be viewed as a multi-source extension to the recently proposed score distillation sampling scheme.
arXiv Detail & Related papers (2023-06-26T04:12:40Z) - A Geometric Perspective on Diffusion Models [57.27857591493788]
We inspect the ODE-based sampling of a popular variance-exploding SDE.
We establish a theoretical relationship between the optimal ODE-based sampling and the classic mean-shift (mode-seeking) algorithm.
arXiv Detail & Related papers (2023-05-31T15:33:16Z) - Score-based Continuous-time Discrete Diffusion Models [102.65769839899315]
We extend diffusion models to discrete variables by introducing a Markov jump process where the reverse process denoises via a continuous-time Markov chain.
We show that an unbiased estimator can be obtained via simple matching the conditional marginal distributions.
We demonstrate the effectiveness of the proposed method on a set of synthetic and real-world music and image benchmarks.
arXiv Detail & Related papers (2022-11-30T05:33:29Z) - Online Multi-Agent Decentralized Byzantine-robust Gradient Estimation [62.997667081978825]
Our algorithm is based on simultaneous perturbation, secure state estimation and two-timescale approximations.
We also show the performance of our algorithm through numerical experiments.
arXiv Detail & Related papers (2022-09-30T07:29:49Z) - Probabilistic Estimation of Chirp Instantaneous Frequency Using Gaussian
Processes [4.150253997298207]
We present a probabilistic approach for estimating signal and its instantaneous frequency function when the true forms of the chirp and instantaneous frequency are unknown.
Experiments show that the method outperforms a number of baseline methods on a synthetic model, and we also apply it to analyse a gravitational wave data.
arXiv Detail & Related papers (2022-05-12T18:47:13Z) - A similarity-based Bayesian mixture-of-experts model [0.5156484100374058]
We present a new non-parametric mixture-of-experts model for multivariate regression problems.
Using a conditionally specified model, predictions for out-of-sample inputs are based on similarities to each observed data point.
Posterior inference is performed on the parameters of the mixture as well as the distance metric.
arXiv Detail & Related papers (2020-12-03T18:08:30Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.