Probabilistic Estimation of Chirp Instantaneous Frequency Using Gaussian Processes

• URL: http://arxiv.org/abs/2205.06306v1
• Date: Thu, 12 May 2022 18:47:13 GMT
• Title: Probabilistic Estimation of Chirp Instantaneous Frequency Using Gaussian Processes
• Authors: Zheng Zhao, Simo S\"arkk\"a, Jens Sj\"olund, Thomas B. Sch\"on
• Abstract summary: 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.
• Score: 4.150253997298207
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: We present a probabilistic approach for estimating chirp signal and its instantaneous frequency function when the true forms of the chirp and instantaneous frequency are unknown. To do so, we represent them by joint cascading Gaussian processes governed by a non-linear stochastic differential equation, and estimate their posterior distribution by using stochastic filters and smoothers. The model parameters are determined via maximum likelihood estimation. Theoretical results show that the estimation method has a bounded mean squared error. Experiments show that the method outperforms a number of baseline methods on a synthetic model, and we also apply the method to analyse a gravitational wave data.

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