NDLI: A Bayesian approach to blind source recovery

Content Provider	IEEE Xplore Digital Library
Author	Daly, M.J. Reilly, J.P. Manton, J.H.
Copyright Year	2004
Description	Author affiliation: Dept. of Electr. & Comput. Eng., McMaster Univ., Hamilton, Ont., Canada (Daly, M.J.; Reilly, J.P.)
Abstract	This paper presents a Bayesian approach for blind source recovery based on Rao-Blackwellised particle filtering techniques. The proposed state space model uses a time-varying autoregressive (TVAR) model for the sources, and a time-varying finite impulse response (FIR) model for the channel. The observed signals of the SISO, SIMO (single input, multiple output) or MIMO system are the convolution of the sources with the channels measured in additive noise. Sequential Monte Carlo (SMC) methods are used to implement a Bayesian approach to the nonlinear state estimation problem. The Rao-Blackwellisation technique is applied to directly recover the sources by marginalizing the AR and FIR coefficients from the joint posterior distribution. Simulation results and comparison with the PCRB are given to verify the performance of the proposed method. An alternate formulation of the standard particle filter is also introduced, referred to as block sequential importance sampling (BSIS).
Starting Page	989
Ending Page	993
File Size	618744
Page Count	5
File Format	PDF
ISBN	0780386221
DOI	10.1109/ACSSC.2004.1399287
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2004-11-07
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Bayesian methods Finite impulse response filter Monte Carlo methods Filtering State-space methods MIMO Convolution Noise measurement Additive noise Sliding mode control
Content Type	Text
Resource Type	Article

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3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Mr. Siddhartha Mukherjee siddhartha@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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