Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)

O Ruanaidh, Joseph J.K.

ISBN 10: 0387946292 / ISBN 13: 9780387946290

Verlag: Springer, 1996

Beschreibung

This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,600grams, ISBN:9780387946290.

Bestandsnummer des Verkäufers 5831601

Bibliografische Details

• Titel: Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)
• Verlag: Springer
• Erscheinungsjahr: 1996
• Sprache: Englisch
• ISBN-10: 0387946292
• ISBN-13: 9780387946290
• Einband: Hardcover
• Zustand: Good
• Verkäuferkataloge:
  • Mathematics

Über diesen Titel

Inhaltsangabe

This book is concerned with the processing of signals that have been sam­ pled and digitized. The fundamental theory behind Digital Signal Process­ ing has been in existence for decades and has extensive applications to the fields of speech and data communications, biomedical engineering, acous­ tics, sonar, radar, seismology, oil exploration, instrumentation and audio signal processing to name but a few [87]. The term "Digital Signal Processing", in its broadest sense, could apply to any operation carried out on a finite set of measurements for whatever purpose. A book on signal processing would usually contain detailed de­ scriptions of the standard mathematical machinery often used to describe signals. It would also motivate an approach to real world problems based on concepts and results developed in linear systems theory, that make use of some rather interesting properties of the time and frequency domain representations of signals. While this book assumes some familiarity with traditional methods the emphasis is altogether quite different. The aim is to describe general methods for carrying out optimal signal processing.

Von der hinteren Coverseite

This book is concerned with the processing of signals that have been sampled and digitized. The authors present algorithms for the optimization, random simulation, and numerical integration of probability densities for applications of Bayesian inference to signal processing. In particular, methods are developed for the computation of marginal densities and evidence, and are applied to previously intractable problems either involving large numbers of parameters or where the signal model is of a complex form. The emphasis is on the applications of these methods notably to the restoration of digital audio recordings and biomedical data. After a chapter which sets out the main principles of Bayesian inference applied to signal processing, subsequent chapters cover numerical approaches to these techniques, the use of Markov Chain Monte Carlo methods, the identification of abrupt changes in data using the Bayesian piecewise linear model, and identifying missing samples in digital audio signals.