Title :
Proper prior marginalization of the conditional ML model for combined model selection/source localization
Author :
Radich, Bill M. ; Buckley, Kevin M.
Author_Institution :
Dept. of Electr. Eng., Minnesota Univ., Minneapolis, MN, USA
Abstract :
We present a Bayesian evidence technique for the parameter estimation/model selection problem within the conditional maximum likelihood (CML) framework. The CML is chosen because of its flexibility: it allows for a wide range of source amplitude models (e.g., no unreasonable or restrictive assumptions, such as Gaussian signals are necessary). In contrast to other CML studies, we eliminate the large number of unknown amplitude parameters by marginalization with a proper (normalizable), yet every broad prior. The resulting marginal is used to derive a new model selection/parameter estimation procedure, based on the Bayesian evidence of each considered model, given the observed data. Monte Carlo simulations for a scenario consisting of two narrowband, far-field sources demonstrate the effectiveness of the proposed method in low SNR, small temporal/spatial sample situations
Keywords :
Bayes methods; amplitude estimation; array signal processing; maximum likelihood estimation; signal sampling; Bayesian evidence technique; Monte Carlo simulations; broad prior; conditional ML model; conditional maximum likelihood; low SNR; model selection problem; model selection/source localization; narrowband far-field sources; observed data; parameter estimation; prior marginalization; small temporal/spatial sample; source amplitude models; unknown amplitude parameters; Array signal processing; Bayesian methods; Biomedical signal processing; Contracts; Cost function; Maximum likelihood detection; Maximum likelihood estimation; Narrowband; Parameter estimation; Sensor arrays;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location :
Detroit, MI
Print_ISBN :
0-7803-2431-5
DOI :
10.1109/ICASSP.1995.478485