Title :
Bayesian Estimation of Time Delays Between Unevenly Sampled Signals
Author :
Harva, Markus ; Raychaudhury, Somak
Author_Institution :
Adaptive Inf. Res. Centre, Helsinki Univ. of Technol., Espoo
Abstract :
A method for estimating time delays between signals that are irregularly sampled is presented. The approach is based on postulating a latent variable model from which the observed signals have been generated and computing the posterior distribution of the delay. This is achieved partly by exact marginalisation and partly by using MCMC methods. Experiments with artificial data show the effectiveness of the proposed approach while results with real-world gravitational lens data provide the main motivation for this work.
Keywords :
Bayes methods; Markov processes; Monte Carlo methods; delay estimation; estimation theory; signal sampling; Bayesian estimation; MCMC methods; latent variable model; posterior distribution; time delays estimation; unevenly sampled signals; Astronomy; Bayesian methods; Delay effects; Delay estimation; Distributed computing; Extraterrestrial measurements; Informatics; Interpolation; Sampling methods; Time measurement;
Conference_Titel :
Machine Learning for Signal Processing, 2006. Proceedings of the 2006 16th IEEE Signal Processing Society Workshop on
Conference_Location :
Arlington, VA
Print_ISBN :
1-4244-0656-0
Electronic_ISBN :
1551-2541
DOI :
10.1109/MLSP.2006.275532