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Numerical Bayesian Methods Applied to Signal Processing
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Numerical Bayesian Methods Applied to Signal Processing Hardcover - 1996

by Joseph J. O. Ruanaidh; William J. Fitzgerald


From the publisher

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.

From the rear cover

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.

Details

  • Title Numerical Bayesian Methods Applied to Signal Processing
  • Author Joseph J. O. Ruanaidh; William J. Fitzgerald
  • Binding Hardcover
  • Edition First Edition
  • Pages 244
  • Volumes 1
  • Language ENG
  • Publisher Springer, New York
  • Date 1996-02-23
  • Illustrated Yes
  • ISBN 9780387946290 / 0387946292
  • Weight 1.24 lbs (0.56 kg)
  • Dimensions 9.53 x 6.37 x 0.77 in (24.21 x 16.18 x 1.96 cm)
  • Library of Congress subjects Bayesian statistical decision theory, Signal processing - Statistical methods
  • Library of Congress Catalog Number 95044635
  • Dewey Decimal Code 519.5
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Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)
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Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)

by O Ruanaidh, Joseph J.K.

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Numerical Bayesian Methods Applied to Signal Processing

Numerical Bayesian Methods Applied to Signal Processing

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New York: Springer, 1996. Hardcover. Fine. Statistics and Computing. xiv, 244 p. 24 cm. 118 b&w figures. Yellow hardcover. Topics: probabilistic inference in signal processing; numerical Bayesian inference; Markov Chain Monte Carlo methods; retrospective changepoint detection; restoration of missing samples in digital audio signals; integration in Bayesian data analysis. Appendices and index.
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Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)
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Numerical Bayesian Methods Applied to Signal Processing (Statistics and Computing)

by O Ruanaidh, Joseph J.K.; Fitzgerald, William J

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Numerical Bayesian Methods Applied to Signal Processing
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Numerical Bayesian Methods Applied to Signal Processing

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

by O Ruanaidh, Joseph J.K.; Fitzgerald, William J

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