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Numerical Bayesian methods applied to signal processing

Numerical Bayesian methods applied to signal processing

Item  9780387946290
Price  $90.00
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Numerical Bayesian methods applied to signal processing

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.

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Details
ISBN 9780387946290
Fiction/Non-Fiction Non-Fiction
Publisher Springer Verlag
Pages 244
List Price $139.00
Author Joseph J. K. O Ruanaidh
William John Fitzgerald
Publication Date 03/01/1996
Release Status In Print
Format Hardcover
Language English
Measurements Weight: 1.25 Pounds
Height: 9.5 Inches
Length: 6.25 Inches
Thickness: 1 Inches
Series Statistics and Computing

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