A Bayesian approach for frequency estimation using TV AR model for ocean acoustics Time-Series
Nattapol Aunsri, Sirichai Hemrungrote · 2014
In this paper, we investigate a sequential Bayesian filtering method to obtain estimates of instantaneous frequencies using Time-Varying Autoregressive (TVAR) model for ocean acoustics Time-Series. A particle filter along with a nonlinear model for estimating these frequencies is developed. Simulations demonstrate performance of the method compared to standard periodogram.