Joint Bayesian detection and estimation of sinusoids embedded in noise
Christophe Andrieu, Arnaud Doucet, P. Duvant · 2002
In this paper we address the problem of the joint detection and estimation of sinusoids embedded in noise, from a Bayesian point of view. We first propose an original Bayesian model. A large number of parameters has to be estimated, including the number of sinusoids. No analytical developments can be performed. This leads us to design a new stochastic algorithm relying on reversible jump MCMC (Markov chain Monte Carlo). We obtain very satisfactory results.