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Numerical Bayesian Methods Applied to Signal Processing
TLDR
This chapter discusses Bayesian Bayesian Inference in Signal Processing, which automates the very labor-intensive and therefore time-heavy and expensive process of model selection and selection of discrete-time components of a model.
Minimum bias multiple taper spectral estimation
Two families of orthonormal tapers are proposed for multitaper spectral analysis: minimum bias tapers, and sinusoidal tapers {/spl upsisup (k/)}, where /spl upsisub nsup (k/)=/spl
A Sherman-Morrison-Woodbury Identity for Rank Augmenting Matrices with Application to Centering
  • K. Riedel
  • Mathematics
    SIAM J. Matrix Anal. Appl.
  • 1 April 1992
TLDR
An explicit expression for the inverse is given, provided that ${\bf W}_i^ * {\bf W]_i $ has rank k.
Adaptive smoothing of the log-spectrum with multiple tapering
  • K. Riedel
  • Computer Science
    IEEE Trans. Signal Process.
  • 1 July 1996
TLDR
A hybrid estimator of the log-spectral density of a stationary time series is proposed, which reduces the expected mean square error by (/spl pi//sup 2//4)/sup 4/5/ over simply smoothing the log tapered periodogram.
Quadratic time-varying spectral estimation for underspread processes
  • W. Kozek, K. Riedel
  • Mathematics
    Proceedings of IEEE-SP International Symposium on…
  • 25 October 1994
We study time-varying spectral estimation for nonstationary processes with restricted time-frequency (TF) correlation. We present explicit bias and variance expressions for quadratic TF-invariant
Kernel estimation of the instantaneous frequency
  • K. Riedel
  • Physics, Computer Science
    IEEE Trans. Signal Process.
  • 1 October 1994
TLDR
The author shows that estimating the instantaneous frequency corresponds to estimating the first derivative of a modulated signal, A(t)exp(i/spl phi/(t), and the halfwidth which minimizes the expected error is larger.
Optimal data-based kernel estimation of evolutionary spectra
  • K. Riedel
  • Computer Science
    IEEE Trans. Signal Process.
  • 1 July 1993
TLDR
Complex demodulation of evolutionary spectra is formulated as a two-dimensional kernel smoother in the time-frequency domain, where the optimal taper length is a small fraction of the optimal kernel halfwidth and the ratio of the ideal-frequency halfwidth to the optimal-time halfwidth is determined.
Scalings for Tokamak Energy Confinement
TLDR
Two new scaling expressions for tokamak L-mode energy confinement are proposed, namely a power law scaling and an offset-linear scaling, which can be transformed to forms very close to most of the common scaling expressions.
Spectral estimation of plasma fluctuations. I. Comparison of methods
The relative root mean squared errors (RMSE) of nonparametric methods for spectral estimation is compared for microwave scattering data of plasma fluctuations. These methods reduce the variance of
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