- Conference Article
1
- 10.1109/icassp.2007.366795
Joint Model Selection and Parameter Estimation of GTD Model using RJ-MCMC Algorithm
- Jan 01, 2007
- Shi Zhiguang + 3 more +3
The Bayes principle is applied to the joint model selection and parameter estimation of GTD model to explore the prior information. An algorithm using RJ-MCMC is designed. It not only has better model selection and parameter estimation performance than the non-Bayes algorithms, but also solves the mixed parameter estimation problem in GTD model effectively. The advantage of this algorithm is especially evident at low SNR, for short data and with closely-spaced components. Simulations verify the effectiveness of this algorithm.
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