The Bayesian method is applied to the joint model selection and parameter estimation problem of the GTD model. An algorithm based on RJ-MCMC is designed. This algorithm not only improves the model order selection and ...The Bayesian method is applied to the joint model selection and parameter estimation problem of the GTD model. An algorithm based on RJ-MCMC is designed. This algorithm not only improves the model order selection and parameter estimation accuracy by exploiting the priori information of the GTD model, but also solves the mixed parameter estimation problem of the GTD model properly. Its performance is tested using numerical simulations and data generated by electromagnetic code. It is shown that it gives good model order selection and parameter estimation results, especially for low SNR, closely-spaced components and short data situations.展开更多
基金Supported by the National "973" Key Basic Research Project (Grant No. 51314)
文摘The Bayesian method is applied to the joint model selection and parameter estimation problem of the GTD model. An algorithm based on RJ-MCMC is designed. This algorithm not only improves the model order selection and parameter estimation accuracy by exploiting the priori information of the GTD model, but also solves the mixed parameter estimation problem of the GTD model properly. Its performance is tested using numerical simulations and data generated by electromagnetic code. It is shown that it gives good model order selection and parameter estimation results, especially for low SNR, closely-spaced components and short data situations.
