TY - GEN

T1 - Time-frequency analysis using particle filtering

T2 - NSSPW - Nonlinear Statistical Signal Processing Workshop 2006

AU - Tsakonas, E. E.

AU - Sidiropoulos, N. D.

AU - Swami, A.

PY - 2006

Y1 - 2006

N2 - We consider the problem of tracking the frequency and complex amplitude of a time-varying (TV) harmonic signal using particle filtering (PF) tools. Similar to previous PF approaches to TV spectral analysis, we assume that the frequency and complex amplitude evolve according to a Gaussian AR(1) model; but we concentrate on the important special case of a single TV harmonic. For this case, we show that the optimal importance function (that minimizes the variance of the particle weights) can be computed in closed form. We also develop a suitable procedure to sample from the optimal importance function. The end result is a custom PF solution that is more efficient than generic ones, and can be used in a broad range of important applications that postulate a single TV harmonic component, e.g., TV Doppler estimation in communications and radar.

AB - We consider the problem of tracking the frequency and complex amplitude of a time-varying (TV) harmonic signal using particle filtering (PF) tools. Similar to previous PF approaches to TV spectral analysis, we assume that the frequency and complex amplitude evolve according to a Gaussian AR(1) model; but we concentrate on the important special case of a single TV harmonic. For this case, we show that the optimal importance function (that minimizes the variance of the particle weights) can be computed in closed form. We also develop a suitable procedure to sample from the optimal importance function. The end result is a custom PF solution that is more efficient than generic ones, and can be used in a broad range of important applications that postulate a single TV harmonic component, e.g., TV Doppler estimation in communications and radar.

UR - http://www.scopus.com/inward/record.url?scp=48049105074&partnerID=8YFLogxK

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U2 - 10.1109/NSSPW.2006.4378808

DO - 10.1109/NSSPW.2006.4378808

M3 - Conference contribution

AN - SCOPUS:48049105074

SN - 1424405815

SN - 9781424405817

T3 - NSSPW - Nonlinear Statistical Signal Processing Workshop 2006

SP - 9

EP - 12

BT - NSSPW - Nonlinear Statistical Signal Processing Workshop 2006

PB - IEEE Computer Society

Y2 - 13 September 2006 through 15 September 2006

ER -