{"title":"基于粒子滤波的时频分析:单个时变谐波的封闭式最优重要函数和采样程序","authors":"Efthymios Tsakonas, N. Sidiropoulos, A. Swami","doi":"10.1109/NSSPW.2006.4378808","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":388611,"journal":{"name":"2006 IEEE Nonlinear Statistical Signal Processing Workshop","volume":"217 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2006-09-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"5","resultStr":"{\"title\":\"Time-Frequency Analysis using Particle Filtering: Closed-Form Optimal Importance Function and Sampling Procedure for a Single Time-Varying Harmonic\",\"authors\":\"Efthymios Tsakonas, N. Sidiropoulos, A. Swami\",\"doi\":\"10.1109/NSSPW.2006.4378808\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":388611,\"journal\":{\"name\":\"2006 IEEE Nonlinear Statistical Signal Processing Workshop\",\"volume\":\"217 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2006-09-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"5\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"2006 IEEE Nonlinear Statistical Signal Processing Workshop\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/NSSPW.2006.4378808\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"2006 IEEE Nonlinear Statistical Signal Processing Workshop","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/NSSPW.2006.4378808","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Time-Frequency Analysis using Particle Filtering: Closed-Form Optimal Importance Function and Sampling Procedure for a Single Time-Varying Harmonic
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.
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