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RJ-MCMC algorithm for sinusoids parameter estimation

by Sebastien Paris

 

17 Dec 2007 (Updated 18 Dec 2007)

RJ-MCMC algorithm for sinusoids estimation

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Description

A GUI demonstrating how MCMC works for estimating sinusoids parameters (amplitude, frequency, number of compounds) in a corrupted signal

MATLAB release MATLAB 7.5 (R2007b)
Other requirements A C compiler
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Tag Applied By Date/Time
spectral analysis Sebastien Paris 22 Oct 2008 09:39:50
mcmc Sebastien Paris 22 Oct 2008 09:39:50
bayesian method Sebastien Paris 22 Oct 2008 09:39:50
reverse jump Sebastien Paris 22 Oct 2008 09:39:50
reverse jump Boris 30 Jun 2009 05:32:18

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