CHIN%PLU@IO.ARC.NASA.GOV (04/20/88)
National Aeronautics and Space Administration
Ames Research Center
SEMINAR ANNOUNCEMENT
SPEAKER: Dr. George L. Bretthorst
University of Washington
TOPIC: Bayesian Spectrum Analysis and Parameter Estimation
ABSTRACT:
Bayesian spectrum analysis is still in its infancy. It was born when E.
T. Jaynes derived the periodogram as a sufficient statistic for determining
the spectrum of a time sampled data set containing a single stationary
frequency. Here we extend that analysis and explicitly calculate the joint
posterior probability that multiple frequencies are present, independent
of their amplitude and phase and the noise level. This is then generalized
to include other parameters such as decay and chirp. Results are given
for computer simulated data and for real data ranging from magnetic resonance
to astronomy to economic cycles. We find substantial improvements in
resolution over previous Fourier transform methods.
DATE: Friday TIME: 10:30 - 11:30 a.m. BLDG. 244 Room 103
May 6, 1988
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POINT OF CONTACT: Marlene Chin PHONE NUMBER: (415) 694-6525
NET ADDRESS: chin@pluto.arc.nasa.gov
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