Bayesian approach to signal modelling

In this paper, an introduction to Bayesian methods in signal processing will be given. The paper starts by considering the important issues of model selection and parameter estimation and derives analytic expressions for the model probabilities of two simple models. The idea of marginal estimation of certain model parameter is then introduced and expressions are derived for the marginal probability densities for frequencies in white Gaussian noise and a Bayesian approach to general changepoint analysis is given. Numerical integration methods are introduced based on Markov chain Monte Carlo techniques and the Gibbs sampler in particular.

Blind frequency synchronisation for OFDM systems with pulse shaping

In multi-carrier systems, small carrier frequency offsets result in significant degradation of performance and this offset should be compensated before demodulation can be performed. In this paper, we consider a generic multi-carrier system with pulse shaping and estimate the frequency offset by exploiting the cyclostationarity of the received signal. By transforming the time domain signal to the cyclic correlation domain we are able to estimate the frequency offset without the aid of pilot symbols or the cyclic prefix. The Bayesian framework is used to obtain the estimate and we show how we can simplify the estimation process. © 1999 IEEE.