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.

The 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 probabilitiy 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.

Multi-channel signal separation

The separation of independent sources from mixed observed data is a fundamental and challenging problem. In many practical situations, observations may be modelled as linear mixtures of a number of source signals, i.e. a linear multi-input multi-output system. A typical example is speech recordings made in an acoustic environment in the presence of background noise and/or competing speakers. Other examples include EEG signals, passive sonar applications and cross-talk in data communications. In this paper, we propose iterative algorithms to solve the n × n linear time invariant system under two different constraints. Some existing solutions for 2 × 2 systems are reviewed and compared.

Towards a perceptually optimal spectral amplitude estimator for audio signal enhancement

We present a statistical model-based approach to signal enhancement in the case of additive broadband noise. Because broadband noise is localised in neither time nor frequency, its removal is one of the most pervasive and difficult signal enhancement tasks. In order to improve perceived signal quality, we take advantage of human perception and define a best estimate of the original signal in terms of a cost function incorporating perceptual optimality criteria. We derive the resultant signal estimator and implement it in a short-time spectral attenuation framework. Audio examples, references, and further information may be found at http://www-sigproc.eng.cam.ac.uk/~pjw47.

Semi-analytic slope delay model for CMOS switch-level timing verification

A novel slope delay model for CMOS switch-level timing verification is presented. It differs from conventional methods in being semianalytic in character. The model assumes that all input waveforms are trapezoidal in overall shape, but that they vary in their slope. This simplification is quite reasonable and does not seriously affect precision, but it facilitates rapid solution. The model divides the stages in a switch-level circuit into two types. One corresponds to the logic gates, and the other corresponds to logic gates with pass transistors connected to their outputs. Semianalytic modeling for both cases is discussed.