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Showing papers on "Maximum a posteriori estimation published in 1982"


Journal ArticleDOI
TL;DR: A mathematical model for the occurrence of nonoverlapping pulse-shaped waveforms corrupted with colored Gaussian noise is considered for the purpose of QRS detection and Adaptivity of the detector is gained by utilizing past as well as future signal properties in determining thresholds for QRS acceptance.
Abstract: A mathematical model for the occurrence of nonoverlapping pulse-shaped waveforms corrupted with colored Gaussian noise is considered for the purpose of QRS detection. The number of waveforms, the arrival times, amplitudes, and widths are regarded as random variables. The joint MAP estimation of all the unknown quantities consists of linear filtering followed by an optimization procedure. A class of filters is introduced which is easy to implement. The mismatching obtained by using this class for detection of model QRS complexes is investigated. The optimization procedure is time-consuming and is modified so that a threshold test is obtained. The model formulation with nonoverlapping waveforms leads to an "eye-closing" procedure covering a segment before as well as after an accepted event. Adaptivity of the detector is gained by utilizing past as well as future signal properties in determining thresholds for QRS acceptance.

71 citations


Journal ArticleDOI
TL;DR: In this article, a class of minimax estimators that closely mimic the conjugate prior Bayes estimators is introduced, which provides a justification, in terms of robustness with respect to misspecification of the prior, for employing the Stein effect, even when combining a priori independent problems.
Abstract: In simultaneous estimation of normal means, it is shown that through use of the Stein effect surprisingly large gains of a Bayesian nature can be achieved, at little or no cost, if the prior information is misspecified. This provides a justification, in terms of robustness with respect to mis-specification of the prior, for employing the Stein effect, even when combining a priori independent problems (i.e., problems in which no empirical Bayes effects are obtainable). To study this issue, a class of minimax estimators that closely mimic the conjugate prior Bayes estimators is introduced.

55 citations


Journal ArticleDOI
Nan M. Laird1
TL;DR: In this article, a smooth empirical Bayes estimation technique based on nonparametric maximum likelihood estimation of the prior distribution is presented, which can be easily calculated for a variety of sampling situations.
Abstract: This paper presents a smooth empirical Bayes estimation technique based on nonparametric maximum likelihood estimation of the prior distribution Posterior means based on this estimate of the prior are shown to be easily calculated for a variety of sampling situations Examples involving normal and binomial sampling are given.

34 citations


Journal ArticleDOI
TL;DR: Simulation studies are presented to show that the MAP detector performs as well as the ML detector and can yield comparable results with much less computational effort.

17 citations


01 Jun 1982
TL;DR: In this paper, the use of a maximum likelihood procedure is proposed for the purpose of selecting hyperparameters of the prior distribution for distributed lag estimation, and its performance is demonstrated by numerical examples.
Abstract: : In the application of Shiller's smoothness prior for distributed lag estimation the main difficulty is the selection of hyperparameters of the prior distribution. In this paper the use of a maximum likelihood procedure is proposed for this purpose and its performance is demonstrated by numerical examples.

6 citations


Journal ArticleDOI
TL;DR: In this paper, the marginal propensity to consume in a simple Keynesian model is treated as a random coefficient, which gives rise to the problem of quotient of random variables, i.e., the Fieller-Creasy problem.

4 citations



Proceedings ArticleDOI
01 Oct 1982
TL;DR: In this paper, the maximum likelihood estimation of carrier phase and symbol phase for quadri-phase modulated signals is presented, and a recursive structure is developed for the estimation without resorting to approximations.
Abstract: In this paper structures are developed for maximum likelihood estimation of carrier phase and symbol phase for quadriphase modulated signals. These structures differ from those previously presented in that they are recursive and are practical to implement without resorting to approximations. Extensions to cases of filtered and correlated type signals and other signal formats are indicated.

2 citations



Journal ArticleDOI
TL;DR: In this paper, a dynamic adaptation procedure for updating expected feature values during recognition is described, which uses maximum a posteriori probability (MAP) estimation techniques to update the mean vectors of sets of measure values on a speaker-by-speaker basis.
Abstract: The performance of a feature‐based, speaker‐independent recognition system can be improved by enabling the system to learn the acoustical characteristics of individual speakers. Even when features are designed to be speaker‐independent, it is typically observed that for a given feature and pair of letters within‐speaker variation can be less than between‐speaker variation. For example, across all speakers a given feature may have an expected value of 5 for the letter M and 10 for N, but a certain speaker may produce average values of 9 for M and 14 for N. In such cases it is necessary to adjust statistical feature parameters to the individual speaker to obtain optimal recognition performance. This paper describes a dynamic adaptation procedure for updating expected feature values during recognition. The algorithm uses maximum a posteriori probability (MAP) estimation techniques to update the mean vectors of sets of measure values on a speaker‐by‐speaker basis. In updating these mean vectors, the algorithm makes use of the observations input thus far, the relative variability of the features' means within and across subjects, and the covariance of the mean vectors within and across the various letters or sets of letters. The use of tuning produced a dramatic decrease in error rates for certain speakers and letters. [Work supported by NSF.]

1 citations



Proceedings ArticleDOI
01 Oct 1982
TL;DR: A digital joint maximum a posteriori (MAP) symbol synchronizer and phase estimator is realized for minimum shift keying (MSK) modulation, permitting direct digital implementation of closed loop synchronization and coherent demodulation.
Abstract: A digital joint maximum a posteriori (MAP) symbol synchronizer and phase estimator is realized for minimum shift keying (MSK) modulation. This development permits direct digital implementation of closed loop synchronization and coherent demodulation. Advantages derived from this approach are parameter stability and accuracy with system flexibility and reliability.

Journal ArticleDOI
TL;DR: The strong consistency of the Bayesian maximum a posteriori parameter estimation method is established for multivariate Gaussian stochastic processes possessing autoregressive moving average representation.

Patent
07 Jun 1982
TL;DR: In this article, a Fourier discrete transform (FDT) algorithm was used to estimate the scanning frequency of a conical scanning tracking radar signal by performing a sempling and a filtering of the input signal suitably studied to realize, by the successive processing of the signal with a FDT algorithm, the model as implementation of the optimum estimator in accordance with the criteria of maximum likelihood and maximum a posteriori probability.
Abstract: Device for estimating the scanning frequency of a conical scanning tracking radar signal by performing a sempling and a filtering of the input signal suitably studied to realize, by the successive processing of the signal with a Fourier discrete transform algorithm, the model as implementation of the optimum estimator in accordance with the criteria of maximum likelihood and maximum a posteriori probability.

Journal ArticleDOI
TL;DR: In this article, a recursive maximum a posteriori probability (MAP) algorithm is derived as an alternative to the maximum likelihood (ML) algorithm of Mendel and Kormylo.

Proceedings ArticleDOI
01 Oct 1982
TL;DR: The time synchronization problem of frequency hopping DPSK signals is considered and the effect of symbol sync error on the probability of DPSK detection error is analyzed.
Abstract: The time synchronization problem of frequency hopping DPSK signals is considered in this paper Before DPSK data can be properly demodulated by the receiver several dimensions of time synchronization must first be achieved These include the acquisition and tracking of the frequency hop time epoch, symbol synchronization of the DPSK data stream, and the frame synchronization which involves the determination of the first DPSK bit within each hop period Two symbol sync structures for DPSK signals, with and without data aiding, are first discussed They are optimal in the Gaussian noise channel in the sense that they are both motivated by maximum a posteriori (MAP) estimation theory Methods for acquiring the frequency hop time and its tracking for this type of signal, as well as the determination of the first DPSK symbol in each hop, are next discussed The effect of symbol sync error on the probability of DPSK detection error is analyzed Numerical results showing the bit error as a function of both fixed and random symbol sync error are given