Bayesian Segmentation in Signal with Multiplicative Noise Using Reversible Jump MCMC

Suparman Suparman, Michel Doisy

Abstract


This paper proposes the important issues in signal segmentation. The signal is disturbed by multiplicative noise where the number of segments is unknown. A Bayesian approach is proposed to estimate the parameter. The parameter includes the number of segments, the location of the segment, and the amplitude. The posterior distribution for the parameter does not have a simple equation so that the Bayes estimator is not easily determined. Reversible Jump Markov chain Monte Carlo (MCMC) method is adopted to overcome the problem. The Reversible Jump MCMC method creates a Markov chain whose distribution is close to the posterior distribution. The performance of the algorithm is shown by simulation data. The result of this simulation shows that the algorithm works well. As an application, the algorithm is used to segment a Synthetic Aperture Radar (SAR) signal. The advantage of this method is that the number of segments, the position of the segment change, and the amplitude are estimated simultaneously.


Keywords


reversible jump MCMC; bayesian; multiplicative noise; signal segmentation;

Full Text:

PDF


DOI: http://dx.doi.org/10.12928/telkomnika.v16i2.7510

Article Metrics

Abstract view : 161 times
PDF - 218 times

Refbacks

  • There are currently no refbacks.


Copyright (c) 2019 Universitas Ahmad Dahlan

Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

TELKOMNIKA Telecommunication, Computing, Electronics and Control
ISSN: 1693-6930, e-ISSN: 2302-9293
Universitas Ahmad Dahlan, 4th Campus, 9th Floor, LPPI Room
Jl. Ringroad Selatan, Kragilan, Tamanan, Banguntapan, Bantul, Yogyakarta, Indonesia 55191
Phone: +62 (274) 563515, 511830, 379418, 371120 ext. 4902, Fax: +62 274 564604

Creative Commons License
This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

View TELKOMNIKA Stats