Advanced DSP and Noise reduction P4

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Advanced DSP and Noise reduction P4

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Bayesian Estimation Theory: Basic Definitions Bayesian Estimation The Estimate–Maximise Method Cramer–Rao Bound on the Minimum Estimator Variance Design of Mixture Gaussian Models Bayesian Classification Modeling the Space of a Random Process Summary B ayesian estimation is a framework for the formulation of statistical inference problems. In the prediction or estimation of a random process from a related observation signal, the Bayesian philosophy is based on combining the evidence contained in the signal with prior knowledge of the probability distribution of the process. Bayesian methodology includes the classical estimators such as maximum a posteriori (MAP), maximum-likelihood (ML), minimum...

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