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Gibbs sampling for time-delay-and amplitude estimation in underwater acoustics
Zoi-Heleni Michalopoulou1, Michele Picarelli
1Department of Mathematical Sciences, New Jersey Institute of Technology, Newark, New Jersey 07102, USA. michalop@njit.edu
The Journal of the Acoustical Society of America
|March 12, 2005
Summary
This study introduces a novel Gibbs sampling method for accurately estimating multipath arrival time delays and amplitudes. This approach offers a more informative alternative to traditional methods in signal processing, particularly underwater acoustics.
Area of Science:
- Signal Processing
- Underwater Acoustics
- Statistical Inference
Background:
- Multipath arrivals are common in sonar, radar, and communications.
- Accurate extraction of multipath arrivals is crucial for underwater acoustic applications like source localization and geoacoustic inversion.
Purpose of the Study:
- To present a novel method for estimating time delays and amplitudes of multipath arrivals using Maximum a Posteriori (MAP) estimation.
- To address the computational demands of MAP estimation by employing Gibbs sampling.
Main Methods:
- Utilized Gibbs sampling for efficient estimation of posterior probability distributions, bypassing complex analytical calculations.
- The Gibbs sampler estimates time delays, amplitudes, noise variance, and the number of arrivals.
- Performance was evaluated using Monte Carlo simulations.
Main Results:
- The Gibbs sampling method demonstrated performance comparable to analytical MAP estimation.
- The proposed method outperformed the expectation-maximization algorithm for time-delay estimation.
- The approach provides complete posterior distributions, capturing uncertainty more effectively than point estimates.
Conclusions:
- Gibbs sampling offers an efficient and informative approach for multipath arrival estimation in signal processing.
- This method provides a more comprehensive understanding of parameter uncertainty compared to conventional techniques.
- The technique is particularly valuable for complex problems in underwater acoustics and related fields.