کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
6959790 | 1451959 | 2015 | 13 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Slope estimation in noisy piecewise linear functions
ترجمه فارسی عنوان
برآورد شیب در توابع خطی بسته بندی شده پر سر و صدا
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
مهندسی کامپیوتر
پردازش سیگنال
چکیده انگلیسی
This paper discusses the development of a slope estimation algorithm called MAPSlope for piecewise linear data that is corrupted by Gaussian noise. The number and locations of slope change points (also known as breakpoints) are assumed to be unknown a priori though it is assumed that the possible range of slope values lies within known bounds. A stochastic hidden Markov model that is general enough to encompass real world sources of piecewise linear data is used to model the transitions between slope values and the problem of slope estimation is addressed using a Bayesian maximum a posteriori approach. The set of possible slope values is discretized, enabling the design of a dynamic programming algorithm for posterior density maximization. Numerical simulations are used to justify choice of a reasonable number of quantization levels and also to analyze mean squared error performance of the proposed algorithm. An alternating maximization algorithm is proposed for estimation of unknown model parameters and a convergence result for the method is provided. Finally, results using data from political science, finance and medical imaging applications are presented to demonstrate the practical utility of this procedure.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Signal Processing - Volume 108, March 2015, Pages 576-588
Journal: Signal Processing - Volume 108, March 2015, Pages 576-588
نویسندگان
Atul Ingle, James Bucklew, William Sethares, Tomy Varghese,