Paper: | SPTM-L1.1 |
Session: | Bayesian Approaches and Particle Filters |
Time: | Tuesday, May 16, 10:30 - 10:50 |
Presentation: |
Lecture
|
Topic: |
Signal Processing Theory and Methods: Detection, Estimation, Classification Theory and Applications |
Title: |
Joint Segmentation of Piecewise Constant Autoregressive Processes by using a Hierarchical Model and a Bayesian Sampling Approach |
Authors: |
Nicolas Dobigeon, Jean-Yves Tourneret, IRIT / ENSEEIHT / TéSA, France; Manuel Davy, LAGIS, France |
Abstract: |
We propose a joint segmentation algorithm for piecewise constant AR processes recorded by several independent sensors. The algorithm is based on a hierarchical Bayesian model. Appropriate priors allow to introduce correlations between the change locations of the observed signals. Numerical problems inherent to Bayesian inference are solved by a Gibbs sampling strategy. The proposed joint segmentation methodology provides interesting results compared to a signal-by-signal segmentation. |