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FIR system identification based on a nonparametric Bayesian model using the Indian buffet process

In this paper, we propose a nonparametric Bayesian model combined with the Indian buffet process (IBP) for a finite impulse response (FIR) system. We develop an FIR system identification method that can simultaneously estimate the number of FIR taps and coefficients. In the proposed model, each FIR...

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Bibliographic Details
Published in:Signal, image and video processing image and video processing, 2016-09, Vol.10 (6), p.1105-1112
Main Authors: Tanji, Hiroki, Tanaka, Ryo, Murakami, Takahiro, Ishida, Yoshihisa
Format: Article
Language:English
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Summary:In this paper, we propose a nonparametric Bayesian model combined with the Indian buffet process (IBP) for a finite impulse response (FIR) system. We develop an FIR system identification method that can simultaneously estimate the number of FIR taps and coefficients. In the proposed model, each FIR tap consists of a coefficient and a gain, and the gain is a binary value. An infinite-dimensional binary vector is composed of binary values, and we assume that this binary vector is generated by the IBP. To identify the FIR system, we specify the likelihood function and prior distributions of the parameters and derive their posterior distributions. We can simultaneously estimate the number of FIR taps and coefficients by sampling from posterior distributions using the Gibbs sampler. Our simulations demonstrate that although the number of FIR taps is unknown, the identification performance of the proposed method in a high signal-to-noise ratio environment is similar to or better than that of the conventional least square solution.
ISSN:1863-1703
1863-1711
DOI:10.1007/s11760-016-0865-x