Advances in wideband array signal processing using numerical Bayesian methods

This thesis focuses on joint model order detection and estimation of the parameters of interest, with applications to narrowband and wideband array signal processing in both off-line and on-line contexts. A novel data model that is capable of handling both narrowband and wideband cases with the use of an interpolation function and signal samples is proposed. In the off-line mode, Markov Chain Monte Carlo methods are applied to obtain a numerical approximation of the joint posterior distribution of the parameters under the condition that they have stationary distribution functions. On the other hand, if the distribution functions are nonstationary, the on-line approach is used. That approach employs a sequential implementation of Monte Carlo methods, applied to probabilistic dynamic systems.; Four inter-related problems were addressed in the course of this thesis. (1) A new data structure based on interpolation functions and signal samples to approximate wideband signals was developed. This data model, after appropriate transformation, has similar features found in the conventional narrowband data model. Furthermore, as the novel data model is developed for the wideband scenario, it can also address the narrowband scenario without change of structure or parameters. (2) The first algorithm presents an advanced approach using sequential MC methods to beamforming for narrowband signals in white noise with unknown variance. Traditionally, beamforming techniques assume that the number of sources is given and the signal of interest (or target) is stationary within an observation period. (3) The second algorithm presents an application of MCMC methods for the joint detection and estimation problem for the wideband scenario in white noise with unknown variance. In general, compared to the narrowband scenario, it is more difficult and cumbersome to solve this array signal processing problem in the wideband context. (4) The final algorithm is an extension of the off-line approach to wideband array signal processing problem using sequential MC methods. Most conventional array signal processing approaches are developed under the assumption that the sources are stationary in direction of arrival. If this assumption is invalid, the solutions from these approaches become suboptimal and their performance is significantly degraded. (Abstract shortened by UMI.)...