Multidimensional Variational Line Spectra Estimation


Abstract in English

The fundamental multidimensional line spectral estimation problem is addressed utilizing the Bayesian methods. Motivated by the recently proposed variational line spectral estimation (VALSE) algorithm, multidimensional VALSE (MDVALSE) is developed. MDVALSE inherits the advantages of VALSE such as automatically estimating the model order, noise variance and providing uncertain degrees of frequency estimates. Compared to VALSE, the multidimensional frequencies of a single component is treated as a whole, and the probability density function is projected as independent univariate von Mises distribution to perform tractable inference. Besides, for the initialization, efficient fast Fourier transform (FFT) is adopted to significantly reduce the computation complexity of MDVALSE. Numerical results demonstrate the effectiveness of the MDVALSE, compared to state-of-art methods.

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