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Source
Signal
x(t)
Observed
Signal
Room Transfer
Function
s(t)
Estimate , or
, where
Observation,
of unknown source,
operator, ; i.e.
Walls
and other
obstacles
reverberation
Observer
Direct
paths
Indirect
paths
Sound
Source
Sound
Source 3
Sound
Source 2
reverberation
environmental noise
Observer
Direct
paths
Indirect
paths
Sound
Source 1
Sound
Source 3
Sound
Source 2
reverberation
environmental noise
Observer
Direct
paths
Indirect
paths
Sound
Source 1
Bayess Theorem
Bayess Theorem
is the likelihood
Bayess Theorem
is the likelihood
Bayess Theorem
is the likelihood
0
/
.
'
-,
0
/
.
+
*)
&
&
given by:
2
Where
!
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(%'
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.
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0
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.
+
*)
&
(%'
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9
(
=
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Data vector,
, 7
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,
.
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.
+
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&
(%'
&
C
>
B
>
B
,
; 9 8
9
(
=
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A
Data matrix,
7
/
Data vector,
<;:
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9
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A
B
>
B
,
0
>
Source parameters,
; 9 8
9
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=
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A
Data matrix,
7
/
Data vector,
<;:
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%$#
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C
>
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A
&
Excitation Variances,
>
B
>
B
,
0
>
Source parameters,
; 9 8
9
(
=
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A
Data matrix,
7
/
Data vector,
<;:
9 8
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, 7
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.
0
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0
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.
+
*)
&
&
C
>
B
A
&
Excitation Variances,
>
B
>
B
,
0
>
Source parameters,
; 9 8
9
(
=
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A
Data matrix,
7
/
Data vector,
<;:
9 8
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=
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!
%$#
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-,
Likelihood Function
0
/
.
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-,
0
/
.
&
#
K
GF
Other parameters:
!
&
%$#
(%'
*)
"
-,
Likelihood Function
0
/
.
'
-,
0
/
.
&
vector of changepoints:
>
GF
Other parameters:
!
&
%$#
(%'
*)
"
-,
Likelihood Function
0
/
.
'
-,
0
/
.
&
vector of changepoints:
>
GF
Other parameters:
!
&
%$#
(%'
*)
L
>
"
-,
Likelihood Function
0
/
.
'
-,
0
/
.
&
vector of changepoints:
>
GF
Other parameters:
!
&
%$#
(%'
*)
L
>
>
M
vectors of hyperparameters:
"
-,
Likelihood Function
*)
0
/
.
'
-,
0
/
.
&
vector of changepoints:
>
GF
Other parameters:
!
&
%$#
(%'
>
N
, and
>
O
vectors of hyper-hyperparameters:
K
>
M
vectors of hyperparameters:
>
L
"
-,
P
&Q
]
O
Q
1
Q&
and
=
Q
XW
M1
Q&
XW
Q&
Q 0
VUT
N\
Q D
R
Assuming
are independent between blocks, the
assigned priors are:
E
0
Hence:
f
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g
%g
Vea
d
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cba
1
f
f
&
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g
&
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l nl b
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=
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where
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q=
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T
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,
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.
,
(k
*r
t
sr
Written in terms of
to emphasise that it can be efficiently
calculated by inverse filtering the data,
Principle Revisited
White
noise
Source
Signal
Block Stationary
AR(2) b i
e(t)
Second Order
LTI IIR Filter a
s(t)
Observed
Signal
x(t)
and
>z
"x
w
#
"x
Principle Revisited
White
noise
Source
Signal
Block Stationary
AR(2) b i
e(t)
Second Order
LTI IIR Filter a
s(t)
Observed
Signal
x(t)
0.8
0.6
and
0.4
Imag Part
>z
"x
w
#
"x
0.2
0
0.2
0.4
0.6
0.8
1
0.2
0.4
0.6
0.8
~}
Real Part
<|{
Principle Revisited
White
noise
Source
Signal
Block Stationary
AR(2) b i
e(t)
Second Order
LTI IIR Filter a
s(t)
Observed
Signal
x(t)
0.8
0.6
and
0.4
Imag Part
>z
"x
w
#
"x
0.2
0
0.2
0.4
0.6
0.8
1
0.2
0.4
0.6
0.8
^
~}
Real Part
<|{
Principle Revisited
White
noise
Source
Signal
Block Stationary
AR(2) b i
e(t)
Second Order
LTI IIR Filter a
s(t)
Observed
Signal
x(t)
0.8
0.6
and
0.4
Amplitude
>z
"x
w
#
"x
0.2
0
0.2
0.4
0.6
0.8
1
0.2
0.4
0.6
0.8
^
~}
Time (sample)
| {
Equalised Response
20
10
Estimated Response
Actual Response
15
5
10
Gain (dB)
10
10
15
20
1000
2000
3000
4000
5000
6000
15
7000
1000
2000
3000
4000
5000
6000
7000
Frequency (Hz)
"x
and
"x
"x
S
"x
O
Frequency (Hz)
Gain (dB)