Estimating Multi-chirp Parameters using Curvature-guided Langevin Monte Carlo

Fuente: arXiv
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Autores principales: Basu, Sattwik, Dutta, Debottam, Wei, Yu-Lin, Choudhury, Romit Roy
Formato: Preprint
Publicado: 2025
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author Basu, Sattwik
Dutta, Debottam
Wei, Yu-Lin
Choudhury, Romit Roy
author_facet Basu, Sattwik
Dutta, Debottam
Wei, Yu-Lin
Choudhury, Romit Roy
contents This paper considers the problem of estimating chirp parameters from a noisy mixture of chirps. While a rich body of work exists in this area, challenges remain when extending these techniques to chirps of higher order polynomials. We formulate this as a non-convex optimization problem and propose a modified Langevin Monte Carlo (LMC) sampler that exploits the average curvature of the objective function to reliably find the minimizer. Results show that our Curvature-guided LMC (CG-LMC) algorithm is robust and succeeds even in low SNR regimes, making it viable for practical applications.
format Preprint
id arxiv_https___arxiv_org_abs_2501_18178
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Estimating Multi-chirp Parameters using Curvature-guided Langevin Monte Carlo
Basu, Sattwik
Dutta, Debottam
Wei, Yu-Lin
Choudhury, Romit Roy
Signal Processing
Machine Learning
This paper considers the problem of estimating chirp parameters from a noisy mixture of chirps. While a rich body of work exists in this area, challenges remain when extending these techniques to chirps of higher order polynomials. We formulate this as a non-convex optimization problem and propose a modified Langevin Monte Carlo (LMC) sampler that exploits the average curvature of the objective function to reliably find the minimizer. Results show that our Curvature-guided LMC (CG-LMC) algorithm is robust and succeeds even in low SNR regimes, making it viable for practical applications.
title Estimating Multi-chirp Parameters using Curvature-guided Langevin Monte Carlo
topic Signal Processing
Machine Learning
url https://arxiv.org/abs/2501.18178