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Jeffrey's Prior for Unknown Sinusoidal Noise Model via Cramer-Rao Lower Bound

Authors: Rasaki O. Olanrewaju, Samuel A. Phillips, Emmanuel A. Ayanlowo, Olayode Fatoki


This paper employs the Jeffrey's prior technique in the process of estimating the periodograms and frequency of sinusoidal model for unknown noisy time variants or oscillating events (data) in a Bayesian setting. The non-informative Jeffrey's prior was adopted for the posterior trigonometric function of the sinusoidal model such that Cramer-Rao Lower Bound (CRLB) inference was used in carving-out the minimum variance needed to curb the invariance structure effect for unknown noisy time observational and repeated circular patterns. An average monthly oscillating temperature series measured in degree Celsius (0C) from 1901 to 2014 was subjected to the posterior solution of the unknown noisy events of the sinusoidal model via Markov Chain Monte Carlo (MCMC). It was not only deduced that two minutes period is required before completing a cycle of changing temperature from one particular degree Celsius to another but also that the sinusoidal model via the CRLB-Jeffrey's prior for unknown noisy events produced a miniature posterior Maximum A Posteriori (MAP) compare to a known noisy events.

Keywords: sinusoidal, Maximum A Posteriori (MAP), Cramer-Rao lower bound (CRLB), Jeffrey's prior, Markov Chain Monte Carlo (MCMC), Periodograms

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