In signal processing, estimation is a technique for approximating an unobserved signal from an observed signal containing noise.

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Different results for different orders of estimating AR model using Yule-Walker equations

I'm trying to use MATLAB to estimate the AR parameters to the following filter: $$H(z) = \frac{1}{1-0.5z^{-1}+0.25z^{-2} -0.25z^{-4}}$$ As I can see, the process at the output of this filter depends ...
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20 views

Estimate/Compute parameters of image dataset

I have a dataset of images taken by Kinect (RGB and D) How can I extract the following information only from the images: Frame rate Camera height The dataset containes images of person (s) moving ...
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1answer
22 views

Any estimation algorithms that allow a user to indicate that certain Solutions are impossible?

Variations of the Kalman filter and other algorithms are used for navigation and target tracking. Often times certain solutions might as well be deemed impossible based on known topography in the ...
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2answers
45 views

Goodness of fit for complex valued curves (i.e. frequency responses in frequency domain)

My apologies for perhaps the stupidity of this question. Presume that one has the 'frequency response' $Y_{data}(k)$ of a system and also has an estimated model $Y_{syn}(k)$ that fits the data. How ...
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1answer
42 views

Good Reference Problem to Test Filtering/Estimation Algorithms

I am looking to figure out if a current filter algorithm I have built could be useful for some problems I am looking into at work. It isn't a Kalman filter, but is instead making estimations using a ...
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1answer
52 views

Estimation of accelerating target using position measurements only

I am currently thinking about approaches to estimating the position and velocity of an accelerating target. At this time, I have tried a few approaches that work alright. I have tried two variations ...
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1answer
60 views

Which is correct representation for function of variable?

I have a function as $$E=\int_\Omega -\log\big( p_i(x)\big) dx$$ where $p_i(x)$ is density distribution which estimated by Parzen window method. $$p_i(x)=\frac{1}{\Omega_i} ...
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1answer
24 views

How to validate an estimated model in case of output-only data (in frequency domain)?

Before moving to the actual question, I would like to emphasize on the following points (maybe they are obvious to some of you, but I still would like to list them, since they make the difference): ...
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1answer
42 views

Frequency estimation of N FFTs of one sine signal in AWGN

Assume N receivers, detecting the same sine signal in AWGN with FFT, then we have N peaks for the same frequency corrupted by noise. How to use the N FFT observations of the same signal to get a more ...
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21 views

Methods of combing two parameter estimates

If you have two different methods of calculating a continuous parameter (eg. heart rate), each with their own uncertainty, what would be some common methods of combining these parameters to create a ...
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69 views

1/f noise parameter characterization

I would like to characterize 1/f noise in some time series data. I would like to estimate the 1/f noise corner, and the standard deviation of the 1/f noise component and white noise component. The ...
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35 views

Problem using MMSE estimation of channel frequency response

I need to model the minimum mean square error (MMSE) performance in estimating channel frequency response. I have channel's power delay profile (PDP) as a table with tap delays and powers. The ...
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16 views

RLS Algorithm Convergence

I am looking for some help to understand the concept how RLS converges? If possible to present it graphically that would be best. It is very easy to understand the understanding of convergence in case ...
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1answer
27 views

Cost function for adaptive algorithms

I am having little difficulty to understand that why most of the adaptive algorithms use error power or addition of error power as cost function/minimization criterion. I have read that minimization ...
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2answers
46 views

Estimate camera generalized velocity from consecutive frames

Let's suppose I have a camera which can move freely in 3D space and has 6 degrees of freedom. Is it possible to estimate the linear and angular velocity of the camera from 2 or more consecutive ...
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10 views

What is blind and non-blind estimation in compressive sensing?

Based on paper : Asymptotic Achievability of the Cramér–Rao Bound for Noisy Compressive Sampling by Behtash Babadi et.al Download link the Authors give the ...
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32 views

non integral (sub sample) delay estimation using interpolation [duplicate]

Integral sample delay can be obtained directly from peak of cross correlation. How to obtain non integral delay. Is there some other interpolation technique (apart from parabolic) which estimates the ...
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14 views

Predict the maximum power of a signal in the presence of noise

My question relates to predicting the power of a signal in the presence of noise. The signals I am analysing are discrete quasi-periodic signals (jittered sine waves basically). If I do a spectral ...
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1answer
31 views

Cross-Correlation Signal Delay Estimation Variance

I am working on a project which intends to use Time Difference of Arrival (TDoA) for localization. Firstly, my understanding is that a matched filter is the most common method for estimating ...
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1answer
58 views

Channel Estimation / Equalization - Estimate Channel Inverse Using White Noise Statistics Only

Given the system defined in the following figure: We have a system $ G \left( f \right) $ which is unknown yet can be defined by $ {N}_{p} $ poles and $ {N}_{z} $ zeros. The signal $ x \left( t ...
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2answers
146 views

Kalman Filter for estimating position with nonconstant velocity & acceleration

I am trying to estimate the position & head direction of a rodent going through a 2D environment (a circular surface of 1m radius). Above his head is an overhead camera which records 4 LEDs ...
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2answers
67 views

Determining channel frequency response from measured data via IFFT

I've been working on a small system that transmits a linear chirp over the 35Hz-20kHz frequency range in a room and simultaneously records the transmitted signal with echoes (from the floor, walls, ...
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35 views

Noise level estimation

I'm trying to estimate a noise level within every 1024 samples of the AM modulated, 5kHz, complex signal. My current approach is to perform some filtering (bandpass, median) and then deduct the power ...
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9 views

Why would prefiltering measurement data affect the least squares estimate?

In estimating parameters in a discrete time model I've often seen the use of filters applied to the input data, before its applied to least squares processing. I've been told that the filters are ...
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47 views

Optimality of Kalman Filter for Process Noise dependent on magnitude of state

Consider I have a dynamical system $\dot{x} = Ax + w(t)$, $x \in \mathbb{R^2}$ where $w(t)$ is a Gaussian random variable with mean $E(w(t)) = C\|x\|^2$ where $C \in R^2$ is a constant and covariance ...
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1answer
28 views

Estimate High Frequency

I'm smoothing a signal with an little algorithme and I can control the amount of smoothing dynamically. Now it could be interesting to drive that amount with a measure depending of the frequency ...
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1answer
47 views

Making sense of the delay formula between two sensors in an antenna array?

In the image above, there is a formula for the delay of a signal at a given sensor 'i' in an antenna array. I don't understand how they arrived at that formula. Each antenna array element is ...
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1answer
111 views

Estimating a low frequency signal corrupted by high frequency noise

This is a follow-up to this question. Suppose we take discrete samples of a low frequency signal currupted by high frequency noise. We know the signal has no frequencies higher than 20% of the ...
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10 views

Max pooling for sparse codes from word-sequence vectors

I'm processing Geo Text dataset. Based on the dataset, I created a set of word-sequence vectors. Each sequence vector has a label which is a tuple of Geo-coordinates (latitude - longitude). Due to the ...
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9 views

Temporal window $\{v(t)\}$ of Welch estimator

The Welch estimate [1] of PSD (power spectral density) is determined as: $$\hat{\phi}_W(\omega)=\frac{1}{S}\sum_{j=1}^S \hat{\phi}_j(\omega)$$ where ...
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1answer
196 views

MUSIC algorithm for peak detection

On Wikipedia, is written that MUltiple SIgnal Classification (MUSIC) is an algorithm used for frequency estimation. One purpose of estimating the spectral density is to detect any periodicities ...
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2answers
55 views

Novice researcher aims to get published… How to pick a Journal?

I got my MS in EE way back in 1994 and have not presented at a conference, or published in a journal before, but I had and still have an intense interest in the applied math that I learned. I have ...
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32 views

Optimal method to calculate Fractional Fourier for Chirp signals

There are several method exist in the literature to calculate fractional Fourier transform. My interest is in chirp signals and want to find time delay estimation using fractional Fourier transform ...
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2answers
232 views

An explanation of parts of the MUSIC Algorithm for someone without a background in signal processing?

I've been looking at every tutorial and paper I can find, but I keep losing the intuition behind what's going on when they get into the matrix operations. There is a step in which the signal vector ...
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1answer
36 views

What would be the best way to estimate velocity from a video?

I am not from an EE background, so I am looking for answers to some open-ended questions. I want to calculate how fast water is flowing during a flood. With or maybe even without debris in it. I have ...
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25 views

Is TOA is different for extended target?

The time of arrival (TOA) or time difference of arrival (TDOA) beteen two signals are seen extensively in literature. Are these algorithm applicable for point target as well as extended target? For ...
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23 views

Null Steering using MVDR for a 4 antenna array

I am trying to get a null in the interference direction using MVDR. MVDR requires a matrix inversion. When i am implementing it, i am getting two nulls, one in the desired direction and one more in ...
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1answer
99 views

How to estimate filter coefficients of an all-pole system?

Suppose we have measured the frequency response of a system that is known to be all-pole; measuring impulse response is not possible. What are the methods available, if any, to estimate the ...
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4answers
277 views

Estimate Delay of a Known Signal Delayed by Sub Sample Resolution

Given a known signal $ x \left( t \right) $ and its delayed version $ y \left(t, \tau \right) = x \left( t - \tau \right) $. Both are sampled by Sampling Frequency $ {F}_{s} $ to generate the signals ...
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527 views

Digital low pass filter vs Kalman filter

I have experience with the design of FIR, IIR digital filters. I also know about the Kalman filter, but I am not skilled at using them. Consider the case of a low frequency signal from discrete ...
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1answer
52 views

Equalization knowing the Channel State Information

I am trying to simulate a simple communication system using channel estimation. I was able to estimate the channel response using the Least Squares channel estimator, and it is working properly ...
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1answer
87 views

What is the log-likelihood expression for sum of random variables

Given an $n$-vector $y$ (responses) and a design matrix $X$, I wish to fit them with a simple linear regression model in the form of AR(1) process excited by WGN of zero mean and variance $\sigma^2_u$ ...
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1answer
52 views

What is the technique to find variance of estimation error

Given an $n$-vector $y$ (responses) and a design matrix $X$, I wish to fit them with a simple linear regression model $$y=X\beta+e,$$ or, $y_t = x_t'\beta_0 + e_t$ where $e\sim\mathcal{N}(0, ...
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22 views

reverse engineering - RT frequency estimation

I need to maintain code I inherited. The code is for RT frequency estimation. There is not a single line of comment in the code. I was hoping someone here will recognize which technique is being used ...
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33 views

Time and phase estimation in OQPSK using ML criterion

Let me first make an introduction to the problem by stating some intermediate results: An OQPSK signal has the general form: $$\\\tilde{s}(t)=\sum\limits_{i}\tilde{a}_i ...
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22 views

Extrapolate a Signal in the Time-domain from Sampled Waves

Given multiple sampled signals that are sampled in the same time-domain (x is time and y is amplitude) is there a method for extrapolating to a new time-series, given that we know one of the input ...
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13 views

How can you test Gamma in ISP for test?

In CMOS image sensor, there are gamma processing block in the so many ISP chains. Is there any one know how to test the gamma block only whether working good or something wrong? How can you test ? Is ...
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1answer
63 views

Confusion related to PN sequence : Terminology and application in statistical signal processing

A Pseudo-random Noise (PN) sequence is a sequence of binary numbers, e.g. ±1, which appears to be random; but is in fact perfectly deterministic. The sequence appears to be random in the sense that ...
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1answer
71 views

Subsample time delay estimation

Often we need to estimate the time difference of arrival between two signals to find the location of a target. Many algorithms gives the time delay corresponding to a sample number or time delay is a ...
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1answer
72 views

What is the estimator used in this paper for system identification?

Paper : System Identification using Symbolic Chaotic Sequence download link proposes EM-UKS estimator for system identification of a linear FIR channel when excited by non-linear input. In Fig 3 of ...