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

learn more… | top users | synonyms

0
votes
1answer
16 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 ...
0
votes
1answer
30 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 ...
5
votes
1answer
81 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 ...
1
vote
2answers
46 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, ...
0
votes
0answers
26 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 ...
0
votes
0answers
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 ...
1
vote
0answers
36 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 ...
0
votes
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 ...
1
vote
1answer
41 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 ...
1
vote
1answer
85 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 ...
0
votes
0answers
7 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 ...
1
vote
0answers
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 ...
2
votes
1answer
103 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 ...
1
vote
2answers
50 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 ...
1
vote
0answers
24 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 ...
0
votes
1answer
127 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 ...
0
votes
1answer
35 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 ...
0
votes
0answers
22 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 ...
0
votes
0answers
18 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 ...
0
votes
1answer
82 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 ...
1
vote
4answers
251 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 ...
0
votes
0answers
270 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 ...
1
vote
1answer
42 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 ...
1
vote
1answer
55 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 $\sigma^2_u$ ...
2
votes
1answer
46 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, ...
0
votes
0answers
20 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 ...
0
votes
0answers
28 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 ...
0
votes
0answers
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 ...
0
votes
0answers
11 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 ...
0
votes
1answer
58 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 ...
1
vote
1answer
51 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 ...
2
votes
1answer
68 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 ...
5
votes
1answer
150 views

Expectation maximization of moving average with binary source input

I am trying to do blind system identification of a univariate linear FIR model: I am unsure if the approach is correct or not and any help to further proceed with the maximization will be great. ...
0
votes
0answers
60 views

Trying to understand particle filters

I have gone through some of the posts on particle filters as well as papers and lecture videos. I believe I have a good hold of systems theory etc, and a very basic understanding of probability ...
0
votes
0answers
34 views

Carrier frequency estimation - dependency on symbols rate

I am working on the problem of estimating the carrier frequency of some PSK modulation around a carrier. The PSK symbols are unknown (Non-data-aided) and I do not wish to estimate them (considered ...
0
votes
1answer
79 views

how to extract meaning from signal (distance estimation)?

I have 3 times series representing detected rssi signal power from 3 emitting devices. The devices are at 1 meter distance from the receptor, plotting the 3 time-series gives the following results : ...
0
votes
1answer
74 views

Discrete sinusoidal to state space

I'm looking to apply an optimal LQR filter to a discrete signal of the form $x[n]=A\sin[\omega_0n + \phi]+ v[n]$ The amplitude $A$ and the phase $\phi$ are unknown variables I want to estimate using ...
0
votes
1answer
44 views

I'm looking for the concept about estimated standard deviation

I am looking for the concept about estimate standard deviation. Actually I'm not sure how can I get a concept the estimate standard deviation ? If you know the concept, then would you let me know ...
0
votes
1answer
42 views

What does it mean when one model fit the data better than does a comptitor model?

I'm trying to review MLE (maximum likelihood estimation). What does it mean when one model fit the data better than does a comptitor model?
1
vote
1answer
162 views

What do we espect Likelihood function used for?

In my understanding, I let make a example. For example, you can see in the following picture. Consequently, We want to find ^sigma. and We have already known the observation data(which is random ...
2
votes
0answers
35 views

Sparse Channel Estimation in OFDM System

Compressive sensing methods are used in channel estimation when the channel is thread as sparse where there are zero points in the signal representation. I am in the beginning of the sparse signal ...
3
votes
2answers
278 views

How do can we cancel out noises while listening voice on headphones?

It's a common problem that while talking with the another person on Smart phones with the help of regular headphones,we get very annoying sounds at background . The opposite person's voice gets mixed ...
1
vote
1answer
121 views

How to estimate the noise of an image?

I want to know how to estimate the noise of an image? Also is this represent the camera's noise? Does anyone know how to estimate the noise of an image or camera? Update: Especially, I want to ...
0
votes
1answer
33 views

Frequency and amplitude estimation with missing samples

My input signal is given by $$ x[n] = A\sin(2\pi f n/F_s + \varphi)$$ The signal is uniformly sampled at a sampling rate of $F_s $[Hz]. However some of the samples are missing. Assume that there are ...
0
votes
2answers
154 views

Signal decompositon

I am not a good in writing algorithm but please follow below steps 1.There are 4 1D sinusoidal periodic signals.3 of them are given by \begin{cases} x(t)=4\sin(10\pi t) \\ y(t)=8\cos(20\pi t) \\ ...
0
votes
1answer
66 views

How does the OFDM system receiver decide the OFDM symbol length? [duplicate]

I am trying to understand how the receiver decides the length of OFDM symbol in time domain before it goes into DFT process at the receiver. The complete OFDM symbol (with Cyclic Prefix added) is ...
0
votes
0answers
36 views

Is there a principled way to distinguish between these signals?

Consider these two signals: They both describe a biological process going on in the same subject. The blue one is obtained at rest and the red one after the subject is perturbed. Is there a ...
0
votes
0answers
30 views

Estimation of Hit Time Using Kalman

I have the following model for Kalman Filter. The Dynamic Equation: $$ \begin{bmatrix} {r}_{k} \\ {v}_{k} \end{bmatrix} = \begin{bmatrix} 1 & -T \\ 0 & 1 \end{bmatrix} \begin{bmatrix} ...
2
votes
3answers
417 views

How to estimate the period of a pulse train?

I am trying to find the period of a pulse train like signal. I have reviewed the following questions but I did not find a clear-cut answer to the problem, 12892, 16502, 6260. I do not know the ...
3
votes
2answers
168 views

How to estimate for an exponential in WGN

Question: Formulating a Maximum likelihood estimator: So, the likelihood will be $p(y;\mathbf{h}) = \frac{1}{{(2 \pi \sigma_\eta^2)}^{T/2}} \exp{(-(y - y_0(t))^2)/ 2\sigma_\eta^2}$. Then, I ...