# Questions tagged [estimation]

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

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### Is there a way to measure an image SNR blindly?

Are there known techniques to estimate the SNR of an image in small neighborhoods (say like 11x11) without any knowledge of the clean image, with arbitrary content ? Denoising is not required. Update:...
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### Mixing Kalman filter and least-squares

I'm not sure it is the right department. I try my chance I am wondering if there is a way to make a hybrid formulation of a least-square problem and a Kalman filter. Let me explain what I mean: The (...
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### I want to perform aec on a wav file and calculate erle

I am trying to evaluate the performance of an AEC by comparing the i/p and output wav file. I want to calculate echo return loss enhancement to predict how much(db) echo has been attenuated but i am ...
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### correlation matrix for complex white noise does not equal to identity matrix?

I generate 8 time series of gaussian white noise and want to compute the correlation matrix at a frequency bin between them. The following is the matlab code I use ...
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### How Are Unmeasured Properties (Velocity and Covariance of Velocity) Handled with a Kalman Filter?

I'm trying to understand how I can update a Kalman filter with a state variable for position and velocity when I only measure position. I have a covariance matrix of the position measurements. But ...
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I am trying to implement a Kalman filter for an echo pulse detection application as similar to this paper. (an open source version is here (pg 16)) The measurement variable is $h(x,t)=A_0 (\dfrac{t-\... 1answer 104 views ### Estimating the SNR of 2-FSK I have some iq data recordings of a 2-FSK waveform that I've created periodograms from. How do you estimate the SNR of this waveform in the frequency domain? I've heard two opinions: One: Integrate ... 0answers 32 views ### estimating peak frequency close to bin zero Given a half complex spectrum (positive frequency bins from DC to Nyquist) as the result of a real FFT, to estimate the true (non integer) peak frequency I usually rely on Eric Jacobsen's estimator: $$... 2answers 138 views ### A Fast Power Grid Frequency Estimation Approach Using Frequency Shift Filtering I have read the paper A Fast Power Grid Frequency Estimation Approach Using Frequency Shift Filtering. I want to prove it using a numerical example, I have problem how to calculate the ... 0answers 21 views ### Forming the estimation manifold for a 2-D beamformer Given an array of L sensors in a uniform planar array, with known positions in space, I would like to estimate both the angles of arrival and delays from a point source under multipath conditions ... 0answers 84 views ### Is the Wiener filter operating at the Cramér–Rao bound? I have been told (Wikipedia agrees) that the Wiener filter is optimal when signal and (additive) noise are WSS. Optimal in the sense that it minimizes the mean-square error. The Cramér–Rao bound is ... 1answer 51 views ### Offline State Estimation Imagine I have a nonlinear system:$$ \frac{\text{d} x}{\text{d} t} = f(x,t)\\ y = g(x). $$I can design a nonlinear observer to estimate the state x based on the measurements y. However, this ... 0answers 76 views ### Estimating a Filter's Envelope Are there any established techniques for estimating the envelope of a swept filter? I tried a first order piece-wise polynomial approximation using the SHGO global minimizer algorithm (Python code ... 1answer 40 views ### where we use estimation and detection in communication system? I read from the book that we use estimation when we are dealing with analog signal or continuous random variable and the term detection when the transmitted signal is a discrete value even if a ... 1answer 188 views ### LMS convergence and step size \mu I am running the LMS algorithm based on Haykin's Adaptive filter theory. I aim to plot the cost function \mathbf{J} and calculate \mathbf{J}_{\tt min} and the simulation excess mean square error \... 0answers 93 views ### Can the numerical variance be lower than Cramer-Rao Lower Bound? For a sample mean unbiased estimator, which achieves the CRLB, I plotted the variance and compared it to the theoretical CRLB. The plot below shows what I got. I have small number of samples to ... 1answer 58 views ### time-domain channel estimation based on two vectors optimization Let's the input data vector X = [X_1, X_2, X_3, X_4, X_5,X_6,X_7,X_8]; where [X_7,X_8] are well known, and the vector y = h*X where * is the convolution operation and h = [h_1,h_2] is the ... 0answers 36 views ### Transceiver for TDoA measurements Could someone advise me on some module for making the TDoA position system for my research work? I need to have measurements with an accuracy of a few meters. It equals a bandwidth of about 20 MHz. I ... 2answers 81 views ### MSE of an estimator In the book Fundamentals of Statistical Processing, Volume I: Estimation Theory by Steven M. Kay on page 19, it say that the mean square error of an estimator, \hat{\theta}, given the true value, \... 1answer 114 views ### Signal Estimation after detection Part 2 I have a binary information source signal s(t) that is corrupted by additive White Gaussian noise w(t) at a particular SNR. The received signal is:$$x(t) = s(t) + w(t)$$Then I have created a ... 0answers 12 views ### Uplink Pilot Design in TDD based OFDM system In a paper “Design of Orthogonal Uplink Pilot Sequences for TDD Massive MIMO under Pilot Contamination”,it was mentioned that, In the uplink channel estimation, if each user occupy all available ... 1answer 43 views ### Estimating a phase for a frequency band I'm looking for a way (preferably already implemented in eg. python) of estimating a phase for a specified freq band. When I'm performing FFT on the signal, I can determine components frequencies as ... 1answer 59 views ### What Are Intuitive Explanations for Shrinkage in the Context of Image Denoising? I have occasionally come upon the term "shrinkage", mostly in the context of denoising methods. My rough understanding is that it refers to the part where the real distribution might not be ... 0answers 62 views ### Optimal sampling rate for the HMM forward-algorithm I have a system with a binary-state. The system state is estimated by an HMM forward-algorithm. Also, the system allows a varying sampling rate. Considering that the system state transition takes a ... 2answers 818 views ### Understanding the H1 and H2 estimators So the$H_1$and$H_2frequency response estimators for SISO systems are defined according to: \begin{align} H_1 &= \frac{P_{yx}}{P_{xx}}\\ H_2 &= \frac{P_{yy}}{P_{xy}} \end{align} Where\...
I am dealing with a problem with Wiener filter. Assume the original function is $s(t)$ with observation $x(t) = s(t) + n(t)$. And $s(t)$ and $n(t)$ are WSS (wide sense stationary) and they are ...