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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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1answer
14 views

SRF-PLL discretization problem

So I've been working on how to digitally implement a static reference frame PLL (SRF-PLL), which is a quite popular PLL used for extracting three-phase grid angle. This PLL works by using the DQ0 ...
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0answers
18 views

How to get PSD from frequency domain representation of time-series data [duplicate]

Let's say we have a realization (time-series data) of a random process. I take fft() of that to get its frequency domain representation. Then how can I estimate the PSD of this random process by ...
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1answer
42 views

Is it possible to do better than Cramér Rao lower bound for different estimation methods

I’m new to learning about the Cramér Rao lower bound. Does the calculation of the CRLB imply that only particular estimation algorithms can be used (e.g. estimating delay and Doppler from a complex ...
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0answers
41 views

Finding time-varying coefficients for a VAR model by using the Kalman Filter

I'm posting this again, since after my last post i've been able to advance the code quite alot. I'm still trying to write some code in R to reproduce the model i found in this article. The idea is to ...
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1answer
43 views

Cramer-Rao Lower Bound

In estimation problems, we may use Cramer-Rao Lower Bound (CRLB) to evaluate the best performance. But if there is no unbiased estimator can attain CRLB, what is the meaning of CRLB? To clarify the ...
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1answer
44 views

Amplitude Estimating Using a Windowed DFT

Let's say we want to estimate the amplitude A of a mono-frequent signal using a windowed DFT. The frequency of the signal is unknown, and the frequency resolution of the DFT is limited, thus it cannot ...
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1answer
33 views

Is match filter a solution of some differential equation?

Matched filter is very common and termed as optimal filter for detection purpose. The question is : can we formulate a differential equation and show that the solution is matched filter.
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0answers
24 views

Training Fractionally Spaced Channel Estimator and Equalizer

If you are attempting least squares channel estimation with a fractionally spaced channel estimator, do you want the training sequence to also be fractionally spaced or symbol spaced? It looks like ...
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1answer
32 views

Channel estimation

In single-carrier systems, at the receiver, when we need to do channel estimation and equalization? Do we need to do before timing synchronization and CFO correction or before it? And, please let me ...
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0answers
29 views

Recovering signal statistics from non-uniform sampled signal

I'm interested in estimating the mean and standard deviation of a signal that was sampled non-uniformly. Assuming I have an estimate of the signal bandwidth, what algorithms would provide estimates of ...
1
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1answer
71 views

Equivalence of ML and DFT Peak Finding for Single Tone Estimation

My understanding is Maximum Likelihood and DFT Peak Finding for a single tone produce the same results assuming the ML is restricted to the same frequencies as the DFT. I was wondering if there was ...
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2answers
105 views

Solving a Linear Mean-Square Estimation the easy way

I have an exercise which is quite trivial. However I got stuck and I'm not sure if this the end-result. I assume there has to be a way to get this result much quicker. Given are two randomly ...
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0answers
41 views

Transfer function estimation of a noisy system

Overall description I am trying to estimate a filtering system’s transfer function, given its input and output. This system takes $x$ as input . This signal is low pass filtered and added to a WGN by ...
4
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1answer
109 views

Ratio of expected values of squares of errors in power quantities, in dB

An amplitude quantity $a$ is estimated by two estimators $\hat a_1$ and $\hat a_2.$ The error of estimator $\hat a_2$ is compared to that of $\hat a_1$. One possible comparison is the ratio of ...
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5answers
459 views

Estimators for improved spectral subtraction of noise

Real zero-mean Gaussian white noise, independent of a clean signal $x$ and of known variance is added to $x$ producing a noisy signal $y.$ Discrete Fourier transform (DFT) $Y$ of the noisy signal is ...
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1answer
55 views

number of samples and Amplitude accuracy,what's the solution to this problem

I'm colleceting data samples from a device (temporal signal) in order to analyze it with FFT function in MATLAB R2015b,first i get N=4063 data points with (delta_t=0.000015s) so my frequency ...
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1answer
93 views

Periodogram and Welch periodogram comparison

I'm trying to compute the PSD using the periodogram method. I have a signal that is periodical at 5kHz. The frequency resolution sought for is 1.221Hz. It's a PRBS signal that has its energy drop to ...
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4answers
71 views

Spectrum estimation

When calculating the spectrum estimation of a signal $x(t)$ with random noise, why do we use ($E$ for expectation) $$E[|X(\omega)|^2]$$ but not $$E[|X(\omega)|] $$ If it is because the random ...
2
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4answers
268 views

Sequential Form of the Least Squares for Linear Least Squares Model

I'm currently working on a project in which I need to find the tilt of a surface. Let's assume I'm only concerned with a single dimension tilt (i.e. slope) to begin. I currently have the ability to ...
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0answers
49 views

Resolution of MUSIC algorithm

MUSIC algorithm has been known to provide super-resolution imaging capabilities, and it is implemented in target recognition radar system, however, I couldn't find a definite expression for its ...
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0answers
39 views

Advances in Blind SNR estimation beyond $M_2M_4$

In Pauluzzi and Beaulieu, various SNR estimation methods are compared. Among the blind methods considered, the $M_2M_4$ estimator seemed to be unambiguously the best. However, it has been shown that ...
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2answers
40 views

Summing over constants [closed]

I'm following some notes and I came across an example which said that for this x_n with a proposed estimator of the mean, that it is an unbiased estimator for the DC level. I'm trying to do it out ...
0
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1answer
269 views

Kalman Filter : How measurement noise covariance matrix and process noise helps in working of kalman filter , explain intuitively please?

How noise covariance matrix and process covariance matrix helps in improving the state estimate, can some one explain intuitively without mathematics ?
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1answer
72 views

Symbol Timing recovery for modulation producing ISI

I am interested in understanding why the common timing recovery algorithms function for modulation schemes which produce ISI. For example, suppose you are receiving at the output of a matched filter ...
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1answer
42 views

Estimation Theory - Basic Question

I'm just starting estimation theory for my DSP course and I'm a bit confused about the classic example given everywhere which aims to show that two unbiased estimators can have different variances. I'...
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1answer
64 views

Steps for proofing Tweedie's Formula

Assuming that $f_{X|D}(x|d)=e^{\alpha d x - \psi(d)}f_0(x)$ for some constant $\alpha$ such that it is a valid pdf for every value of $d$, i want to establish that: $$\mathbb{E}[D|X=x]=\frac{1}{\...
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2answers
57 views

Estimating a Signal Given a Noisy Measurement of the Signal and Its Derivative (Denoising)

I have a signal and its derivative simultaneously measured, both including additive noise. The measurement is completed before the analysis, so it can be looked ahead. Now I want to reconstruct a less ...
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1answer
32 views

Question on Levinson's proposed discrete form of Wiener filter

The whole foundation of Levinson's discrete version of Wiener filter is based on the assumption of stationarity of a time series, and aims to predict a value based on the past observed values. Now, if ...
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0answers
25 views

how to robustly estimate low and up envelope of signal with trend, few level constant steps and noise

I am looking for robust estimation method of low and up envelope of the signal consisting from smooth trend component, constant steps between few fixed levels and additive noise (+ outliers of course)....
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1answer
591 views

YIN pitch estimation algoritm-simplified explanation [closed]

can someone please explain the steps of YIN pitch detection algorithm in a simple way "especially the last 3 steps". here is the research paper of YIN algorithm http://audition.ens.fr/adc/pdf/...
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3answers
168 views

Question on Wiener Filtering

I have read that a Wiener filter is a filter used to produce an estimate of a desired or target random process by linear time-invariant (LTI) filtering of an observed noisy process. Now, my doubt ...
2
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2answers
903 views

Extended Kalman Filter (EKF) for Non Linear (Coordinate Conversion - Polar to Cartesian) Measurements and Linear Predictions

I'm new to Kalman filtering and state estimation and I'd like some guidance on EKFs. Currently, I'm trying to use a linear prediction model coupled with nonlinear measurements to estimate the state ...
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0answers
26 views

Estimating a discrete summer with constrained input bandwidth

I have a discrete-time system which can be described as: $$ Y_m = \sum_{r=-N_g}^{R-1+N_g} c_r x[R(m-1) + r] $$ The unknowns are $c_k$ but I know that they have the following approximate behavior: $$...
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1answer
93 views

Estimating variance in arbitrary, periodic signal

I have a periodic signal $x[m], m \in [0;M-N+1]$ made of modulated templates $s[n],~ n \in [0;N-1],~ N \ll M = NK$ of finite energy and support (i.e. zero outside of its defined interval, which does ...
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1answer
110 views

Estimation of Two Closely Spaced Frequencies?

What is the best frequency estimation algorithm for two closely spaced frequencies in term of the minimum frequency spacing achieved?
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1answer
91 views

How to Realize the Sigma Point Sampling Function in Unscented Kalman Filter?

Recently I'm learning the unscented kalman filter (UKF). When designing the unscented kalman filter, it involves a non-linear function to generate the sigma points and then use the system non-linear ...
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1answer
55 views

Why Isn't the ML Estimator (MLE) in MIMO Spatial Multiplexing Obtained by the Least Squares Solution?

In the simplest scenario of MIMO spatial multiplexing: $$\mathbf{y} = H\mathbf{s} + \mathbf{n}$$ where: $\mathbf{s}=[s_0,s_1,...s_{M-1}] \\\mathbf{y}=[y_0,y_1,...y_{N-1}]$ $\mathbf{n}=[n_0,n_1,......
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1answer
83 views

Phase and Amplitude estimation

Context: I have used FFT many times, but for real, non-periodic signals I consider it a poor estimator. For most of my applications I am only interested on the power spectrum, so I use the Welch's ...
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0answers
78 views

Estimation of the frequency response data using Matlab command invfreqz?

I would like to determine frequency response and then impulse response of the displacement equation (eq. 1 please see screen shot of the task below). In this example we study a response of the finite ...
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1answer
260 views

Sample Dataset for Kalman Filter

I'm a newbie to Kalman filter. I have found the code online but I was wondering if there is any sample dataset available online to get hands-on with it (for example: CIFAR-10 for classification etc. )....
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1answer
168 views

how can I generate SIMO underwater acoustic channel

I'm working in underwater acoustic channel, then I need to generate SIMO channel to use it for simulation in MATLAB, how can I generate SIMO channel? thank you
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0answers
86 views

Estimating frequency when there's little isolation between signal and noise frequencies

Say I have a signal which is guaranteed to have a frequency between 110-120 Hz but is corrupted by interference signals that're very close to this frequency range. For example, let the interference ...
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0answers
35 views

EKF smoothing for prediction at t=0 when no there is no measurement

I have a simple first-order reaction batch system for which I have some discrete measurements ($0<t_{k}\le t_{endbatchsample}$). I have an initial guess for $x_0$ and $P_0$ and from here I ...
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2answers
216 views

Harmonics to Noise Ratio Estimation

I'm willing to estimate the Harmonics to Noise Ratio (HNR) of a speech signal x[k] and using autocorrelation method. Theoretically, HNR is given as, $\ HNR = \frac{R_{xx}[T_0] }{R_{xx}[0]-R_{xx}[...
3
votes
1answer
130 views

How to prevent Octave Jumping in ACF of Speech Signal?

I'm working with speech signals and my aim is to estimate the fundamental frequency $\ F_0$ of this signal often called as "pitch". The main idea is taking small blocks of the speech signal such ...
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2answers
132 views

Finding the Best Gaussian Smoothing Kernel to Minimize the Discrepancy Between Two Images

Suppose we have two grayscale images, $A$ and $B$. $A$ and $B$ very strongly resemble each other, such that the mean of the absolute difference $\lvert A - B\rvert$ is fairly small. Suppose further ...
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0answers
82 views

What is the difference between Statistical Signal Processing and Estimation and Detection?

Looking at the syllabus of Statistical Signal Processing in different university I see a lot of correlation with that of Estimation and Detection? In some universities, these are seen the same. For ...
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3answers
100 views

Least Squares with blocks/updates

I have a continuous-time system that I want to fit via least squares. I just send $N$ digital samples $x[n]$ through the system and receive (via analog signal chain, ADC etc) $N$ digital samples $y[n]$...
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2answers
59 views

Estimation of step amplitude using the CUSUM algorithm

I used the CUSUM algorithm to detect steps in data. Basically the data looks like this, the data has a constant amplitude and then there is a rapid variation or a step. For example, the signal has a ...
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0answers
53 views

Best equalizer for a perfect CSI

Assuming a MIMO system and a perfect CSI (the channel matrix is known), what can be the best equalizer? ZF or others?