# 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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### In EKF should Kalman Gain converge to a specific value?

I have implemented an EKF using the standard predict and update equations in order to perform state estimation of a vehicle with multiple sensors. The model has process covariance matrix $Q$ and each ...
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### Downconversion and CFO estimation after package detection

I'm currently working on generating a function to simulate a passband transmission. In my simulation, I assume that the received signal is twice of my transmitted signal (without adding any noise and ...
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### Signal Separation (constant modulus)

I am trying to separate two source signals, that have constant envelope. The things is that the mixture if forming a Torus, and I am not sure about which algorithm is the most adapted to the situation....
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### Estimating IMU biases without using any external aid

Assuming that Inertial Measurement Unit (IMU) contains accelerometer and gyroscope, I want to estimate the bias in each of the sensors. We know that accelerometer and gyroscope have biases which ...
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### Kalman filters which only update a subset of variables?

What is the general approach to updating a subset of variables with a kalman filter? IE sensor X only updates variable Y. What I'm a little bit confused on is how the covariance would be propagated.
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### Two meanings for "innovation" in Wiener filter are the same?

This is related question to A question about Wiener filter based on Linear Estimation by Kailath, based on the textbook Linear Estimation by Kailath. In that link I talk about how I first learned what ...
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### IMU gravity tracking

I'm interested in tracking the gravity vector for a UAV supposing we don't have external input or GPS. I think a solution to the problem is as a follows: We have a past gravity direction vector which ...
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### MatLab - System Identification Toolbox vs Code - discrepancies and small fit percentages

I need help understanding what in what is wrong with what I am doing, or why is this happening. So basically I have two tables and one variable: ...
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### What happens when Kalman filter is applied on a memoryless system?

I'm trying to set up a Kalman filter for my system $$x_{k+1} = f(u_k)$$ $$z_{k+1} = g(x_{k+1})$$ and found that while the filter "works" (able to reduce rmse from 1.5% in the open loop ...
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### How to tune the coefficients of Polynomial Models in MatLab System Identification toolbox

I have such setting: Where $Y_M(S)$ is the transfer function of the model I am trying to approximate with $Y_U(S)$, what I have is the data of the signal corrupted with noise. I am trying to create a ...
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