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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38 views

Zero forcing vs matched filtering vs LMMSE

In what scenarios would you choose each of Zero forcing, LMMSE and matched filtering receivers: Possible points to consider are: Receiver SINR, High Interference levels, Low interference levels, ...
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1answer
63 views

Channel estimation and interpolation by vector in OFDM

I have V-OFDM system (Vector OFDM) where every symbol is organized as in below figure: The black cirles are pilots and white circles are data. First, iFFT operation it taken per column, and then ...
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1answer
39 views

OFDM pilot allocation block type and comb type

As known, the pilot insertion in OFDM can be either bock type or comb type, I think comb type is appropriate for double-selective channel while block type is for frequency selective channel: In the ...
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2answers
26 views

OFDM time vs. frequency domain channel estimation/equalization

In OFDM, the majority of Equalizers are used in frequency domain. I mean the signal is transmitted in time domain (after performing iFFT), then to estimate the channel we should perform FFt to use ...
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3answers
111 views

Understanding the Difference Between MAP Estimation and ML Estimation

There are a number of possible criteria to use in making decisions. Can someone elaborate on the difference between ML and MAP for a sequence of BPSK symbols impaired by Gaussian noise ?
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144 views

Residual error when setting measurement matrix in compresssive sensing

I have an issue when implementing compressive sensing to recover sparse vector. Assume I have sparse vector $x$ of length, for example, $(256,1)$. $x = [x_1,x_2,.....x_{256}]$. This vector is ...
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1answer
77 views

On the Measurement Matrix Used for Compressing Sensing

Assume we have a matrix $x$ of size $(8,8)$ where each column is considered to be sparse with degree of sparsity equals to $4$. it means that every column can have $4$ zeros and $4$ non-zeros values ...
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1answer
38 views

On the Use of OMP Algorithm to Estimate Sparse Vector

As known, Orthogonal Matching Pursuit (OMP) Algorithm is to recover the sparse channel after convolution with another vector. But when I implement that in MATLAB, I don't get the sparse vector ...
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0answers
42 views

How to simulate (in matlab or c) power spectrum of random brownian noise signal?

I have a semi random noise signal, it does have some periodicity however. I can estimate the power spectrum (of the blue signal, I thought that it would be more clear, because white noise is flat, ...
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1answer
29 views

Variance of circular vector correlation

Say I have two zero-mean vectors, with a size of N and the translation between them is k. Say the image signal std is $\sigma_s$ and the noise std is given by $\sigma_n$. What is the variance of the ...
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34 views

Weiner filter vs Analytical Linear optimal estimator

I've been learning recently about estimation of stochastic processes in general, and linear estimation in particular. On one hand I've seen the following estimation of $X[n]$ from $Y[n]$ - $X_{opt} ...
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1answer
73 views

Estimate Instantaneous Frequency Using LMS Algorithm

I hope someone can help me with the following problem: I want to estimate the frequency of a sound file that is composed of a sinusoidal with varying frequency and additive white noise: $$ x \...
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14 views

How to estimate the channel in DS CDMA system

I am working with DS-CDMA system based on multi-path Rayleigh channel,My question, how can I estimate the channel from the received signal to cancel the effect of channel? for example in OFDM system ...
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1answer
37 views

Detection of “constant” signal

I have the positions of a computer mouse, sampled at a high frequency, with a good amount of noise. When the user stops moving the mouse, instead of going to zero the velocity reported by the mouse is ...
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1answer
58 views

Amplitude estimation of sinusoid in known spiky spectral noise

What is the "best" way to estimate amplitude of a known-frequency sinusoid in the presence of known spiky spectral noise (i.e. noise comprising a few spectral peaks at known frequencies)? By "best", ...
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2answers
63 views

Idea for Noise Level Estimation / Automatic Thresholding in the Presence of Peaks

I have the fft of some signal, and want a rough estimate of the noise level in order to choose an appropriate threshold for our peak detection algorithm. In general, the fft contains mostly noise with ...
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8 views

Estimate the environment shape by traveled distance and angle

Consider a robot that randomly moves in a closed environment. Every time it encounters an obstacle, it performs a rotation and proceeds in the new direction. It can measure the angle (with a compass) ...
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1answer
86 views

How to Linearly Combine Two Unbiased Estimators of One Parameter without Knowledge of Their CoVariance?

I have two unbiased estimators of one parameter, $\tau$. The first estimator, $r_1$, is the better estimator with lower variance than the second estimator, $r_2$. I also have: $ \mathbb{E} \left[ {r}...
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29 views

Why using a secondary observation increases the estimation variance?

The output of a 2-input 2-output communication channel is given by: $x^{(i)}(t) = \sum_{j=1}^{2}\sum_n {a^{(j)}_n}h_{ij}(t-nT-\tau^{(j)})$, where $x^{(i)}(t)$ is the i-th output, $\{a^{(j)}_n\}$ are ...
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58 views

Problem with 1st order PLL update equation

The output of a communication channel is given by: $x(t) = \sum_n{a_n}h(t-nT)$, where $\{a_n\}$ are BPSK symbols, $h(t)$ is the channel response, and $T$ is the symbol period. If there is an ...
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55 views

Pulse shape estimation

Given a captured noisy BPSK signal, how do I formulate the maximum-likelihood problem so as to estimate the matched filter? The model of interest would be baseband BPSK with AWGN: $$c(t) = \sum_{\ell=...
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1answer
39 views

Why is the concept of a “state covariance matrix” necessary in estimation?

I'm currently taking a course in optimal estimation (and it's still very early in the course). Much of our work is based around the idea of a measurement model $y=Hx + v$ This model assumes our ...
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6 views

Clutter Model in MOT: joint distribution of a random matrix and its column size variable

Suppose $C_k$ is a random matrix contains columns of measurement vectors that are random variables: $$C_k=[c_k^1,...,c_k^{m_k^c}]$$ $m^c_k$ is the number of columns as well as a random variable. All ...
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21 views

How to form the data matrix for channel estimation?

I want to estimate a channel (its length is $L_c$) with a preamble (its length is $L$) and a least square estimator. Let $p_r$ the preamble received. I have a problem to build the data matrix $X$ for ...
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24 views

How sensitive is parameter estimation to uncertainty in time?

Suppose I have the following deterministic system that is a function of time: $y = k*t + b$ Now let's say I have the ability to measure this system but there is a zero-mean noise component in the ...
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1answer
89 views

On the signal recovery in OFDM after estimation

Given a modulated signal X which is transmitted based on OFDM with N = 256 sub-carriers through channel ...
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1answer
70 views

Frequency estimation of circularly shifted single tone signal

I have a discrete signal $y[n] = <e^{j ~ 2 \pi f ~ n}>_J + ~w[n]$ with $n \in [0, N[$ and $w[n]$ AWGN, $<x[n]>_K$ denotes the signal $x[n]$ circularly shifted by $K$ samples. Let's define $...
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1answer
51 views

Estimation / Reconstruction of an Image from Its Missing Data 2D DFT

Given the 2D DFT of an image i.e. a NxM matrix of complex numbers, with some missing lines (or even partial lines), considering we have zeros in the missing positions. Any suggestions for an ...
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2answers
81 views

Correlation between a signal segment and its stretched replica

In my application the measurements are affected by temperature and the signal is stretched over time, though preserving relatively similar structure. I want to find incremental stretching between ...
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1answer
165 views

Which Noise Reduction Algorithms Are Used in Commercial RAW Image Processors?

I'm trying to guess what noise reduction algorithms are used in commercial processors for raw images from digital cameras. I find this fairly easy to do for the sharpening algorithms (most use unsharp ...
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0answers
36 views

Time length difference estimation between a waveform and its stretched and a bit distorted copy

I'm trying to solve the following problem and will appreciate your help. In the example I have two signals. The 1st is the original signal and the 2nd is a some slightly stretched version of it. The ...
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1answer
79 views

Correlation between frequency and initial phase estimates using FFT

Why is there a high negative correlation between frequency estimation errors and initial phase estimation errors when measured using FFT? I have a simple code showing this negative correlation. is ...
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0answers
26 views

Extracting 'structure' post permutation

I have particle activity as shown in the left pane of animation below. The activity is clustered and it moves slowly. Sometimes these clusters merges together. On the right side of it, its shuffled ...
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2answers
221 views

Frequency response of a microphone using a sine sweep

I want to determine the frequency response (magnitude, phase) of a microphone. I have another "good" reference microphone whose frequency response I know. I understand that I can use a good speaker ...
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1answer
446 views

Generate signals with a particular variance and SNR

Consider a system model of the form: $y_n = ax_n + v_n$ where $x_n$ is the input that is corrupted by $v_n$ which is an Additive White Gaussian Noise of zero-mean and variance 1 for $n = 1,2,...,N$ ...
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0answers
38 views

Spread Spectrum (CDMA) signal phase noise measurement

A CDMA signal is considered for this application. I would like to have an information on the generated signal oscillator's quality using a phase noise measure. If the signal was a pure carrier, it ...
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0answers
14 views

Tracking a signal

I have two signals representing steering wheel angles, one representing the driver’s inputs (red), while the other one represents the system’s reference signal (blue). I want to estimate in real time ...
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0answers
23 views

DOA estimation of moving, radiating source in the near-field with nonuniform Doppler shifting

I am trying to estimate the DOA of a radiating source using two passive sensors. In the case of a stationary source, I find the lag $k$ of the maximum in the sample cross-covariance sequence $E \...
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1answer
48 views

Does there exist a simple regression method to fit a single sinusoid period to a data set?

I'm currently working on a project where I want to fit a single sinusoid period to a data set. Essentially I have very good control/knowledge of the signal's dominant frequency, so I'm only sampling ...
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1answer
153 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
39 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
87 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
112 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
161 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
64 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
41 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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1answer
59 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
57 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
50 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 ...
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1answer
125 views

Equivalence of Maximum Likelihood (ML) and Discrete Fourier Transfrom (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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