# Questions tagged [estimation]

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

254 questions
4answers
259 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 ...
2answers
120 views

### Estimation of filter response

If I have samples of input say x(1:500) and it passes through FIR filter with 9 taps and some unknown coefficients. The output y(1:508) is also known. The aim is to estimate the filter response in ...
0answers
14 views

### Localization of Narrowband Radio Emitters Based on Doppler Frequency Shifts [closed]

Let's assume we don't exactly know the emitted signal frequency on which we want to perform the localization methods. How is this even possible then? What is the background of all the estimation ...
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 ...
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 ...
1answer
232 views

### confidence interval estimate for coherence

Is there any solution for estimating Confidence interval of coherence derived by Welch method with overlapping segments? Moreover, the window length is not same for all the observations, only the ...
1answer
727 views

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'...
4answers
237 views

### MMSE Estimation - Fusion of 2 Measurements

Let's say I have 2 measurements of the same phenomenon (for example current temperature) and I want to find the MMSE (minimum mean square error) estimator, i.e to minimize the MSE (mean square error). ...
1answer
116 views

### How does this FLL work?

I'm trying to get my head around how band-edge frequency locked loops work. In particular, a diagram from this paper: Specifically, what does the Tanh() function and the conjugate product of the two ...
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)....
1answer
587 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/...
1answer
871 views

### Kalman Filter - Optimal Way to Handle “Derived” Measurements?

Ie, if you have as state variables position (p) and velocity (v), and I make low-frequency measurements of p, this also indirectly gives me information about v (since it's the derivative of p). What ...
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 ...
1answer
131 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 ...
2answers
292 views

### Maximum Likelihood for Colored Noise

I have the following question about the maximum likelihood (ML) in presence of inter-symbol interference and colored noise. Assume the communication system is as follows. Information source, ...
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 ...
1answer
82 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 ...