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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11
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2answers
14k views

Given Position Measurements, How to Estimate Velocity and Acceleration

This is simple i thought, but my naive approach led to a very noisy result. I have this sample times and positions in a file named t_angle.txt: ...
0
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0answers
40 views

Is there a better estimator with lower variance?

The output of a 2-input 2-output communication channel is given by: $x^{(1)}(t) = \sum_n {a^{(1)}_n}h_{11}(t-nT-\tau^{(1)})+\sum_n {a^{(2)}_n}h_{12}(t-nT-\tau^{(2)})$, and $x^{(2)}(t) = \sum_n {a^{(1)...
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0answers
52 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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0answers
33 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=...
1
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1answer
26 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 ...
0
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1answer
368 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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0answers
5 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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0answers
19 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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0answers
21 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 ...
0
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1answer
74 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 ...
0
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2answers
52 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 ...
0
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2answers
147 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 ...
2
votes
1answer
64 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 $...
3
votes
1answer
180 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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0answers
19 views

On the use of OMP for sparse channel estimation based on pilots

Given an OFDM frame whose length is 256 sub-carriers, the length of guard interval CP is 64, and the transmitted known pilots 'in red' are 64 too as below: where the received signal is suppose to ...
0
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1answer
250 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 ...
3
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2answers
633 views

DOA estimation 2 sources time delay estimation uniform array

I am new to signal processing, so sorry if the question is superbanal. I have been spending more days than I would admit on this and can't find the error. I have two triangle waves that are emitted ...
2
votes
2answers
96 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 ...
1
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1answer
414 views

Cramer Rao Lower Bound for Cross Correlation (Time Shift Estimation)

UPDATE 2 Okay, I think I understand now why the defined CRLB is not applying to my use case. In my use case, we have very high SNR, and the the first signal $x_1$ is always the same. So the classical ...
3
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1answer
99 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 ...
1
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2answers
611 views

Discrete Sinusoidal to State Space

I'm looking to apply an optimal LQR filter to a discrete signal of the form $x[n]=A\sin[\omega_0n + \phi]+ v[n]$ The amplitude $A$ and the phase $\phi$ are unknown variables I want to estimate using ...
0
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1answer
43 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 ...
1
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1answer
88 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 ...
1
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2answers
262 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}[...
0
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0answers
35 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 ...
0
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0answers
36 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 ...
1
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0answers
24 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 ...
1
vote
1answer
89 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 $n = 1,2,...,N$ ...
0
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1answer
55 views

Why Would Pre Filtering Measurement Data Affect the Least Squares Estimate?

In estimating parameters in a discrete time model I've often seen the use of filters applied to the input data, before its applied to least squares processing. I've been told that the filters are ...
1
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1answer
99 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 ...
2
votes
4answers
329 views

Sequential Form of the Least Squares Estimator 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 ...
0
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1answer
106 views

Received Signal Error vs. BER

It is my understanding that the least squares algorithm (e.g., in equalization) minimizes the received signal error. However, minimizing the received signal error does not necessarily equate to ...
4
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1answer
273 views

Direct Correlation (DC) Time Delay Estimation: Variance Keeps Decreasing for Increasing SNR?

I'm trying to reproduce the results from this paper "Discrete time techniques for Time Delay Estimation" doi:10.1109/78.193195, for both the correlation and Least Squares. I've generated a random (...
0
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1answer
288 views

Estimate a Transfer Function from ARX Models vs. ARIMAX?

There is diffrent models which can be used to create a dynamical model by using least squares. Those models are following: ARX ARMAX ARIMAX OE BJ But if my goal with creating a dynamical model is to ...
2
votes
1answer
106 views

What is the Technique to Find Variance of Estimation Error

Given an $n$-vector $y$ (responses) and a design matrix $X$, I wish to fit them with a simple linear regression model $$y=X\beta+e,$$ or, $y_t = x_t'\beta_0 + e_t$ where $e\sim\mathcal{N}(0, \sigma^...
1
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0answers
61 views

Solving an Array Signal Processing Estimation Problem based on the Rayleigh Quotient

The Rayleigh quotient for a covariance matrix $\mathbf{C}$ and a non-zero steering vector $\mathbf{a}$ is given by $$ R(\mathbf{C},\mathbf{a}) := \frac{\mathbf{a}^H\mathbf{C}\mathbf{a}}{\mathbf{a}^H\...
4
votes
2answers
3k views

Estimate the Transfer Function of an Unknown System

Suppose you have a system, H, that you want to estimate its transfer function. You have a finite number of complex input samples, x, and noisy complex (magnitude and phase) output samples, y: In ...
3
votes
2answers
258 views

How to Combine / Fuse 2 Least Squares Estimates?

Say you want to compute the least squares estimate of $w$ from a data-set: $$ \begin{bmatrix}d_1 \\d_2 \\\vdots\\d_N \end{bmatrix} =\begin{bmatrix} x_1 \\x_2 \\ \vdots \\x_N\end{bmatrix}w + \begin{...
1
vote
2answers
112 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 ...
0
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0answers
26 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 ...
2
votes
1answer
142 views

Wiener Filters - Obtaining /Estimating Image and Noise Spectrum

We all know the famous Wiener Filter, $$G(\omega_1 , \omega_2)=\dfrac{H^*(\omega_1 , \omega_2)}{|H(\omega_1 , \omega_2)|^2 + \dfrac{N(\omega_1 , \omega_2)}{S(\omega_1 , \omega_2)}}$$ How to we use ...
0
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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 ...
0
votes
1answer
71 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 ...
0
votes
0answers
20 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 \...
8
votes
2answers
594 views

Duration of unknown rectangular pulse with additive white Gaussian noise

Problem. There is a discrete signal $f[i]$ (example below). It is known, that $f[i]$ have a form of rectangular pulse with additive white Gaussian noise. $f[i] = s[i] + n[i]$, $s[i] = \alpha(\...
1
vote
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 ...
3
votes
1answer
102 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 ...
8
votes
5answers
513 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 ...
5
votes
1answer
788 views

Estimating Plane Pose Without Knowledge of Intrinsic Camera Parameters

Assume a camera has no skew, and has square pixels, that is, its camera-calibration matrix, $K$, looks like: $$ K = \left[\begin{matrix} \alpha&0&u_x\\0&\alpha&u_y\\0&0&1 \end{...
0
votes
0answers
24 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 ...