Questions tagged [estimation]

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

Filter by
Sorted by
Tagged with
9
votes
1answer
2k views

What is an AMDF?

The wikipedia page for Average Magnitude Difference Function/Formula (AMDF) appears to be empty. What is an AMDF? What are AMDF's properties? What are AMDF's strengths and weaknesses, as compared ...
11
votes
2answers
14k views

have position, want to calculate 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: ...
3
votes
2answers
6k views

Hermitian symmetry in OFDM systems

I am trying to understand the usage of Hermitian symmetry in OFDM systems and have a couple of questions regarding this. What is the reason of using the Hermitian symmetry in OFDM? How can we arrange ...
4
votes
1answer
260 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 (...
11
votes
7answers
4k views

Obtain a signal's peak value if it's frequency lies between two bin centers

Please suppose the following: The frequency of a signal's fundamental has been estimated using FFT and some frequency estimation methods and is lying between two bin centers The sampling frequency is ...
8
votes
2answers
577 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(\...
9
votes
1answer
6k views

Measuring time delay of audio signals

Before anyone yells at me I fully realize that this question has been asked numerous times. I assure you that I've read through the existing questions and answers but I am still confused about part of ...
2
votes
4answers
303 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 ...
4
votes
1answer
49 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 ...
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
1answer
145 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 ...
3
votes
1answer
2k views

What would be the variance for complex number?

When $x$ is a zero mean random variable then $$\sum_{n=1}^N x_n x_n^T = N \sigma^2_x\,\text,$$ where the variance is $\sigma^2_x$. I'm considering Complex Normal Distributions where the real and ...
3
votes
1answer
3k views

Tracking a Sine Wave with Kalman Filter - How to Account for Offset (DC Signal)?

I am attempting to create a Kalman filter to track a sine wave (I am using a linear Kalman filter example assuming I already know the frequency of the sine wave) - the example I am using is derived on ...
2
votes
1answer
1k views

Estimating Filtered Noise Variance

Assuming I have samples of a colored noise. I know the empirical Variance of those samples. I also know the bandwidth of the filter which colorized the noise (Only the bandwidth, not the actual filter)...
2
votes
1answer
101 views

Quantifying goodness of amplitude estimation

Assume you have a single sinusoid in bandlimited Gaussian noise with unknown amplitude $A$, known frequency $f_0$, and known noise spectral density $S(f)$ in $\frac{\mathrm{units}^2}{\mathrm{Hz}}$: $$...
1
vote
3answers
1k views

FFT bin interpolation for low frequency with DC offset

I have a noisy signal in I/Q format with a peak frequency that constantly changes between 0.5Hz and 4Hz. The sample rate is 64Hz. I want an output showing the current peak frequency with a maximum lag ...
5
votes
1answer
759 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{...
4
votes
1answer
2k views

What Is Uncorrelated Noise

In many applications such as estimation theory, when we need to estimate a parameter then we usually consider in presence of white gaussian noise of zero mean and some standard deviation. During ...
3
votes
3answers
258 views

How to determine, calculate and plot a probability distribution for a given set of numbers?

A device is rotating with a particular wind speed and producing such pulse frequencies in a minute: ...
3
votes
1answer
199 views

Help in understanding from book expression of variance of an estimator : PRBS vs real valued input

The question is based on Book : Fundamentals of Statistical Signal Processing by Steven Kay, Chapter 4 : Eq(4.21). The expression for the variance of the estimated coefficients when the input is PRN ...
2
votes
2answers
750 views

Determining channel frequency response from measured data via IFFT

I've been working on a small system that transmits a linear chirp over the 35Hz-20kHz frequency range in a room and simultaneously records the transmitted signal with echoes (from the floor, walls, ...
2
votes
1answer
539 views

Estimating a low frequency signal corrupted by high frequency noise

This is a follow-up to this question. Suppose we take discrete samples of a low frequency signal currupted by high frequency noise. We know the signal has no frequencies higher than 20% of the ...
2
votes
2answers
85 views

Novice researcher aims to get published… How to pick a Journal?

I got my MS in EE way back in 1994 and have not presented at a conference, or published in a journal before, but I had and still have an intense interest in the applied math that I learned. I have ...
1
vote
1answer
159 views

Equalization knowing the Channel State Information

I am trying to simulate a simple communication system using channel estimation. I was able to estimate the channel response using the Least Squares channel estimator, and it is working properly (...
0
votes
1answer
760 views

How channel state information is calculated from Sounding Packet

What I understand is for Explicit Transmit Beamforming scenario, the Transmitter sends an NDP packet(aka HT Sounding) which consist of OFDM training symbols in packet preamble (HT-LTF) which are ...
0
votes
0answers
93 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 ...
0
votes
1answer
640 views

minimizing the mean squared error?

I'm reading this book "Applied Optimal Estimation" by A. Gelb. In the example 1.0-1, there are two measurements $z_{1}$ and $z_{2}$ with some noise for measuring $x$ as following $$ z_{1} = x + v_{1} ...