# 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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### Stochastic process inference from partial observations

Consider a set $U$. My signal is a piece-wise constant "function" $Sig: t \mapsto s$, i.e. the signal at time $t$ equals to some subset $s \subset U$. One can see $Sig(t)$ as a stochastic process. ...
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### EKF smoothing for prediction at t=0 when no there is no measurement

I have a simple first-order reaction batch system for which I have some discrete measurements ($0<t_{k}\le t_{endbatchsample}$). I have an initial guess for $x_0$ and $P_0$ and from here I ...
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### 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 ...
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### Get slopes of integer shift of an image in radians

I tried to reproduce the result from this paper, However I'm stuck at the Section III of the paper which involve integer shift. Two images which their phase correlation $\theta(k_1,k_2)$ was ...
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### Kalman filer for estimating velocity

The goal is to use a Kalman filter to estimate velocity from noisy position measurements. I am attempting to implement a version of the filter used in the example on the Wiki page Kalman Example for ...
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### 1/f noise parameter characterization

I would like to characterize 1/f noise in some time series data. I would like to estimate the 1/f noise corner, and the standard deviation of the 1/f noise component and white noise component. The ...
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### RLS Algorithm Convergence

I am looking for some help to understand the concept how RLS converges? If possible to present it graphically that would be best. It is very easy to understand the understanding of convergence in case ...
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### Optimality of Kalman Filter for Process Noise dependent on magnitude of state

Consider I have a dynamical system $\dot{x} = Ax + w(t)$, $x \in \mathbb{R^2}$ where $w(t)$ is a Gaussian random variable with mean $E(w(t)) = C\|x\|^2$ where $C \in R^2$ is a constant and covariance ...
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### Spectral estimation from noisy time-series data

This is the first time I'm posting a question on here so I hope I'm doing it right. I've tried searching on here for an answer but haven't found anything particularly relevant. I have some data ...
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### What are variance and bias in spectral estimation (specifically periodogram spectral estimation)?

So far, I have read that all the non-parametric estimation techniques decrease the frequency resolution in order to decrease the variance in the spectral estimate What is the general "overview" ...
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### Incorporating delayed data in Kalman filter

my guide has told me to get familiarized with state estimates and kalman filter ....the problem is that: 1) I am totally new to this topic and finding it really difficult to understand due to lack of ...
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### Symbol timing recovery algorithms

I am trying to implement the symbol timing recovery loop and for that I have chosen two algorithm to compare my results one is feedforward and Gardner TED. One thing that is confusing me is smoothing ...
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### Prony method for frequency estimation in matlab

i am interested if where can i find matlab code for Prony method for frequency estimation.there is pdf article about prony https://www.google.ge/#site=&source=hp&q=prony+method+for+...
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### Method for determining the X mid-point of a rectangular function in the presence of noise

Let's say I have a rectangular function that has been polluted with noise. The objective is to determine the X (independent) variable that corresponds to the middle of the rectangle. One method for ...
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### 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 ...