# 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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### 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 ...
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 ...
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: ...
3answers
3k views

### Filtering RANSAC Estimated Homographies

I am using RANSAC algorithm for homography estimation between pairs of images taken with cameras which do not have any translation between them (pure rotation and change of scale/zoom). It works well ...
2answers
4k views

### How to do prediction using frequency domain data?

Both linear regression and Kalman filtering can be used to estimate and then predict from a time domain sequence of data (given some assumptions about the model behind the data). What methods, if ...
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 ...
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 ...
1answer
276 views

### Filter order estimation

Assume some unknown but small and finite number of poles and zeros in the complex Z plane, all with complex conjugates, producing some response. Strictly from the absolute value of a set of equally ...
5answers
491 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 ...
3answers
1k views

### Determining optimal binary decision rule threshold from observations with unknown priors?

Given only observations of a binary signal perturbed by Gaussian noise with unknown prior information, how can I estimate the optimal decision threshold? ( No, this is not a homework question) ...
2answers
574 views

1answer
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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 ...
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 ...
3answers
574 views

### How to estimate the mean of a clipped signal?

An accelerometer is used on a high vibration environment (a bicycle) to measure gravity. The signal clips, so data higher than a clipping value is clamped to that value. So, simply filtering the ...
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 ...
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: ...
2answers
256 views

2answers
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### Estimating a Signal Given a Noisy Measurement of the Signal and Its Derivative (Denoising)

I have a signal and its derivative simultaneously measured, both including additive noise. The measurement is completed before the analysis, so it can be looked ahead. Now I want to reconstruct a less ...
1answer
137 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 ...
2answers
2k views

### An explanation of parts of the MUSIC Algorithm for someone without a background in signal processing?

I've been looking at every tutorial and paper I can find, but I keep losing the intuition behind what's going on when they get into the matrix operations. There is a step in which the signal vector ...
2answers
320 views

### How to understand the type of noise

Suppose that I am receiving RF signals contaminated with noise through antenna. This signal is digitally sampled. How can I understand the type of noise(Gaussian,Uniform etc). Any algorithm is there ...
1answer
110 views

### Ratio of expected values of squares of errors in power quantities, in dB

An amplitude quantity $a$ is estimated by two estimators $\hat a_1$ and $\hat a_2.$ The error of estimator $\hat a_2$ is compared to that of $\hat a_1$. One possible comparison is the ratio of ...
1answer
755 views

### How to distinguish signal and noise eigenvalues of autocorrelation matrix for MUSIC algorithm?

MUSIC (multiple signal classification) algorithm is introduced in Schmidt, Ralph. "Multiple emitter location and signal parameter estimation." IEEE transactions on antennas and propagation 34.3 (1986):...