# Questions tagged [estimators]

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### Need help in understanding minimum variance estimator and CRLB concept using an example

I am reading the book, Fundamentals of Statistical Signal processing, Estimation Theory Volume 1 by Steven M. Kay. In Chapter 2, there is a Fig 2.5 which illustrates which estimator to select based ...
• 611
145 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 ...
• 305
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### Estimate High Frequency

I'm smoothing a signal with an little algorithme and I can control the amount of smoothing dynamically. Now it could be interesting to drive that amount with a measure depending of the frequency ...
• 133
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### Phase Estimation in speech enhancement

I am reading a recent paper titled "Phase Estimation of Speech Enhancement - unimportant, important, or impossible?" by Grekmann et al. published in the 2012 the IEEE convention. The paper proposes an ...
• 57
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### Conceptual question on entropy and its relation to information

Learning Informative Statistics: A Nonparametric Approach paper presents an approach to parameter estimation by entropy minimization. There are other related works "Minimum-entropy estimation in semi-...
• 849
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### 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} ...
• 357
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### Minimum Mean Square Estimator - Equivalent Expressions to Minimize

Given $M \in \mathbb{R}^{N \times N}$ which is a Positive Definite Matrix. Let $\hat{x}$ the MMSE of $x$ given $z$, namely $\hat{x} = \mathbb{E} \left[ x \mid z \right]$. Prove the ...
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