# Questions tagged [estimators]

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18 questions
0answers
8 views

### Comparison Between Mahoney Filter and Kalman Filter in Euler Angles (Yaw, Pitch, Roll) Estimation

What are the advantages of Mahoney Filter over Kalman Filter for Euler Angle (Yaw, Pitch, Roll) estimation? Could anyone compare them for Angular State Estimation? Resources Mahoney Filter ...
1answer
42 views

### Cramer-Rao Lower Bound

In estimation problems, we may use Cramer-Rao Lower Bound (CRLB) to evaluate the best performance. But if there is no unbiased estimator can attain CRLB, what is the meaning of CRLB? To clarify the ...
1answer
198 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 ...
2answers
326 views

1answer
336 views

### Estimation of the amplitude of a frequency component in a signal

I'm working on a device that produces a signal with sampling rate of 100 kHz. Every 40 ms, I receive 16000 points, from which I have to extract a frequency close to 3.55 kHz. I have developed a method ...
1answer
1k views

### Noisy Frequency Estimation using Hilbert Transform

I'm looking for a way to estimate instantenous frequency with low time-variation. The following MATLAB function (save as test_fest.m) does this using the Hilbert ...
2answers
701 views

### Probability distribution of windowed cross-correlation

This question is in the context of time-delay estimation. Say I have a stationary Gaussian stochastic process $g$, and I know its autocorrelation function $R_g(\tau)$. To do time-delay estimation, I'm ...
1answer
221 views

### Finding the friction coefficient by using experimental data

I have the differential system equation with some unknown parameters (friction coefficients) Also I have experimental data. What I want is to determine the friction coefficients which best fit the ...
2answers
2k views

### Estimate Taylor series coefficients from samples of a function

Say I have measurements of a function $y = y(x)$, sampled at $x_i$ with some noise, that could be approximated by a Taylor series expansion. Is there an accepted way of estimating the coefficients for ...
3answers
856 views

### How should I pre-process a real valued signal in order to use Kay's estimator?

I have 100,000 samples of a signal $x[n]$ that was sampled at 20kHz. The data is vibration data from a rotating machine, and contains a significant spectral component related to the speed of the ...