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Questions tagged [least-squares]

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2
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1answer
443 views

What Is the Difference between RLS, LMS and Wiener Filter? When Is One Preferred Over Another?

I'm dealing with a channel equalization problem where the channel is modeled as a WSS process. I understand LMS utilises a Wiener-like approach, ie it converges to the optimal (wiener) solution. I ...
1
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1answer
70 views

Equivalence of ML and DFT Peak Finding for Single Tone Estimation

My understanding is Maximum Likelihood and DFT Peak Finding for a single tone produce the same results assuming the ML is restricted to the same frequencies as the DFT. I was wondering if there was ...
1
vote
1answer
96 views

Sequential Non Linear Least Squares Problem

I have the the following non-linear function, $$s(x;A_k,\mu_k,\sigma_k)=\sum_{k=1}^2 A_k \exp\left(\frac{-(x-\mu_k)^2}{\sigma_k^2}\right)$$ with unknown (but deterministic) parameters $A_k,\mu_k,\...
0
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1answer
74 views

Equalizers with low data rate systems

In case of using equalizers with ZigBee systems, what type of fading does the channel show, flat or frequency selective, fast or slow? Is the inter-symbol interference (ISI) problem encountered in ...
0
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1answer
226 views

Least Squares with Non Zero Mean Noise

What happens if the noise has no zero mean? I mean, if the exercise is something like: $$y(k) = A x + \eta(k)$$ When I have zero mean, I start from: $$y = A x$$ $$\Rightarrow \hat{y} = A \hat{x}$$ ...
3
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0answers
187 views

Least Squares Approximation for FIR Filter Design

Following this paper , I am trying to make a least-squares algorithm in MATLAB, but for type I (I know about firls()). ...
2
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0answers
285 views

Motion artifact cancellation from ECG signal using 3-axis accelerometer data

I have a ECG signal measured as a test subject is performing 3 different activities - sitting, walking(2mph) and jogging(5mph) and also the corresponding 3-axis accelerometer(X,Y and Z) signals. I can ...
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0answers
61 views

Solve for transfer function coefficients embedded in a non-linear system

Given a complex input signal $x$ and real input signal $v$, a 4th order (for simplicity) transfer function $H(z)$ is first applied to $v$ to obtain $w$, which in the time domain is represented by the ...
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0answers
116 views

Instability problem in NLMS adaptive algorithm

I have been used NLMS algorithm to equalize 4x4 MIMO signals, but the bit-error-rate (BER) after equalization is unstable with iterations. I don't know if it is the normal behavior of the adaptive ...
1
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0answers
57 views

Solving an array signal processing estimation problem based on the Rayleigh quotient

The Rayleigh quotient for a covariance matrix $\mathbf{C}$ and a non-zero steering vector $\mathbf{a}$ is given by $$ R(\mathbf{C},\mathbf{a}) := \frac{\mathbf{a}^H\mathbf{C}\mathbf{a}}{\mathbf{a}^H\...
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0answers
81 views

How to fit a function (find a lower bound) to (for) the plots?

I am dealing with a complicated optimization problem with two parameters $N, K$. Setting $K =$ constant and finding the minimum for different $N$'s lead to a set of function values. I can do this for $...
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0answers
23 views

Non Linear Recursive/Online Least Squares

I am searching for a recursive or online non linear least squares algorithm. I want to spread the computation out as new data is sampled like in the linear Recursive Least Squares or the LMS. ...
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0answers
20 views

Can coefficients of a DWT be computed using least squares approximation?

I assume that it can be computed given function values for each sample as a vector and wavelet values for each scale and translation packed in a matrix. Can anyone clarify the matrix construction and ...
0
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0answers
35 views

Linear difference equation and method of Least Squares

I'm reading the book "Fault-Diagnosis Systems" by Isermann in the par. 9.2.1a. The author explains how to estimate the parameter of a linear difference equation using Least Squares. We start with a ...
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0answers
17 views

Why would prefiltering 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 ...