# Questions tagged [parameter-estimation]

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### How to estimate autocorrelation of a signal in AWGN

I have a data sequence of a signal in AWGN $$y(n)=\begin{cases}x(n)+w(n)&n=n_0,...,n_{L-1}\\0&\text{otherwise}\end{cases}$$ for $n=0,...,N-1$, where $L\leq{N}$ and $w(n)$ is a white gaussian ...
• 41
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### Estimating IMU biases without using any external aid

Assuming that Inertial Measurement Unit (IMU) contains accelerometer and gyroscope, I want to estimate the bias in each of the sensors. We know that accelerometer and gyroscope have biases which ...
• 163
1 vote
73 views

As part of my effort to understand how a high-pass filter can be implemented, I'm reading this section of HandWiki. My question here is: How do the 2 simple formula presented there filter out at a cut-...
• 125
1 vote
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### How can I estimate the 2 parameters of this signal?

I have a digital signal of fixed length (e.g. 100 samples). Somewhere within this signal is a contiguous region characterized by "low variance". The remainder of the signal is characterized ...
• 183
146 views

### Implementation of biased estimators

In Fundamentals Of Statistical Signal Processing: Estimation Theory page 19, Kay mentions a biased mean square error estimator for $\mu$ where the samples $x\sim\text{N}(\mu, \sigma^2)$. The suggested ...
• 1,176
1 vote
97 views

### How to find median position of a contour that represents a peak?

I was reading some papers on time-frequency methods of signal analysis and I am confused about one concept. The idea in these works is to plot a power spectrum in time-frequency plane and then to ...
75 views

### Optimum Measurement of Sine Wave Amplitude in Noise

There are many related questions posted about estimating sine wave parameters, and this one is closest: Measuring amplitude of a pure sine wave of known frequency close to the noise floor, but none ...
• 52.4k
256 views

### Kalman Filter Algorithm for Unknown Process and Measurement Noise

I want to be use kalman filter for the state estimation but I don't know about process and measurement noise. How can I estimate process and measurement noise and use this information for kalman ...
113 views

### Error estimation, parameter estimation

I have some problems with the error estimation of a frequency response measurement. The measured transfer function $H$ has to be fitted to a model $$H=A+i\omega B,$$ where $A$ and $B$ are the unknowns ...
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### Kalman Filter on Sensor Fusion

Assume I have 2 sensors capable of measuring distance to an object of known distance. If I apply a Kalman filter to these 2 sensors, I would have 2 correction and prediction equations. If I have 2 ...
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681 views

1 vote
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### Least Squares Fitting to Inverse Exponential Function

I have a time series of measurements that resembles the shape of an exponential function. The samples are a bit noisy and sometimes there is a weak sine like ripple signal ontop of it. Simplified the ...
1 vote
390 views

### Parseval's Theorm and Effective Bandwidth

This question says that RMS bandwidth (effective bandwidth) is defined based on the carrier frequency of a signal. This makes intuitive sense to me that the carrier frequency shouldn't determine the ...
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1 vote
1k views

### Is it possible to estimate variance of noise for a step answer signal?

I know there is not possible to find the true noise of a measured signal. The only way to "find" the noise is to estimate the noise. Noise has the mean 0, but the variance varies. So assume that we ...
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