# Questions tagged [parameter-estimation]

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### 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 vote
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### 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 ...
56 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 ...
120 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 ...
1 vote
78 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 ...
273 views

### 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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### 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
324 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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### 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 ...
1 vote
369 views

### MMSE - How to minimize a complex error with respect to a set of real parameters

Suppose there's a complex signal $X(k)$ (where $k \in \{0, 1, 2,...,N - 1\}$) corrupted by additive complex noise. Its estimate $\hat{X}(k)$ is a linear combination of a set of real parameters $A_r$ (\$...
730 views

### MMSE Estimation - Fusion of 2 Measurements

Let's say I have 2 measurements of the same phenomenon (for example current temperature) and I want to find the MMSE (minimum mean square error) estimator, i.e to minimize the MSE (mean square error). ...
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