# Questions tagged [parameter-estimation]

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### converting complex sum of exponential signal to real signal

I have the following Signal model, that generates a discrete-time complex signal, where $a_k$ - amplitudes, $\phi_k$ - phases, $\alpha_k$ - damping factors and $f_k$ - frequencies are the parameters ...
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### Simple and Effective Method to Estimate the Frequency of a Single Sine Signal in White Noise

Given a sinusoidal signal, how can we efficiently determine its frequency?
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### Fisher Information Matrix for sinusoidal signal under multiplicative noise

Consider observations ($y$) of a sinusoidal wave with multiplicative noise ($v$) where we are estimating unknown frequency ($\omega$) and unknown initial phase ($\theta$). We can write this system ...
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### Parameter tracking using Augmented state vector approach and unscented Kalman filter

I'm trying to reproduce and extend figure 9 results in Nonlinear dynamical system identification from uncertain and indirect measurements"HU Voss, J Timmer, J Kurths - International Journal of ...
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### ML estimation - solve for x

I'm trying to solve the following maximum likelihood estimation but for multiplicative noise instead of additive noise: So the goal is to do ML-estimation for a scalar constant $x$, which is ...
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### Unable to estimate for AR model using OLS, Yule Walker and MLE

I am learning estimation methods following the book of Steven Kay, "Fundamentals of Statistical Processing, Volume I: Estimation Theory " Theory says that if the measurement noise is ...
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### Is my implementation of Generlized Pencil-of-Function correct?

I have a time-series data that should be of the form $$f(t) = \sum_nA_n(e^{\alpha_n t}+e^{-\alpha_n(T-t)});\;\alpha_n=\eta_n+i\omega_n;\;i=\sqrt{-1}$$ and I want to find parameters $A_n$, $\eta_n$, ...
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### How can I calculate the height at which the mobile phone is located?

I need to calculate Hm - the height at which the mobile phone is located. For calculating I can use: Hb - the BTS height, m L - the rssi-parameter, dB, f - frequency, MHz. When I use an Okuruma-...
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### Blind Estimation of Signal Parameter and Noise Variance

Let $y[n]= h*x[n] + w[n]$, where $h$ is an unknown but deterministic parameter, $x[n]$ is a BPSK random variable with equal probability of +1 and -1, $w[n]$ are i.i.d. Gaussian with zero mean and ...
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### Understanding the Difference Between MAP Estimation and ML Estimation

There are a number of possible criteria to use in making decisions. Can someone elaborate on the difference between ML and MAP for a sequence of BPSK symbols impaired by Gaussian noise ?
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### Damped spring mass system - parameter estimation

I've tried to calculate the parameters of a damped spring mass system of the form $m~ y''(t)+d~y'(t)+c~y(t)=F(t)$ but I have some problems determining the mass m of the system. The damped ...
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### Neural networks in system identification - What type of activation functions?

I made a free software for all operative systems, even Android. It's called Deeplearning2C. It can train a neural network and generate C code and MATLAB-code. C-code for embedded systems and MATLAB-...
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### Dominant Frequency Peak Decreases with Increasing Window Size

I have a signal that looks like this. I analyse it using fast Fourier transforms to identify the frequency with the largest peak, which is always close to zero. (There are no other clear peaks.) If I ...
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### Why is the concept of a "state covariance matrix" necessary in estimation?

I'm currently taking a course in optimal estimation (and it's still very early in the course). Much of our work is based around the idea of a measurement model $y=Hx + v$ This model assumes our ...
273 views

### Tracking a sine wave with noise

This will probably be an extremely simple question for some one with any background in signal processing(not my background) Let say I have signal $$x(t)=A\sin(\omega t)$$ where A is known and $\omega$...
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### How sensitive is parameter estimation to uncertainty in time?

Suppose I have the following deterministic system that is a function of time: $y = k*t + b$ Now let's say I have the ability to measure this system but there is a zero-mean noise component in the ...
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### Does there exist a simple regression method to fit a single sinusoid period to a data set?

I'm currently working on a project where I want to fit a single sinusoid period to a data set. Essentially I have very good control/knowledge of the signal's dominant frequency, so I'm only sampling ...
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### Complex Spectral Phase Evolution (CSPE) Performance depending on signal windowing?

I am look into CSPE. "Signal Analysis Using the Complex Spectral Phase Evolution (CSPE) Method" The method is simple. It compares the original signal's FFT and shifted signal FFT in phase domain so ...
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### 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 ...
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### Demonstrate the mean of the sample variance

Let's suposse I have a vector of elements $x(n) = \{x(0), x(2), \cdots ,x(N-1)\}$ from a random process X of mean $\mu_x$ and variance $\sigma_x^2$. I want to see if I can estimate the mean and ...
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### Sequential Form of the Least Squares Estimator for Linear Least Squares Model

I'm currently working on a project in which I need to find the tilt of a surface. Let's assume I'm only concerned with a single dimension tilt (i.e. slope) to begin. I currently have the ability to ...
131 views