Questions tagged [parameter-estimation]

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395 views

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 ...
8
votes
2answers
2k views

Fast pitch recognition

I need to detect pitch (measure signal frequency) while the musicians play music, giving a warning if they are out of tune, but music happens to be a bit too fast for FFT (Fast Fourier Transform). ...
2
votes
4answers
331 views

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 ...
1
vote
1answer
50 views

Help in understanding if the maximum likelhood estimation is working properly

I am learning estimation theory and need help in understanding for educational purpose how the concept of ML works with the help of a step by step implementation. I am trying to find out the ML ...
0
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1answer
135 views

How to Apply Least Squares Estimation for Sparse Coefficient Estimation?

The model is expressed as, $$y(n) = \sum_{i=0}^{p-1} r(i) x(n-i) + v(n) \tag{1}$$ where $\mathbf{r} = [r_1,r_2,\ldots,r_p]^T$ is the sparse channel coefficients of length $p$, $\mathbf{x} = [x_1,x_2,....