# Questions tagged [parameter-estimation]

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### Parameter identification for PI controller

I have a PI temperature controller being used in experiments, which I am also trying to simulate. However, using the proportional gain and integral time as used in the experiments gives different ...
24 views

### 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 ...
18 views

### Can I use a filter design to optimize the preconditioning of an optimizer?

Consider a noisy time series y_i and that I have waited until end of experiment. I now want to fit a nonlinear parameterized function F(A,d,k; t) to determine A,d,k. So I can happily Newton-Raphson ...
143 views

### 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 ...
33 views

### How to build intuition for tuning a Kalman Filter?

I'm working on designing a Kalman Filter for more accurately predicting the position of a ultrawideband RFID tag in an indoor space. Before testing with live data, I've been playing with randomly ...
26 views

### 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 ...
What are the most known methods (algorithms) for the parameter estimation of the superimposed (mixture) of damped (complex) sinusoids? The noiseless signal model (with $P$ sinusoids) is as follows: \$...