Questions tagged [parameter-estimation]

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How to calculate the Fourier Transform of a solvable chaos waveform?

Recently I am stucking in frequency estimation of a solvable chaos waveform. Its local analytic expression in time domain is $$ z(t)=s_m(u_m-s_m)e^{\beta(t-mT)}\cos(\omega_0 t+\varphi),mT\leq t<(m+...
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1answer
122 views

Sequential Non Linear Least Squares Problem

I have the the following non-linear function, $$s(x;A_k,\mu_k,\sigma_k)=\sum_{k=1}^2 A_k \exp\left(\frac{-(x-\mu_k)^2}{\sigma_k^2}\right)$$ with unknown (but deterministic) parameters $A_k,\mu_k,\...
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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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141 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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0answers
43 views

Parameter estimation from a measure

I'm doing an exercise where, given a data sample taken from a physical measure, I have to estimate the parameters of the measure where samples $x_i$ are described by the equation: $$ x_i = A \sin(2\pi ...
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75 views

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 ...
0
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1answer
68 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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0answers
23 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 ...
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63 views

Parameter estimation of mixture of damped sinusoids

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: $...
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0answers
180 views

Making Unscented Kalman Filter Robust for Nonlinear Parameter Estimation Problems

So I have built code for an Unscented Kalman filter that can take any specified state and measurement dynamics. I have tested it on various linear problems and it works well, as expected. The main ...