Questions tagged [parameter-estimation]

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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). ...
255 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). ...
208 views

Relationship between information retrieval and source separation in signal processing

In machine learning, for the task of classifying input data (called an example) which are in binary representation, $\mathbf{x}\in \mathbb{R}^D$, $\mathbf{x} \in \{0,1\}^D$ into its multiple class ...
335 views

What is meant by optimal estimator and how to determine optimality?

Considering an estimation problem of estimating a scalar deterministic parameter $a$ from the observations $y$ which are corrupted by randomvariable $w$. The observations are $y[n] = a + w[n]$ Least ...
95 views

Power estimation

I have data from two channels, $A$ and $B$. The first contains a signal of interest, $s[n]$, plus some additive white Gaussian noise, and the second contains a scaled (real, non-negative) copy of my ...
117 views

Estimation of accelerating target using position measurements only

I am currently thinking about approaches to estimating the position and velocity of an accelerating target. At this time, I have tried a few approaches that work alright. I have tried two variations ...
216 views

397 views

Maximum likelihood estimator of active time delay and passive time delay

A typical time delay estimation problem has the model: \begin{align} x_1(t) &= s(t)+ n_1(t) \\ x_2(t) &= a s(t-D) + n_2(t) \end{align} Where $n_1$ and $n_2$ are considered to be ...
34 views

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 ...
194 views

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 ...
288 views

Estimate a Transfer Function from ARX Models vs. ARIMAX?

There is diffrent models which can be used to create a dynamical model by using least squares. Those models are following: ARX ARMAX ARIMAX OE BJ But if my goal with creating a dynamical model is to ...
103 views

818 views

Maximum Likelihood Estimator (MLE), MMSE and LS - Are All of Them Regressor, Estimator and Predictor?

Can all three criteria ML, MMSE, and LS be called regressor, estimator, and predictor ? If not, an intuitive explanation of why they can't be would be good.