# 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). ...
276 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). ...
216 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 ...
40 views

### 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 ...
483 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 ...
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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 ...
46 views

### 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 ...
67 views

### Concept About Estimated Standard Deviation

I am looking for the concept about estimate standard deviation. Actually I'm not sure how can I get a concept the estimate standard deviation ? If you know the concept, then would you let me know ...
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### 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 ...
35 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 ...
325 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 ...
326 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 ...
104 views