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# Questions tagged [statistics]

Statistics is the study of the collection, organization, analysis, and interpretation of data.

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### Kalman Filter: handling large covariance matrices with principal-component-like structures

I understand that the estimation of the covariance matrices are the important part of the Kalman filter. However in my use case my covariance matrices are really big but with a pretty neat factor ...
• 101
17 views

### Estimating IMU biases without using any external aid

Assuming that Inertial Measurement Unit (IMU) contains accelerometer and gyroscope, I want to estimate the bias in each of the sensors. We know that accelerometer and gyroscope have biases which ...
• 163
32 views

### Frequency decomposition of forecast error variance

I think my question concerns statistical signal processing. I was referred to this site by a user at Cross Validated. I want to do a frequency-domain decomposition of generalized forecast error ...
56 views

### Determine if measured gaussian noise have constant mean

lets say I am measuring ($z$) Gaussian noise with known variance sigma in each step, i.e. $z_k = v_k$, where $v_k$ is Gaussian distribution with known variance $\sigma_k$ (changing with each step) ...
1 vote
51 views

### Statistical technique for distinguishing between artefacts and no artefacts [closed]

I would like to know how to create an algorithm from the table below in order to distinguish between data that has artefacts and data that does not. I'm trying to leverage video attributes like ...
• 11
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• 588
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### Estimating shot noise - what's the origin?

If I have some photon detector, say a CCD, how do I estimate the error introduced by shot noise correctly? Typically, sources found on the internet say that the shot noise is the square root of the ...
• 121
60 views

### Infinity values in statistical analysis of minute frequency data

I'm trying to extract statistical features from power spectral density values in Python. My data is actigraphy data with sampling rate 1/60 Hz (once per minute). This is a sample from my data, "...
• 111
1 vote
125 views

### Is "Introduction to Statistical Signal Processing" by RM Gray good for starting?

I am working on noise processes in electronic devices for my studies, by now Ive been doing a fairly large amount of processing of time measurements, like calculate PSD, estimate thermal, flicker ...
• 81
1 vote
86 views

### Reduce signal length while maintaining properties?

I am new to DSP. So I have a noisy signal with some high-frequency components. I was able to characterize the statistical properties of this signal through a gaussian distribution. My aim is to run a ...
40 views

### Is RMS or MEAN appropriate for a DC current signal?

I've extracted SCADA data recording (every 2 seconds) the DC current applied from a DC power supply (Sorenson SGA) during a steady state (current control mode) electrolysis trial. To report the ...
86 views

### Is sum of squares of normally distributed Random variables follow Chi square distribution?

Actually standardized variable z of x(which has a normal distrbution) is (x - E(x))/squareroot(E(x-E(x)) ^ 2) In chi-square distribution we have that sum of squares of unit normal distribution ...
1 vote
56 views

### Can Goodness-of-fit increase while noise also increases?

I saw a tweet with a good slide. It has a Goodness-of-fit curve that goes up with Model Complexity. There is a Generalizability curve. Noise is cited as the difference between the GOF and ...
• 51
1 vote
110 views

### Fisher Information Matrix for sinusoidal signal under multiplicative noise

Consider observations ($y$) of a sinusoidal wave with multiplicative noise ($v$) where we are estimating unknown frequency ($\omega$) and unknown initial phase ($\theta$). We can write this system ...
• 11
1 vote
97 views

### RF-Chain Signal Delay for Sensor Switching

Lets have a RF-chain as above with system bandwith from HP corner to the green line say 1 MHz. The signal accumulates delay as it passes through this analog chain, and due to it being non-liner filter ...
• 105
2k views

### Calculating total power for the signal

In my previous question I asked about calculating a single number as "Spectral Density" feature from signal data. We concluded that it is really a total power and article (link) authors ...
• 111
1 vote