Questions tagged [statistics]

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

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3
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3answers
255 views

How to determine, calculate and plot a probability distribution for a given set of numbers?

A device is rotating with a particular wind speed and producing such pulse frequencies in a minute: ...
1
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2answers
91 views

On computing the number of independent values from a signal's bandwidth?

Can anyone help me understand where the value of $2$ comes from in the following statement? ...
2
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1answer
361 views

How to detect quadrilaterals in a point cloud?

How can I detect a quadrilateral in a point cloud that looks almost like a rectangle? How do I set the criteria (i.e orientation, size etc) to get the shape for example in the image below?
1
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1answer
522 views

How to compute the statistics of the DFT of correlated noise?

I would like to know how to compute the statistics of the discrete Fourier transform of a noise signal. To illustrate what I mean, I will first explain in detail a computation I have managed to do ...
3
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0answers
1k views

4th order cumulant of signal

I'm trying to implement some code for watermarking on audio based on a scientific paper. I'm stuck in the part of the pseudo code where they calculate the fourth order cumulant of the approximation ...
0
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2answers
679 views

Normalized cross-correlation in detail

I'm trying to implement a normalized cross-correlation algorithm but I don't get what in fact is this measure. What confuses is the wikipedia definition: $\frac{1}{n} \sum \frac{(f(x,y)- \overline{f})...
1
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0answers
189 views

Random signal modeling with Matlab

I want to build a detector of sorts. Say I have a bunch of signals and they all share some patterns, like some peaks in frequency or something more complicated that I can't bother to calculate by hand....
5
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0answers
164 views

Stochastic process inference from partial observations

Consider a set $U$. My signal is a piece-wise constant "function" $Sig: t \mapsto s$, i.e. the signal at time $t$ equals to some subset $s \subset U$. One can see $Sig(t)$ as a stochastic process. ...
0
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1answer
652 views

Error Propagation through an IFFT

I'm not sure how to approach this problem. I will describe what I am trying to do, and what some of my matlab outputs look like. I'm not trained in signal processing or anything, so please be ...
2
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1answer
423 views

Why does circular symmetry of complex envelopes mean that $\mathbb{E} \Big[\mathbf{x}[i] \mathbf{x}^T[i] \Big] = \mathbf{0}$?

I am making my way through this paper here, and I understand everything up to equation 16, and I am stuck here. Long story short, the vector $\mathbf{x}[i]$ here is an $N$ by 1 vector, consisting of ...
1
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3answers
4k views

How can a signal have no DC component

I am reading a nice book on DSP The Scientist and Engineer's Guide to Digital Signal Processing It mentions In electronics, the mean is commonly called the DC (direct current) value. How can ...
6
votes
1answer
3k views

Magnitude-squared Coherence calculation inconsistence

I have to calculate the magnitude-squared coherence (MSC) between two signal. However, using a routine that uses only one taper (or no tapers at all) my result is always 1, despite the signals are ...
4
votes
1answer
72 views

Getting error in fit

I was wondering if anyone had run into the problem of trying to estimate errors in their signal processing on spectroscopic data. I know that many people use spectroscopic techniques to estimate ...
1
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1answer
762 views

Fisher ratio or F_ratio

I am confused while writing code to implement Fisher’s F-ratio. Suppose I have 4 speakers, each speaker pronounces 2 words and each word has 3 frames and each frame has 30 sub-bands. $u$ is mean of ...
0
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1answer
2k views

what is probability density function (PDF) of periodic signal

anybody knows what is the best pdf for periodic signal ? I have signal with 480 samples (16000*0.03=480) but I could not find the exact pdf for that. sometimes it appear like 2 mixed Gaussian.
4
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2answers
220 views

Scatter plot: calculate box where 80 % of the points are

I've a scatter plot with x- and y-axis. Now I want to calculate a rectangle which displays where 80% of the points in this plot are. I'm not very familiar with statistics, so I don't know the method ...
1
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1answer
2k views

Amplitude calculation

I've got an array of different values representing the y-values in a plot: ...
0
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2answers
167 views

Expected value of a Delta function times a function

I have a output signal $Y(t)= \sum_{n=-\infty}^{\infty} Z_n \delta (t-n\tau) h(t)$ and $Z_n$ is a random variable with equal probability to be $+-1$ and h(t) is $sinc(\frac t {\tau})$ and the ...
4
votes
1answer
2k views

What is a good distance measure for matching SIFT descriptors depending on the distribution of their noise?

I have read some papers about distance measures like Euclidean, Manhattan or Chi-Square for matching gradient based image descriptors like those computed from the SIFT Algorithm (128-D vectors). Most ...
1
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1answer
113 views

Establishing the function of a decaying signal

I have a set of samples from a signal. The signal is erratic in behaviour at the beginning but then it settles down and oscillates around the value of 100 (the frequency of oscillation is not ...
4
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0answers
109 views

Relative beat detection for two audio recordings

I'm trying to synchronize (overlap) two audio recordings of the same song: a complete HQ version, and an incomplete, noisy version (phone recording for example). The noisy recording may have had its ...
2
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1answer
481 views

Signal Processing in Amateur Radio Astronomy

I am an amateur astronomer and I took recent interest in Radio astronomy and I am also new to Digital Signal Processing. My team is trying to build a radio telescope. I am interested in the data ...
4
votes
2answers
932 views

Can Kalman Filter be used to track Randomly Moving Target?

i want to track random moving object with a camera using kalman filter...i have the following questions... Randomly moving target means $Corelation(t) = E[ x(T)x(T+t) ]$ is very low...where $x(T)$ is ...
4
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2answers
1k views

FFT, How to decide if there is a signal among noise?

I have sets of data of different deep sky objects. My job is to check for any periodicity. I use IDL to run an FFT and wavelet methods to check for a signal. To test my code I ran the IDL built in ...
10
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7answers
6k views

Good book or reference to learn Kalman Filter

I am totally new to the Kalman filter. I've had some basic courses on conditional probability and linear algebra. Can someone suggest a good book or any resource on the web which can help me can ...
3
votes
1answer
134 views

Characterizing real-time sampled signal

I have a signal which is sampled in real-time. At every time interval I receive a value. I need to characterize this signal as active or inactive (to take priority in the control actions). By active ...
1
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0answers
59 views

Statistical Signal Analysis - what to read [duplicate]

Possible Duplicate: Introduction to Statistical Signal Processing Currently I am doing an (undergrad) class on statistical signal analysis, but I find the reader at hand (no book, buh) very hard ...
2
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0answers
64 views

Predicting Positional Displacement with a Bivariate Gaussian Distribution

In my computer-vision problem, a blob can move either forward or backwards (with a slight chance of moving sideways) along its directional axis. I am seeking a bivariate model because I need to ...
3
votes
3answers
570 views

How to estimate the mean of a clipped signal?

An accelerometer is used on a high vibration environment (a bicycle) to measure gravity. The signal clips, so data higher than a clipping value is clamped to that value. So, simply filtering the ...
10
votes
3answers
5k views

How to Average Complex Responses (and Justification)?

I am developing software that calculates the response of a system by comparing the FFT of input and output signals. The input and output signals are divided into windows and, for each window, the ...
10
votes
0answers
1k views

Ensemble learning, multiple classifier system

I am trying to use a MCS (Multi classifier system) to do some better work on limited data i.e become more accurate. I am using K-means clustering at the moment but may choose to go with FCM (Fuzzy c-...
5
votes
1answer
5k views

How can I calculate the Expectation for a particular known vector?

Let us say I have a row vector $X = [x_1, x_2, x_3, \ldots, x_n]$ and another row vector $Y = [y_1, y_2, y_3, \ldots, y_n]$. I want to check whether the two vectors are statistically independent or ...
14
votes
4answers
5k views

ICA - Statistical Independence & Eigenvalues of Covariance Matrix

I am currently creating different signals using Matlab, mixing them by multiplying them by a mixing matrix A, and then trying to get back the original signals using FastICA. So far, the recovered ...
29
votes
5answers
29k views

Determining the mean and standard deviation in real time

What would be the ideal way to find the mean and standard deviation of a signal for a real time application. I'd like to be able to trigger a controller when a signal was more than 3 standard ...
6
votes
1answer
317 views

How to discern the distribution function of mean-squared coherence values?

This probably walks a fine line between Cross Validated and this site, but I think the practical application of it lies more on the signal processing side. I have had the occasion to record some EEG ...