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# Questions tagged [statistics]

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

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30k 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 ...
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 ...
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 ...
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 ...
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-...
3k views

### Why is Gaussian noise called so?

Can you please explain: why is a specific type of noise called "Gaussian noise"? Why is it relevant to call it Gaussian? Please, explain in layman's terms.
2k views

### What Does It Mean Exactly When Two Parts of a Signal Are Correlated?

I stumble quite often upon the notion that two or more parts of a signal are correlated to describe semi-formally that they belong together. For example in image processing, two pixels on an edge ...
2k views

### What is the connection between analog signal to noise ratio and signal to noise ratio in the IQ plane in a quadrature demodulation system?

We would like to compute the quantitative relation between analog noise near the LO frequency and the statistics of points found in the IQ plane after IQ demodulation. In order to completely ...
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 ...
320 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 ...
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 ...
184 views

### Regression vector size for prediction, reconstruction and filtration with adaptive filters

I am working with adaptive filters and similar adaptive models (mainly with gradient adaptation) for a few years. I and my colleagues always struggle to find out the correct size of regression vector. ...
165 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. ...
949 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 ...
2k views

### Cross-correlation or cross-covariance of non-zero mean signals

Cross-correlation for uniformly sampled signals is defined as [1] $$(f \star g)[n]\ \stackrel{\mathrm{def}}{=} \sum_{m=-\infty}^{\infty} f^*[m]\ g[m+n].$$ Cross-covariance for wide-sense stationary (...
492 views

70 views

### How to transform data to uniform distribution (uniform percentiles)?

Given the list of data points (normalized in [0,1] range), I plot the histogram of values and compute percentiles (shown as x ticks). How to find a transformation of data values so the histogram is ...
109 views

366 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?