# Questions tagged [statistics]

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

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1answer
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### 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 ...
1answer
488 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 ...
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 ...
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 ...
1answer
221 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 ...
1answer
952 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 ...
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 $\left(16000*0.03=480\right)$ but I could not find the exact pdf for that. sometimes it appear like 2 mixed ...
2answers
234 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 ...
1answer
2k views

### Amplitude calculation

I've got an array of different values representing the y-values in a plot: ...
2answers
175 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 ...
1answer
3k 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 ...
1answer
118 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 ...
0answers
119 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 ...
1answer
511 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 ...
2answers
1k 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 ...
2answers
2k 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 ...
7answers
7k 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 ...
1answer
138 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 ...
0answers
67 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 ...
0answers
65 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 ...
3answers
670 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 ...
3answers
6k 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 ...
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-...
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 ...
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 ...
5answers
36k 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 ...
1answer
331 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 ...