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Results tagged with parameter-estimation
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user 13320
1
vote
Accepted
Can the Cramér-Rao Lower Bound be constant?
Prologue
The CRLB of an unbiased estimator $\hat \theta$ for the paramater $\theta$ is
$$
\text{var}(\hat \theta) \ge - \frac1 {\text E_x\left\{ \frac{\partial^2 (\ln f(x;\theta))}{\partial \theta^ …
- 32.5k
0
votes
Accepted
Spreading sequence and equalization based on a paper
This is really a bit of a guess, since I haven't read the paper, but:
A spreading sequence can be designed/used to whiten a signal – that is the PSD of $y_n$ is the sum of a white process $w_n$ and a …
- 32.5k
3
votes
Algorithm for finding best matching sin wave to input signal
Well, in this noiseless case, you can just estimate the frequency directly: take the $\arccos(y(t))$ of each sample, find the difference between consecutive samples: that's how much the phase changes …
- 32.5k
2
votes
Accepted
Maximum likelihood estimator of active time delay and passive time delay
Very intuitively, the Generalized Cross-Correlation is a "standard" cross-correlation of the windowed signals (I'll restrict myself to window-GCC, I'm pretty certain there's others, too!). Windowing h …
- 32.5k
9
votes
A Machine Learning Based Algorithm as an Alternative to the Matched Filter
Sure, you can learn the matched filter, as convolution with a filter is just a function applied to a signal, and e.g. Neural Networks (through the universal approximation theorem) are good function ap …
- 32.5k