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

2 votes

Lightweight test for bimodal distributions?

An easy way, especially one that is used in the detection and SNR estimation of PSK signals in a noisy signal, is based on stochastic moments of the received amplitude: The kurtosis can be used as me …
Marcus Müller's user avatar
2 votes
Accepted

Statistics to characterize time-domain envelope of acoustic signal

An ADSR has exactly five parameters, and you need these five to characterize it - every set of parameters yields a different envelope. And frankly, the ADSR envelope is pretty easy to visualize, and t …
Marcus Müller's user avatar
2 votes
Accepted

Calculating total power for the signal

Does it have something to do with bias/unbiased sampling, i.e. in statistics we add +1 to the divisor to get unbiased calculations? …
Marcus Müller's user avatar
1 vote

Radio Signal Stationarity

When working with such an RF signal, numerically transformed to a stochastic timeseries, to which extent can I consider the signal to be stationary? That depends on your signal model. We can't te …
Marcus Müller's user avatar
0 votes

Block by block CCDF and PAPR analysis in MATLAB

PAPR of an OFDM-like system is typically calculated analytically: What's the the output signal with the highest possible peak? How high is that? Divide by average output power, done. CCDF is just 1-C …
Marcus Müller's user avatar
1 vote
Accepted

Effectively extracting “real” data from a noisy dataset

Judging from your description alone, I'd say an algorithm to find appropriate 3-clusters of timestamps would be something like: compare the three first elements of your sorted lists. Pick the earlies …
Marcus Müller's user avatar
1 vote
Accepted

Cepstrum of white gaussian noise

The logarithm of a $\chi^2$-distributed random variable (RV) is a Log Chi-Squared RV. Bartlett (of the frequency estimator fame) has a famous result that the sum of independent identically distribute …
Marcus Müller's user avatar
1 vote

Order statistics: always applicable tool in wireless communication?

In all these papers it's about considering the order statistics as good look at the channel's distribution of SNRs, capacities etc. … Now, in general, you simply do not know the statistics of the channel. So, in most cases you can't use this. …
Marcus Müller's user avatar
2 votes
Accepted

Integral over power spectral density

Summation or integration of the spectral components yields the total power (for a physical process) yes, that's how "power density" is defined ... or variance (in a statistical process) Fo …
Marcus Müller's user avatar
2 votes

Calculating Shannon-like entropy function of a 1D signal with random noise

You're a bit missing the point here: when you use the formula $ H = - \sum_i x_i \log(x_i)$ instead of $ H(P) = - \sum_i p_i \log(p_i)$ for anything where $P(x_i) \ne x_i$, then that's where your entr …
Marcus Müller's user avatar
0 votes
Accepted

Reduce signal length while maintaining properties?

So, after reading our discussion, and understanding your performance problems a bit better, it'd seem to me that indeed, there's a way that can do something very similar to SSA on the full correlation …
Marcus Müller's user avatar