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Results tagged with parameter-estimation
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user 154
1
vote
When is it necessary to use a Kalman Filter, and not a simple estimation method?
A Kalman filter can be run iteratively on data before you have all the data, or enough data for sufficient likelihood or regression fit. A Kalman filter does not require storing all the data, but onl …
- 35.7k
2
votes
Algorithm for finding best matching sin wave to input signal
When starting with a DFT or FFT, one can use Sinc interpolation of the complex components with binary search successive approximation to estimate a narrow-band or single frequency spectral peak betwee …
- 35.7k
4
votes
Fast pitch recognition
I already answered your question here: https://stackoverflow.com/questions/33667275/fast-frequency-measurement/33678202#33678202
But, in summary, in certain circumstances, you can interpolate an FFT …
- 35.7k
7
votes
Is there an algorithm to compute the phase for a single frequecy?
There are several different formulations of the Goertzel algorithm. The ones that provide 2 state variables (orthogonal or close to), or a complex state variable, as possible outputs often can be use …
- 35.7k
5
votes
Accepted
Extract Sine Phase and Amplitude - accurate and robust method
Regarding your Edit #2: It is not true that phase estimation requires that frequency be at a bin center.
However if a frequency estimate requires interpolation between FFT result bins, so does any …
- 35.7k