3 votes
Accepted

Help in understanding from book expression of variance of an estimator : PRBS vs real valued input

A PRN sequence is a Pseudo-Random Noise sequence, often generated by using an Linear Feedback Shift Register (LFSR) with the feedback taps done by using a primitive irreducible polynomial in GF{2}, ...
Dan Boschen's user avatar
  • 50.2k
1 vote
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How do you "split apart" the output of a linear estimator?

There is nothing wrong about subtracting the bias. For the Weiner filter, the operation is a matrix multiply, there are no non-linear operations taking place which is reason everything works out. ...
Engineer's user avatar
  • 3,022
1 vote

Bias of random variable

In the case $a$ is a random variable (r.v.) we distinguish between two types of unbiased: (hereinafter I'm switching to $\theta$ and $\hat{\theta}$ instead of $a$ and $\hat{a}$ respectively): ...
Nir Regev's user avatar
  • 620
1 vote

Need help in understanding minimum variance estimator and CRLB concept using an example

Fristly, check my answer again, I edited it because the first paragraph wasn´t extrictly right, I hope you notice the difference. (1) YES, in the example of the sample mean, its variance it is also ...
ignatius's user avatar
  • 136
1 vote
Accepted

Need help in understanding minimum variance estimator and CRLB concept using an example

You may want an estimator with minimun variance because each time you calculate it, it is likely to be closer to its expectation, and in the case that the estimator is unbiased, closer to the true ...
ignatius's user avatar
  • 136
1 vote
Accepted

Why Would Pre Filtering Measurement Data Affect the Least Squares Estimate?

I'm not sure what's you model is. Let's say it is something like: $$ y = H x + n $$ Now, using the Least Squares model is optimal (In the MSE sense) when $ n $ is AWGN (It is the linear optimal ...
Royi's user avatar
  • 19.5k

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