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}, ...
- 53.8k
1
vote
Accepted
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. ...
- 3,042
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):
...
- 618
1
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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 ...
- 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 ...
- 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 ...
- 20.2k
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