Questions tagged [statistics]
Statistics is the study of the collection, organization, analysis, and interpretation of data.
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Estimating IMU biases without using any external aid
Assuming that Inertial Measurement Unit (IMU) contains accelerometer and gyroscope, I want to estimate the bias in each of the sensors. We know that accelerometer and gyroscope have biases which ...
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Frequency decomposition of forecast error variance
I think my question concerns statistical signal processing. I was referred to this site by a user at Cross Validated. I want to do a frequency-domain decomposition of generalized forecast error ...
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Determine if measured gaussian noise have constant mean
lets say I am measuring ($z$) Gaussian noise with known variance sigma in each step, i.e. $z_k = v_k$, where $v_k$ is Gaussian distribution with known variance $\sigma_k$ (changing with each step) ...
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Statistical technique for distinguishing between artefacts and no artefacts [closed]
I would like to know how to create an algorithm from the table below in order to distinguish between data that has artefacts and data that does not.
I'm trying to leverage video attributes like ...
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What is the difference between the general white process and the white process of order 𝑝?
Antoni uses the following definition of white process of order $p$:
a process whose all cumulants up to order p are such that
$$\text{Cum}\left[X(t),X(t-\tau_1)\cdots,X(t-\tau_{r-1})\right]=C_{rX}\...
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Is there a quadratic version of exponential smoothing?
I have a time series - let's say I'm given one new sample (a real value) every second.
I could take a moving average of the last 50
samples or I could use exponential smoothing of the samples with a ...
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Sampling a pulse train with a controllable square wave
I have an issue regarding a sampling process of a pulse train in an image sensor based on events. Basically, these are a family of image sensors in which each pixel outputs a train of pulses, and the ...
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What is the relation between the 1/f spectral noise density and the Allan deviation noise floor? (I found a value of $\frac{5}{3}$)
I have some noise density that consists of 1/f noise and white noise like so:
I then select an arbitrary sampling frequency $f_S$ and data length $n$ and compute a time domain noise data vector like ...
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1/f noise: Why does the Allan Deviation remain constant, while standard error of mean keeps decreasing for long averages?
It is a rather well-known fact, that measurement precision is limited by the 1/f noise of a signal [1]. One way to show this in a concise fashion, is to plot the Allan deviation of the signal. For ...
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Comparing methods of blind source separation
I am currently working on blind source separation using sparse hypotheses and convolutive mixtures. For my project, I have compared three different methods and calculated the Signal-to-Distortion ...
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How to find the variance of a noise signal distorting an ADC measurement
Say we have a 12-bit ADC measuring a signal with a voltage range of 0-10V, but the signal is corrupted by uniformly distributed 3-bit white noise. What's the correct way to get the variance of the ...
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Expectation and autocorrelation for modulated sinusoid
Given
$$ Y(t) = A X(t) \cos(\omega t + \phi) $$
with $X(t)$ is zero-mean WSS (wide-sense stationary) process, $\phi$ ~ Unif$(0,2\pi)$. Suppose $X(t)$ and $\phi$ are independent random variables. I ...
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Why is the total noise variance less than the sum of individual noise variances?
I have three random variables:
$Y$: my data
$Y_n$: my data corrupted by additive white Gaussian noise (AWGN)
$Y_{nc}$: my noisy data corrupted by a non-linear transformation $\mathcal{C}$.
I have ...
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Variance of Value Expressed as Number of Changing Bits
I consider values physical measurements, expressed as variables of type int16, uint32, float ...
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How to figure out or estimate the level of noise in a given data distribution
I have been given a data distribution which was synthetically generated by geostatistical methods such as variogram analysis. Without having the source of the technique which generated the data, is ...
