Questions tagged [estimation]
In signal processing, estimation is a technique for approximating an unobserved signal from an observed signal containing noise.
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What are some good resources for learning Detection and Estimation theory?
I know about Vincent Poor's book but it is not the best of books to be honest. Are there other good resources such as online lectures or other books/notes that one might find useful? I mainly need ...
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Cramér–Rao Bound (CRB) calculation when considering NLOS interference w/ multiple targets/clutter
I have a question about the CRB when considering NLOS cultters interference.
Let $x[0] = A + w[0]$ where $w[0]\sim \mathcal N(0,\sigma^2)$, we would first define it's pdf and then calculate the ...
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In EKF should Kalman Gain converge to a specific value?
I have implemented an EKF using the standard predict and update equations in order to perform state estimation of a vehicle with multiple sensors. The model has process covariance matrix $Q$ and each ...
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Downconversion and CFO estimation after package detection
I'm currently working on generating a function to simulate a passband transmission. In my simulation, I assume that the received signal is twice of my transmitted signal (without adding any noise and ...
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Signal Separation (constant modulus)
I am trying to separate two source signals, that have constant envelope. The things is that the mixture if forming a Torus, and I am not sure about which algorithm is the most adapted to the situation....
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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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Kalman filters which only update a subset of variables?
What is the general approach to updating a subset of variables with a kalman filter?
IE sensor X only updates variable Y.
What I'm a little bit confused on is how the covariance would be propagated.
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Two meanings for "innovation" in Wiener filter are the same?
This is related question to A question about Wiener filter based on Linear Estimation by Kailath, based on the textbook Linear Estimation by Kailath. In that link I talk about how I first learned what ...
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A question about Wiener filter based on Linear Estimation by Kailath
In my linear estimation class based on the textbook Linear Estimation by Kailath, we went through the process of finding LLSE of $\hat{x}(t+\lambda)$ for fixed $\lambda$ given $\{y(\tau)|-\infty<\...
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Why use MUSIC/ESPIRIT algorithms to estimate DOA when we can use beamforming?
I am trying to understand why we need MUSIC/ESPRIT algorithms to estimate the direction of arrivals. Why can we not use phased arrays to get the exact DOA (and not an estimate of the DOA) via beam ...
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Looking for an online course
I work for a company with expertise in electromagnetics physics, specifically dealing with time domain-based simulation software. We routinely need to transform our results into frequency domain, ...
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Advantages of Euler vs Quaternion vs Axis-Angle Paramertization
I have spent a bit of time studying attitude estimation and I noticed that uncertainty of orientation can basically be represented in three forms.
Euler angles, Axis Angle and Quaternions. Quaternions ...
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Fusing multiple IMUs in EKF framework
What is the approach to fuse multiple IMUs in EKF framework?
Normally you take the IMU as the motion model and the sense step to consist of other sensors but when have multiple IMUs operating, what is ...
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How to estimate temperature based on resistance thermal dependency?
My question is tightly related to my different question. Let's say I have an inverter fed three phase induction motor drive where in the braking phase (when the motor operates in a generator mode) the ...
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Temperature estimation via Kalman filter
Based on the recommendation I would like to ask you for your opinion regarding my question I have asked on different forum.