The paper deals with the modal parameter estimation from the instantaneous envelope and phase\*achievable by the Hilbert transform\*of a single mode "ltered from a frequency response function by the Gauss "lter. It is possible, modulating the Gauss function, to put its maximum on the desired frequen
On the influence of sampling and observation times on estimation of the bandwidth parameter of a Gauss-Markov process
β Scribed by Li Wen; Sherman, P.J.
- Book ID
- 119822201
- Publisher
- IEEE
- Year
- 2006
- Tongue
- English
- Weight
- 523 KB
- Volume
- 54
- Category
- Article
- ISSN
- 1053-587X
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π SIMILAR VOLUMES
Under the general Gauss-Markov model {y, XI~, a 2 V}, equality of MINQUE and so called 'simple' estimator (1/f)y v (I -XX+)y with f=rank(X:V)rank(X) for 0 "2 is considered. It is revealed that this equality holds if and only if the quadratic form (1/a2)yT(l --XX +)y admits a xZ-distribution under no
The Baum-Welch (EM) algorithm is a familiar tool for calculation of the maximum likelihood estimate of the parameters in hidden Markov chain models. For the particular case of a binary Markov chain corrupted by binary channel noise a detailed study is carried out of the influence that the initial co