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In this section , we questioned the existence of an efficient estimator forsignal parameters. We found in the succeeding example that an unbiased efficient estimator exists for the signalamplitude. Can a nonlinearly represented parameter, such as time delay, have an efficient estimator?

Simplify the condition for the existence of an efficient estimator by assuming it to be unbiased. Note carefullythe dimensions of the matrices involved.

Show that the only solution in this case occurs when the signal depends "linearly" on the parameter vector.

In Poission problems, the number of events n occurring in the interval 0 T is governed by the probability distribution (see The Poission Process ) n T n n T where is the average rate at which events occur.

What is the maximum likelihood estimate of average rate?

Does this estimate satisfy the Cramr-Rao bound?

In the "classic" radar problem, not only is the time of arrival of the radar pulse unknown but also the amplitude.In this problem, we seek methods of simultaneously estimating these parameters. The received signal r l is of the form r l 1 s l 2 n l where 1 is Gaussian with zero mean and variance 1 2 and 2 is uniformly distributed over the observation interval. Find the receiver that computes the maximum a posteriori estimates of 1 and 2 jointly. Draw a block diagram of this receiver and interpret its structure.

We state without derivation the Cramr-Rao bound for estimates of signal delay (see this equation ).

The parameter is the delay of the signal s observed in additive, white Gaussian noise: r l s l n l , l 0 L 1 . Derive the Cramr-Rao bound for this problem.

In Time-delay Estimation , this bound is claimed to be given by n 2 E 2 , where 2 is the mean-squared bandwidth. Derive this result from your general formula. Does the bound make sense for allvalues of signal-to-noise ratio E n 2 ?

Using optimal detection theory, derive the expression (see Time-Delay Estimation ) for the probability of error incurred when trying todistinguish between a delay of and a delay of . Consistent with the problem pposed for the Cramr-Rao bound, assume the delayed signals are observed in additive, white Gaussian noise.

In formulating detection problems, the signal as well as the noise are sometimes modeled as Gaussian processes. Let'sexplore what differences arise in the Cramr-Rao bound derived when the signal is deterministic. Assume thatthe signal contains unknown parameters , that it is statistically independent of the noise, and that the noise covariancematrix is known.

What forms do the conditional densities of the observations take under the two assumptions? What are thetwo covariance matrices?

Assuming the stochastic signal model, show that each element of the Fisher information matrix has the form F i j 1 2 tr K i K K j K where K denotes the covariance matrix of the observations. Make this expression more complex by assuming the noisecomplement has no unknown parameters.

Compare the stochastic and deterministic bounds, the latter is given by this equation , when the unknown signal parameters are amplitude and delay. Assume thenoise covariance matrix equals n 2 I . Do these bounds have similar dependence on signal-to-noise ratio?

The histogram probability density estimator is a special case of a more general class of estimators known as kernel estimators . p r x 1 L l 0 L 1 k x r l Here, the kernel k is usually taken to be a density itself.

What is the kernel for the histogram estimator.

Interpret the kernel estimator in signal processing terminology. Predict what the most time consumingcomputation of this estimate might be. Why?

Show that the sample average equals the expected value of a random variable having the density p r x regardless of the choice of kernel.

Random variables can be generated quite easily if the probability distribution function is "nice." Let X be a random variable having distribution function P X .

Show that the random variable U P X X is uniformly distributed over 0 1 .

Based on this result, how would you generate a random variable having a specific density with a uniform randomvariable generator, which is commonly supplied with most computer and calculator systems?

How would you generate random variables having the hyperbolic secant density p X x 1 2 x 2 ?

Why is the Gaussian not in the class of "nice" probability distribution functions? Despite this fact, the Gaussianand other similarly unfriendly random variables can be generated using tabulated rather than analytic forms forthe distribution function.

Questions & Answers

Is there any normative that regulates the use of silver nanoparticles?
Damian Reply
what king of growth are you checking .?
What fields keep nano created devices from performing or assimulating ? Magnetic fields ? Are do they assimilate ?
Stoney Reply
why we need to study biomolecules, molecular biology in nanotechnology?
Adin Reply
yes I'm doing my masters in nanotechnology, we are being studying all these domains as well..
what school?
biomolecules are e building blocks of every organics and inorganic materials.
anyone know any internet site where one can find nanotechnology papers?
Damian Reply
sciencedirect big data base
Introduction about quantum dots in nanotechnology
Praveena Reply
what does nano mean?
Anassong Reply
nano basically means 10^(-9). nanometer is a unit to measure length.
do you think it's worthwhile in the long term to study the effects and possibilities of nanotechnology on viral treatment?
Damian Reply
absolutely yes
how to know photocatalytic properties of tio2 nanoparticles...what to do now
Akash Reply
it is a goid question and i want to know the answer as well
characteristics of micro business
for teaching engĺish at school how nano technology help us
Do somebody tell me a best nano engineering book for beginners?
s. Reply
there is no specific books for beginners but there is book called principle of nanotechnology
what is fullerene does it is used to make bukky balls
Devang Reply
are you nano engineer ?
fullerene is a bucky ball aka Carbon 60 molecule. It was name by the architect Fuller. He design the geodesic dome. it resembles a soccer ball.
what is the actual application of fullerenes nowadays?
That is a great question Damian. best way to answer that question is to Google it. there are hundreds of applications for buck minister fullerenes, from medical to aerospace. you can also find plenty of research papers that will give you great detail on the potential applications of fullerenes.
what is the Synthesis, properties,and applications of carbon nano chemistry
Abhijith Reply
Mostly, they use nano carbon for electronics and for materials to be strengthened.
is Bucky paper clear?
carbon nanotubes has various application in fuel cells membrane, current research on cancer drug,and in electronics MEMS and NEMS etc
so some one know about replacing silicon atom with phosphorous in semiconductors device?
s. Reply
Yeah, it is a pain to say the least. You basically have to heat the substarte up to around 1000 degrees celcius then pass phosphene gas over top of it, which is explosive and toxic by the way, under very low pressure.
Do you know which machine is used to that process?
how to fabricate graphene ink ?
for screen printed electrodes ?
What is lattice structure?
s. Reply
of graphene you mean?
or in general
in general
Graphene has a hexagonal structure
On having this app for quite a bit time, Haven't realised there's a chat room in it.
what is biological synthesis of nanoparticles
Sanket Reply
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Source:  OpenStax, Statistical signal processing. OpenStax CNX. Dec 05, 2011 Download for free at http://cnx.org/content/col11382/1.1
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