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Maximum Likelihood Estimation in Presence of Colored Noise

I am trying to test system identification in presence of measurement noise (1) A white Gaussian noise (2) Colored noise - pink, violet. When we are estimating parameters we do so in presence of iid, zero mean uncorrelated noise. Q1: I would like to…
Ria George
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Least Angle Regression (LARS) without Matrix Inversion

Sorry if this is too damned long. I did what I could to abbreviate it. The question is about Least Angle Regression (LARS). I'm new to numerical work with matrices. I believe I have a way to compute Least Angle without explicit matrix inversion. I'm…
MackTuesday
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Determining Power of White Noise Component of an Incomplete Time Signal

I want to determine the power of the noise component of a time dependend signal x(t) (similar to picture below) With constant sampling rate I use Parceval's Therorem and calculate the standard deviation with $$ \sigma^2 =…
snalx
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"Normalizing" my D4 wavelet transformation at each step reduces final image quality

Original image: (Images included are .png images, so no additional distortion was added in save/upload for viewing) I have used the D4 transform from page 20 of "Ripples in mathematics", which is basically these 5 steps: Forward d4: c1 = √3 / 4.0…
bobobobo
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7
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Probability distribution of windowed cross-correlation

This question is in the context of time-delay estimation. Say I have a stationary Gaussian stochastic process $g$, and I know its autocorrelation function $R_g(\tau)$. To do time-delay estimation, I'm computing a windowed cross correlation between…
Matt
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What is the name of this color transformation?

This is a question regarding color transformation in images. I have this color transformation matrix I am using to convert an RGB image to a color space whose name I do not know: T = [(1/3) (1/3) (1/3); (1/2) 0 (-1/2); (-1/2) 1 (-1/2)] What is the…
smichak
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Guitar effects explanation books

Can you please suggest some books to get how guitar effects: distortion, overdrive, phaser and so on are achieved ?
Mina Wissa
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7
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Continuous Wavelet Transform with Scipy.signal: what is parameter "widths" in cwt() function? How do time-frequency?

I search to display a time-frequency signal with an original discrete temporal signal (sampling step = 0.001sec). I use Python and the library Scipy.signal. I use the function cwt(data, wavelet, widths) to do a continuous wavelet transform, with the…
ArnoNoo
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STFT overlap add method - What am i doing wrong?

i am trying to implement a short time fourier transform of an audio signal to do some filtering (subtract another stft signal using spectral subtraction). I am using a hamming window function with 50% overlap. Additional the size of my FFT is twice…
7
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How can I distinguish between two similar EEG signals?

I have two EEG signals that are very similar. The difference is only in amplitudes. However, they are coming from two different cognitive processes. What are some methods, beside FFT, for distinguishing between two very similar signals in terms of…
BrainStorm
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can't find out the period of my signal

I've a noisy signal, which is the sound of motor with a constant speed, so the sound "should" be periodic, I know that there is a way to use the autocorrelation function to get the period,I did it, but I can't figure out the period. Any idea how…
Engine
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Relationship between discrete deconvolution and Toeplitz matrices

I have 2 vectors, $a$ & $c$, both of length $M$. I know they are related by $a*b=c$. My goal is to recover $b$. Obviously $b = \mbox{deconv} (c,a)$. I am only interested in the first $M$ elements of the convolution (i.e., discarding the last $M-1$…
DankMasterDan
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Upsample data using FFTs. How is this exactly done?

I am basing my question on this post here, because I would like additional details on it, as I have not had any success in re-creating it. I would like to simply learn, in no uncertain terms, how to do upsampling via the FFT. There seem to be a lot…
TheGrapeBeyond
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Convolution of Signal with a Wavelet

I know that the complex wavelet transform is given by $$\int_{-\infty}^{\infty}f(x)\psi^*_{s,u}(x)\,dx$$ where $f$ is the signal, $\psi_{s,u}(x)=\frac{1}{\sqrt{s}}\psi(\frac{x-u}{s})$ is the wavelet. and $^*$ denotes the complex conjugate…
meta_warrior
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eigen values and eigen vectors of signal

What does the Eigen values and Eigen vector of a signal or function represent? What is its physical significance? I know about basis vectors of a signal which constitute the orthogonal planes where signal projections are represented. Are basis…
Amit_DSP
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