Lysario – by Panagiotis Chatzichrisafis
"ούτω γάρ ειδέναι το σύνθετον υπολαμβάνομεν, όταν ειδώμεν εκ τίνων και πόσων εστίν …"
Archive for Dezember, 2010
Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.4
Author: Panagiotis28 Dez
In [1, p. 60 exercise 3.4] we are asked to prove that the estimate
is an unbiased estimator, given![\left\{x[0],x[1],...,x[N]\right\}](https://lysario.de/wp-content/cache/tex_1cc48dbb4a4db05229880d4eafd1756b.png)
are independent and identically distributed according to a 
distribution. Furthermore we are asked to also find the variance of the estimator.
read the conclusion >
![\hat{\mu}_x = \frac{1}{N}\sum\limits^{N-1}_{n=0}x[n]](https://lysario.de/wp-content/cache/tex_fdf7f47786a09a823706c0185f0d813a.png) | (1) | ||
is an unbiased estimator, given
are independent and identically distributed according to a distribution. Furthermore we are asked to also find the variance of the estimator.
read the conclusion >
Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.3
Author: Panagiotis4 Dez
In [1, p. 60 exercise 3.3] we are asked to prove that the complex multivariate Gaussian PDF reduces to the complex univariate Gaussian PDF if N=1.
read the conclusion >