Kommentare für Lysario - by Panagiotis Chatzichrisafis

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.3 von Aydin

Aydin — Sat, 22 Nov 2014 15:14:15 +0000

Hi- just wanted to thank you for these solutions, they were really helpful! Keep up the good work!

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.3 von Panagiotis Chatzichrisafis

Panagiotis Chatzichrisafis — Wed, 07 Sep 2011 19:11:55 +0000

Hi Forooz,

i am happy to hear that some of the solutions i post are helpfull.
I have currently reviewed solutions up to exercize 5.2 , but i haven’t transferred them into digital form. Please be patient, I’ll try to post asap some solutions of the problems
you asked for, but i can’t promise any dates. May i ask what your profession is ?

Kind regards

P. Chatzichrisafis

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.3 von forooz

forooz — Sat, 20 Aug 2011 14:12:21 +0000

hi dear Panagiotis Chatzichrisafis,
your solutions were really usefull. but i need some other solutions of this book( Modern Spectral Estimation ).
could you please help me?
the problems are:
4.1, 4.8, 5.1, 5.3, 5.9, 5.13, 6.1, 6.4, 6.5, 6.10, 6.11

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.6 von Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.7

Tue, 26 Apr 2011 16:12:18 +0000

[...] The mean of the maximum likelihood estimator of the variance can be easily obtained using [4, relation (8)] and noting that the maximum likelihood estimator of the variance is times the variance estimator [...]

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.5 von Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.7

Mon, 25 Apr 2011 19:30:02 +0000

[...] 25 Apr In [1, p. 61 exercise 3.7] we are asked to find the MLE of and . for the conditions of Problem [1, p. 60 exercise 3.4] (see also [2, solution of exercise 3.4]). We are asked if the MLE of the parameters are asymptotically unbiased , efficient and Gaussianly distributed. Solution: The p.d.f of the observations is given by With and . Thus the determinant is given by . Furthermore we can simplify For a given measurement we obtain the likelihood function: (1) Obviously the previous equation is positive and thus the estimator of the mean which will maximize the probability of the observation will provide a local maximum at the points where the derivative in respect to will be zero. Because the function is positive we can also use the natural logarithm of the likelihood function (the log-likelihood function) in order to obtain the maximum likelihood of . This was already derived in [3, relation (3)]: [...]

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.5 von Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.6

Tue, 19 Apr 2011 19:03:44 +0000

[...] with normal distribution and the natural logarithm of the joint pdf is given by from cite[ relation (3) ]{Chatzichrisafis352010}: From this relation we can find the gradient in respect to the vector [...]

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.4 von Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.6

Tue, 19 Apr 2011 18:52:41 +0000

[...] Spectral Estimation – Theory and Applications”, Prentice Hall, ISBN: 0-13-598582-X. [2] Chatzichrisafis: “Solution of exercise 3.4 from Kay’s Modern Spectral Estimation – Theor… [3] Granino A. Korn and Theresa M. Korn: “Mathematical Handbook for Scientists and [...]

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.4 von Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 61 exercise 3.5

Tue, 11 Jan 2011 21:58:32 +0000

[...] Rao bound of the variance of the mean estimation is bounded by : (3) We had computed in [2, (5)] that the variance of the estimator of the mean is given by . Thus the sample mean is an [...]

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.2 von Panagiotis Chatzichrisafis

Panagiotis Chatzichrisafis — Tue, 11 Jan 2011 21:50:28 +0000

Hi,

Morry, i am currently working towards providing a complete solution manual for Kay’s “Modern Spectral Estimation”.
I am posting the solutions of problems as soon as they are transferred into electronic format. I am planning also to provide a PDF document when all solutions are
transferred into electronic format.

Kommentar zu Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 60 exercise 3.2 von Morry

Morry — Mon, 15 Nov 2010 07:31:54 +0000

do you have the complete solution mannual of modern spectral estimation?
and may I get it?