Solution-Are the ml and umvu estimates identical

Are the ml and umvu estimates identical

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Reference no: EM131671597

Question: A sinusoid of known frequency ω0 is observed in the presence of an additive WGN V (n) with zero mean and variance σ². The observations can be expressed as

Y (t) = A cos(ω0t) + V (n), for 0 ≤ t ≤ N - 1.

(a) Find the uniform minimum variance unbiased estimate of amplitude A, assuming σ2 is known.

(b) Assuming now that both A and σ2 are unknown, find the minimum variance unbiased estimates of A and σ².

(d) Evaluate the matrix Cram´er-Rao bound for the joint estimation of A and σ².

(e) Evaluate the bias and variances of the joint ML and UMVU estimates of A and σ2 and compare them to the Cram´er-Rao bound.

Reference no: EM131671597

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Are the ml and umvu estimates identical

Reference no: EM131671597

Reference no: EM131671597

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