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Find estimate of mean and variance for the sinusoidal signal

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Reference no: EM131237404

Problem Statement:

The Maximum likelihood estimator of Eq (7.6) of the text book is to be used to generate Monte Carlo mean and variance estimators of Eq (7.9) and Eq (7.10) respectively. The m=1000 number of batches of DC signal corrupted with white Gaussian noise are generated with each batch having n=100 data elements. The above said estimators are used to generate the table 7.1 of the text book that demonstrates the variation in estimation for various data lengths of data batches.

Similarly, the phase estimation for sinusoidal signal is done by MLE phase estimator of Eq (7.17)  ans again Monte carlo Eq (7.9) and Eq (7.10) are used to find estimate of mean and variance for the sinusoidal signal.

Reference no: EM131237404

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