Tagged Questions
2
votes
0answers
76 views
Likelihood Function of Random Process
Given the following data:
$$
x(t) = A + \omega(t)
$$
where $ \omega(t) $ is an AWGN with zero mean, what would be likelihood function $p(x(t);A)$?
I know it could be proven to be:
$$
p(x;A) = C ...
0
votes
0answers
79 views
Maximum Likelihood Estimator of SNR for a Known Signal Superimposed in AWGN
I would like to evaluate the Maximum Likelihood Estimator for the SNR of a given signal:
$ x(t) = as(t-\tau) + n(t) $
Under the following assumptions (This is the model of Radar Signal):
The input ...
3
votes
2answers
2k views
Difference between logarithm of an expectation value and expectation value of a logarithm
Assuming I have a always positive random variable $X$, $X \in \mathbb{R}$, $X > 0$. Then I am now interested in the difference between the following two expectation values:
$E \left[ \ln X ...
