Signal Processing for Communication Systems
As a pre-requisite, check out the previous article on the logic behind deriving the maximum likelihood estimator for a given PDF. Let X=(x1,x2,…, xN) are the samples taken from Gaussian distribution given by Calculating the Likelihood The log likelihood is given by, Differentiating and equating to zero to find the maxim (otherwise equating the score … Read more
As a pre-requisite, check out the previous article on the logic behind deriving the maximum likelihood estimator for a given PDF. Let X=(x1,x2,…, xN) are the samples taken from Exponential distribution given by Calculating the Likelihood The log likelihood is given by, Differentiating and equating to zero to find the maxim (otherwise equating the score … Read more
Suppose X=(x1,x2,…, xN) are the samples taken from a random distribution whose PDF is parameterized by the parameter . If the PDF of the underlying parameter satisfies some regularity condition (if the log of the PDF is differentiable) then the likelihood function is given by Here is the PDF of the underlying distribution. Hereafter we … Read more
Key focus: Understand maximum likelihood estimation (MLE) using hands-on example. Know the importance of log likelihood function and its use in estimation problems. Likelihood Function: Suppose X=(x1,x2,…, xN) are the samples taken from a random distribution whose PDF is parameterized by the parameter θ. The likelihood function is given by Here fN(xN;θ) is the PDF … Read more
Estimator bias: Systematic deviation from the true value, either consistently overestimating or underestimating the parameter of interest. Estimator Bias: Biased or Unbiased Consider a simple communication system model where a transmitter transmits continuous stream of data samples representing a constant value – ‘A’. The data samples sent via a communication channel gets added with White … Read more
As discussed in the introduction to estimation theory, the goal of an estimation algorithm is to give an estimate of random variable(s) that is unbiased and has minimum variance. This criteria is reproduced here for reference In the above equations f0 is the transmitted carrier frequency and is the estimated frequency based on a set … Read more
Key focus: Understand the basics of estimation theory with a simple example in communication systems. Know how to assess the performance of an estimator. A simple estimation problem : DSB-AM receiver In Double Side Band – Amplitude Modulation (DSB-AM), the desired message is amplitude modulated over a carrier of frequency f0. The following discussion is … Read more