Abstracr-The problem of delay estimation in the presence of multipath is considered. It is shown that the extended Kalman filter (EKF) can be used to obtain joint estimates of time-of-arrival and multipath coefficients for deterministic signals when the channel can be modeled by a tapped-delay line. Simulation results are presented for the EKF joint estimator used for synchronization in a direc...

We examine how fast the estimation error grows with time when a mobile robot/vehicle estimates its location from relative pose measurements without global position or orientation sensors. We show that both bias and variance of the position estimation error grows at most linearly with time (or distance traversed) asymptotically. The bias growth rate is crucially dependent on the trajectory of th...

Gain functions for spectral noise suppression have been derived in literature for some error criteria and statistical models. These gain functions are only optimal when the statistical model is correct and the speech and noise spectral variances are known. Unfortunately, the speech distributions are unknown and can at best be determined conditionally on the estimated spectral variance. We show ...

This technical note deals with a priori estimation of efficiency of functional magnetic resonance imaging (fMRI) designs. The efficiency of an estimator is a measure of how reliable it is and depends on error variance (the variance not modeled by explanatory variables in the design matrix) and the design variance (a function of the explanatory variables and the contrast tested). Changes in the ...

background: in pediatric resuscitation, it is necessary to distinguish the weight in order to provide proper doses of drugs, equipment selection, and ventilator settings, therefore, access to a simple, unbiased, and accurate formula can decrease mistakes. the aim of this study is to determine the percentage of error (pe) of different weight estimation methods toward actual weight in children  a...

The linear Gaussian state space model for which the common variance is treated as a stochastic time-varying variable is considered for the modelling of economic time series. The focus of this paper is on the simultaneous estimation of parameters related to the stochastic processes of the mean part and the variance part of the model. The estimation method is based on maximum likelihood and it re...

Re-sampling methods have long been used in survey sampling, dating back to Mahalanobis (1946). More recently, jackknife and bootstrap resampling methods have also been proposed for small area estimation; in particular for mean squared error (MSE) estimation and for constructing confidence intervals. We present a brief overview of early uses of resampling methods in survey sampling, and then pro...