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Noise estimation

Started by Doug August 12, 2010
On Aug 12, 3:32&#2013266080;pm, Tim Wescott <t...@seemywebsite.com> wrote:
> On 08/12/2010 12:13 PM, Doug wrote: > > > > > > > On Aug 12, 11:27 am, Vladimir Vassilevsky<nos...@nowhere.com> &#2013266080;wrote: > >> Doug wrote: > >>> Hello, > > >>> Is there a method to estimate the statistical properties of additive > >>> noise from a received signal observation. &#2013266080; Assume we have > > >>> y(k) = x(k) + n(k) > > >>> and we observe the received signal y(k). &#2013266080;I would like to know if > >>> there is a way to determine the autocorrelation of the noise process > >>> n(k), that is Rnn. &#2013266080;This is not a speech problem. &#2013266080;x(k) is a digital > >>> PAM signal that is corrupted by ISI, it can be assumed > >>> cyclostationary. > > >>> To simplify the problem, we can assume the noise is white Gaussian > >>> noise, can we determine the noise variance, sigma^2, and hence Rnn for > >>> this simplified case? &#2013266080;Ideally I don't want to assume anything about > >>> the noise, but if assuming white gaussian noise make things tractable, > >>> I take that solution over nothing > > >> Synchronize to the baud rate and compare the statistics at the end and > >> at the 1/2 of the symbol interval. > > >> VLV- Hide quoted text - > > >> - Show quoted text - > > > Vladimir, > > > It is no problem to do symbol synchronization, but I don't understand > > how comparing the statistics at mid-sym and end-sym will get you > > anything. &#2013266080;Do you have more info or point me to a good reference? > > > Also, I just read that one way get sigma^2 is to find the minimum > > eigenvalue of Ryy. &#2013266080;This makes some sense and given the fact that x(k) > > has a zero in its power spectral density I think the noise in that > > region should yield a good result. &#2013266080;Does anyone have more information > > on this technique?? > > If things are too messed up to get good symbol detection I don't think > this will work. > > Just making a plain old filter around a zero in the signal spectrum and > estimating energy content should, however, make for a fairly decent > measure of noise. > > -- > > Tim Wescott > Wescott Design Serviceshttp://www.wescottdesign.com > > Do you need to implement control loops in software? > "Applied Control Theory for Embedded Systems" was written for you. > See details athttp://www.wescottdesign.com/actfes/actfes.html- Hide quoted text - > > - Show quoted text -
Thank you all for the advice. I think measuring the noise in a null may work for my puposes, thanks Tim. -Doug