Estimation of X in Gaussian Noise

In summary, there are several approaches that can be used to estimate X when only interested in whether x_i is zero or non-zero, including Bayesian inference and machine learning algorithms such as SVM.
  • #1
ait.abd
26
0
Given
[itex]{X}=[x_1 x_2 ... x_n]^T[/itex] where [itex]{x_i} \in \{ 0, a_1, a_2, a_3 \}^n, a_i \in \mathbb{C}[/itex] and [itex]Z = \{z_1 z_2,...,z_n \}[/itex] where [itex]z_i ~ N(0,\sigma^2)[/itex] is a Complex Gaussian RV with mean 0 and variance [itex]sigma^2[/itex]. Suppose we observe [itex]Y[/itex]

[itex]Y = HX+Z[/itex]

where [itex]H[/itex] is known and its elements are independent complex Gaussian with mean 0 and variance 1 in [itex]\mathbb{C}[/itex] i.e. complex numbers. How can I estimate [itex]X[/itex] observing [itex]Y[/itex] when I only want to know whether [itex]x_i[/itex] is zero or non-zero? i.e. I don't want to distinguish between [itex]a_1, a_2, a_3[/itex] and only want to estimate whether [itex]x_i[/itex] was zero or non_zero?
Is there any iterative way of finding this out?

Thanks
 
Physics news on Phys.org
  • #2
for your help.One approach would be to use a probabilistic model to estimate the probability of each x_i being zero or non-zero, given the observed Y. This can be done using Bayesian inference, where you use a prior distribution on the value of each x_i, and then update it based on the observed Y. You can then make a decision about which x_i is most likely to be zero or non-zero by choosing the one with the highest probability. You could also try using a machine learning algorithm such as a support vector machine (SVM), which will try to learn the best decision boundary between the two classes of x_i values.
 

1. What is Gaussian noise?

Gaussian noise is a type of random noise that follows a normal distribution, also known as a Gaussian distribution. It is characterized by a bell-shaped curve and is commonly found in many natural and man-made processes.

2. Why is it important to estimate X in Gaussian noise?

Estimating X in Gaussian noise is important because it allows us to better understand and model the underlying process that is producing the noise. This can have applications in fields such as signal processing, communication systems, and data analysis.

3. How is X estimated in Gaussian noise?

X is typically estimated in Gaussian noise using statistical methods, such as maximum likelihood estimation or least squares estimation. These methods involve using the available data to make an educated guess about the true value of X.

4. What are the challenges in estimating X in Gaussian noise?

There are several challenges in estimating X in Gaussian noise, including the presence of outliers, the complexity of the underlying process, and the limited amount of data available. Additionally, the assumptions made about the noise distribution may not always hold true in real-world scenarios.

5. What are some applications of estimating X in Gaussian noise?

Estimating X in Gaussian noise has many practical applications, including image and signal denoising, channel equalization in communication systems, and parameter estimation in machine learning algorithms. It can also be used in fields such as finance, meteorology, and genetics.

Similar threads

  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
1K
  • Set Theory, Logic, Probability, Statistics
Replies
19
Views
1K
Replies
4
Views
1K
  • Linear and Abstract Algebra
Replies
1
Views
751
  • Advanced Physics Homework Help
2
Replies
36
Views
2K
  • Calculus and Beyond Homework Help
Replies
1
Views
1K
  • Linear and Abstract Algebra
Replies
8
Views
2K
  • Set Theory, Logic, Probability, Statistics
Replies
1
Views
958
  • Calculus and Beyond Homework Help
Replies
4
Views
1K
Back
Top