BMWE
Member level 2
looking for estimator
hello
i'm looking for estimator for \[\theta\]from measurements \[x[n]=\theta^2+w[n]\] where \[w[n]\] are iid AWGN \[N(0,\sigma^2)\]
it seems that the estimator can be \[\hat\theta =\sqrt{\frac{1}{N}\sum x[n]}\]
but in case where \[\theta=1, \sigma=5\] it can be that the sum is negative and i can't estimate \[\theta\]
can somebody help?
hello
i'm looking for estimator for \[\theta\]from measurements \[x[n]=\theta^2+w[n]\] where \[w[n]\] are iid AWGN \[N(0,\sigma^2)\]
it seems that the estimator can be \[\hat\theta =\sqrt{\frac{1}{N}\sum x[n]}\]
but in case where \[\theta=1, \sigma=5\] it can be that the sum is negative and i can't estimate \[\theta\]
can somebody help?