Given K independent measurements (Z 1 , Z 2 ,.....,Z K ) of a noise voltage Z(t)
Question:
Given K independent measurements (Z1, Z2,.....,ZK) of a noise voltage Z(t) at the RF filter output of a receiver:
(a) If Z(t) is Gaussian with mean zero and var {σ2n}, what is the ML estimate of the noise variance?
(b) Calculate the expected value and variance of this estimate as functions of the true variance.
(c) Is this an unbiased estimator?
(d) Give a sufficient statistic for estimating the variance of Z.
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Related Book For
Principles of Communications Systems, Modulation and Noise
ISBN: 978-8126556793
7th edition
Authors: Rodger E. Ziemer, William H. Tranter
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