Question: Estimation with multiple observations: A sinusoidal signal A cos ( 0 . 0 1 n ) is sent over an additive Gaussian noise channel. The
Estimation with multiple observations: A sinusoidal signal A cosn is sent over an additive Gaussian noise channel. The observations are given by Yn A cosnZn
for n where Zns are iid zero mean Gaussian random variables with
variance The amplitude A of the signal is unknown. A and Zi's are independent. The
observations are given in the attached mat file.
a Find the maximum likelihood estimator of the amplitude A
b Calculate the maximum likelihood estimate of amplitude A using the first N samples of
the given data. Choose N as and and for each case calculate the absolute
error between the estimated and the true value of A ieA Atrue where Atrue NInterpret the results.
The file contains a variable named y This variable is of type numpy.ndarray and size This represents a singlecolumn dataset.
Visualization of y Variable
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