Solution Manual For Applied Estimation Theory Lab, Experiment-5
Solution Manual For Applied Estimation Theory Lab, Experiment-5
A voltmeter is used to measure DC level ‘C’ from the given observations, X[n] = C+V[n], n=0,
1,....., N-1, where V[n] is an additive white Gaussian noise with mean zero and variance σv2.
Assume N, X[n] and variance (σv2) of V[n]. Write a MATLAB code to implement the following
Code:
Output:
Explaination:
Estimator 1 and 2 are unbiased estimator while estimator 3 is a biased estimator. In Matlab, the
experiment is performed 100000 times to get the closest result possible. As the no. of iterations
increased, the results will be more close the ideal result.
The mean of estimator is obtained and compared whether it is equal to true value of the parameter that
we want to estimate or not. If it is equal it is a unbiased estimator else biased estimator.
The true value of parameter will be equal to mean of the set of observations. Here x(n) is generated
with mean 1 and variance 1. Hence, the true value equal to 1.
As seen in the results, mean of estimator 1 and 2 are approx. to 1 while estimator 3 mean is not equal
to true value of parameter. So estimator 1 and 2 are unbiased estimator while estimator 3 is a biased
estimator.