Sunday, May 2, 2010

Multipath estimation problem

We have some measurements, they are slightly noisy but lets assume noise free for now. Lets also assume the measured signal is the output from a LTI system:
y(t) = a_0 p(t) + a_1 p(t-tau_1)

Here are two versions the problem statement:
P1) Estimate (a_0, a_1, tau_1, p(t)) that best explains y(t) in a least-squares sense

P2) Simpler problem: Lets say I have a model for p(t) that it is of some form (say it is the step-response of a B Hz low pass filter). Then estimate (a_0, a_1, tau_1) assuming p(t) is sort of known.

Not so interested in recovering p(t) -- its more like a unknown nuisance parameter.

Hint (maybe not): constraints on p(t) may be easier to impose in the frequency domain