I think no one will be able to answer this.........
Afficher commentaires plus anciens
How to get the noise component in a GPS time series applying MLE technique. The paper I have followed is http://onlinelibrary.wiley.com/doi/10.1029/1998JB900033/pdf. I having the time series data. The time series is attached. The first column is the time column, second is the signal and third is the standard deviation
<pre> 2004.00136 9.52602 0.00167
2004.00410 9.52649 0.00163
2004.00683 9.52660 0.00162
2004.00956 9.52682 0.00162
2004.01229 9.52638 0.00165
2004.01503 9.52665 0.00167
2004.01776 9.52728 0.00163
2004.02049 9.52750 0.00162
2004.02322 9.52809 0.00161
2004.02595 9.52774 0.00164
2004.02869 9.52838 0.00164
2004.03142 9.53009 0.00159
2004.03415 9.52968 0.00161
2004.03688 9.52793 0.00161
2004.03962 9.52739 0.00162
2004.04235 9.52801 0.00162
2004.04508 9.52890 0.00161
2004.04781 9.52899 0.00161
2004.05054 9.52808 0.00162
2004.05328 9.52920 0.00162
2004.05601 9.52847 0.00162
2004.05874 9.52863 0.00161
2004.06147 9.52853 0.00166
2004.06421 9.52906 0.00166
2004.06694 9.52805 0.00172
2004.06967 9.52941 0.00167
2004.07240 9.53081 0.00165
2004.07513 9.52914 0.00166
2004.07787 9.52952 0.00162
2004.08060 9.52988 0.00169
2004.08333 9.52935 0.00176
2004.08606 9.52930 0.00170
2004.08880 9.52990 0.00165
2004.09153 9.52938 0.00165
2004.09426 9.52956 0.00165
2004.09699 9.52935 0.00165
2004.09972 9.52938 0.00165
2004.10246 9.52864 0.00171
2004.10519 9.52894 0.00166
2004.10792 9.52956 0.00166
2004.11065 9.53003 0.00164
2004.11339 9.53020 0.00163
2004.11612 9.52975 0.00163
2004.11885 9.53000 0.00164
2004.12158 9.52942 0.00166
2004.12432 9.52940 0.00167
2004.12705 9.52931 0.00168
2004.12978 9.52998 0.00163
2004.13251 9.52995 0.00163
2004.13524 9.53029 0.00165
2004.13798 9.53065 0.00166
2004.14071 9.53059 0.00165
2004.14344 9.53094 0.00167
2004.14617 9.53070 0.00167
2004.14891 9.53063 0.00165
2004.15164 9.53078 0.00170
2004.15437 9.53184 0.00168
2004.15710 9.53110 0.00170
2004.15983 9.53164 0.00168
2004.16257 9.53094 0.00168
2004.16530 9.53164 0.00167
2004.16803 9.53174 0.00167
2004.17076 9.53181 0.00167
2004.17350 9.53188 0.00167
2004.17623 9.53197 0.00167
2004.17896 9.53233 0.00167
2004.18169 9.53174 0.00166
2004.18442 9.53281 0.00168
2004.18716 9.53325 0.00172
2004.18989 9.53282 0.00167
2004.19262 9.53160 0.00166
2004.19535 9.53186 0.00166
2004.19809 9.53272 0.00172
2004.20082 9.53249 0.00168
2004.20355 9.53244 0.00163
2004.20628 9.53191 0.00164
2004.20901 9.53309 0.00167
2004.21175 9.53366 0.00166
2004.21448 9.53266 0.00165
2004.21721 9.53289 0.00167
2004.21994 9.53256 0.00171
2004.22268 9.53326 0.00171
2004.22541 9.53343 0.00172
2004.22814 9.53464 0.00177
2004.23087 9.53462 0.00178
2004.23360 9.53360 0.00173
2004.23634 9.53443 0.00171
2004.23907 9.53486 0.00174
2004.24180 9.53447 0.00183
2004.24453 9.53291 0.00179
2004.24727 9.53448 0.00179
2004.25000 9.53375 0.00178
2004.25273 9.53428 0.00180
2004.25546 9.53520 0.00179
2004.25819 9.53441 0.00178
2004.26093 9.53476 0.00175
2004.26366 9.53565 0.00174
2004.26639 9.53481 0.00176
2004.26912 9.53538 0.00165
2004.27186 9.53638 0.00170
2004.27459 9.53648 0.00174
2004.27732 9.53628 0.00172
2004.28005 9.53575 0.00170
2004.28278 9.53575 0.00172
2004.28552 9.53609 0.00173
2004.28825 9.53543 0.00175
2004.29098 9.53448 0.00172
2004.29371 9.53628 0.00183
2004.29645 9.53487 0.00172
2004.29918 9.53619 0.00167
2004.30191 9.53616 0.00172
2004.30464 9.53646 0.00176
2004.30738 9.53695 0.00183
2004.32104 9.53747 0.00185
2004.32377 9.53789 0.00175
2004.32650 9.53781 0.00180
2004.32923 9.53757 0.00174
2004.33197 9.53797 0.00174
2004.33470 9.53741 0.00178
2004.33743 9.53686 0.00174
2004.34016 9.53771 0.00177
2004.34289 9.53779 0.00172
2004.34563 9.53725 0.00178
2004.34836 9.53754 0.00174
2004.35109 9.53732 0.00169
2004.35382 9.53809 0.00179
2004.35656 9.53796 0.00173
2004.35929 9.53834 0.00179
2004.36202 9.53738 0.00178
2004.36475 9.53865 0.00185
2004.36748 9.53743 0.00174
2004.37022 9.53800 0.00179
2004.37295 9.53866 0.00174
2004.37568 9.53839 0.00179
2004.37841 9.53823 0.00173
2004.38115 9.53782 0.00171
2004.38388 9.53826 0.00170
2004.38661 9.53867 0.00174
2004.38934 9.53892 0.00174
2004.39207 9.53967 0.00178
2004.39481 9.53943 0.00179
2004.39754 9.53919 0.00177
2004.40027 9.53941 0.00175
2004.40847 9.54066 0.00178
2004.41120 9.53967 0.00174
2004.41393 9.54036 0.00182
2004.41666 9.54074 0.00184
2004.41940 9.54067 0.00174
2004.42213 9.54118 0.00177
2004.42486 9.54115 0.00179
2004.42759 9.54158 0.00179
2004.43033 9.54085 0.00171
2004.43306 9.54154 0.00170
2004.43579 9.54079 0.00169
2004.43852 9.54019 0.00169
2004.44125 9.54087 0.00172
2004.44399 9.54107 0.00174
2004.44672 9.54154 0.00179
2004.44945 9.54170 0.00188
2004.45218 9.54135 0.00181
2004.45492 9.54130 0.00178
2004.45765 9.54228 0.00177
2004.46038 9.54151 0.00175
2004.46311 9.54206 0.00175
2004.46585 9.54200 0.00172
2004.46858 9.54231 0.00169
2004.47131 9.54332 0.00176
2004.47404 9.54314 0.00171
2004.47677 9.54179 0.00168
2004.47951 9.54183 0.00174
2004.48224 9.54254 0.00175
2004.48497 9.54365 0.00183
2004.49317 9.54239 0.00180
2004.49590 9.54300 0.00176
2004.49863 9.54332 0.00176
2004.50136 9.54276 0.00171
2004.50410 9.54343 0.00174
2004.50683 9.54315 0.00172
2004.50956 9.54297 0.00172
2004.51229 9.54305 0.00169
2004.51503 9.54270 0.00178
2004.51776 9.54279 0.00182
2004.52049 9.54294 0.00179
2004.52322 9.54362 0.00173
2004.52595 9.54264 0.00176
2004.52869 9.54317 0.00174
2004.53142 9.54373 0.00174
2004.53415 9.54332 0.00176
2004.53688 9.54354 0.00173
2004.53962 9.54345 0.00174
2004.54235 9.54483 0.00170
2004.54508 9.54562 0.00170
2004.54781 9.54497 0.00171
2004.55054 9.54576 0.00170
2004.55328 9.54534 0.00170
2004.55601 9.54514 0.00173
2004.55874 9.54633 0.00176
2004.56147 9.54605 0.00171
2004.56421 9.54622 0.00176
2004.56694 9.54683 0.00171
2004.56967 9.54594 0.00175
2004.57240 9.54646 0.00176
2004.57513 9.54647 0.00176
2004.57787 9.54670 0.00172
2004.58060 9.54666 0.00169
2004.58333 9.54628 0.00175
2004.58606 9.54583 0.00176
2004.58880 9.54627 0.00173
2004.59153 9.54652 0.00170
2004.59426 9.54590 0.00170
2004.59699 9.54640 0.00174
2004.59972 9.54644 0.00168
2004.60246 9.54633 0.00169
2004.60519 9.54689 0.00175
2004.60792 9.54662 0.00174
2004.61065 9.54730 0.00171
2004.61339 9.54688 0.00173
2004.61612 9.54792 0.00178
2004.61885 9.54783 0.00175
2004.62158 9.54729 0.00176
2004.62432 9.54871 0.00172
2004.62705 9.54734 0.00171
2004.62978 9.54841 0.00172
2004.63251 9.54835 0.00170
2004.63524 9.54789 0.00174
2004.63798 9.54852 0.00171
2004.64071 9.54783 0.00169
2004.64344 9.54882 0.00170
2004.64617 9.54836 0.00171
2004.65164 9.54866 0.00173
2004.65437 9.54872 0.00166
2004.65710 9.54923 0.00166
2004.65983 9.54923 0.00168
2004.66257 9.54889 0.00170
2004.66530 9.54957 0.00170
2004.66803 9.54889 0.00171
2004.67076 9.54917 0.00168
2004.67350 9.54936 0.00172
2004.67623 9.54931 0.00169
2004.67896 9.54945 0.00173
2004.68169 9.55012 0.00171
2004.68442 9.55014 0.00170
2004.68989 9.55064 0.00171
2004.69262 9.55106 0.00174
2004.69535 9.55007 0.00172
2004.69809 9.55052 0.00171
2004.70082 9.55001 0.00172
2004.70355 9.55088 0.00181
2004.70901 9.55141 0.00177
2004.71175 9.55155 0.00174
2004.71448 9.55209 0.00173
2004.71721 9.55148 0.00179
2004.71994 9.55249 0.00177
2004.72268 9.55166 0.00176
2004.72541 9.55289 0.00170
2004.72814 9.55217 0.00175
2004.73087 9.55295 0.00172
2004.73360 9.55350 0.00171
2004.73634 9.55264 0.00176
2004.73907 9.55289 0.00177
2004.74180 9.55259 0.00168
2004.74453 9.55319 0.00173
2004.74727 9.55352 0.00177
2004.75000 9.55278 0.00174
2004.75273 9.55406 0.00176
2004.75546 9.55381 0.00171
2004.75819 9.55488 0.00169
2004.76093 9.55370 0.00172
2004.76366 9.55441 0.00172
2004.76639 9.55619 0.00170
2004.76912 9.55445 0.00173
2004.77186 9.55482 0.00174
2004.77459 9.55425 0.00171
2004.77732 9.55485 0.00177
2004.78005 9.55372 0.00178
2004.78278 9.55394 0.00176
2004.78552 9.55485 0.00182
2004.78825 9.55449 0.00178
2004.79098 9.55536 0.00170
2004.79371 9.55630 0.00168
2004.79645 9.55619 0.00168
2004.79918 9.55550 0.00171
2004.80191 9.55606 0.00173
2004.80464 9.55566 0.00174
2004.80738 9.55564 0.00176
2004.81011 9.55541 0.00178
2004.81284 9.55614 0.00173
2004.81557 9.55580 0.00173
2004.81830 9.55654 0.00169
2004.82104 9.55671 0.00172
2004.82377 9.55626 0.00172
2004.82650 9.55673 0.00168
2004.82923 9.55673 0.00167
2004.83197 9.55655 0.00182
2004.84836 9.55779 0.00169
2004.85109 9.55689 0.00166
2004.85382 9.55716 0.00164
2004.85656 9.55664 0.00172
2004.85929 9.55706 0.00168
2004.86202 9.55802 0.00167
2004.86475 9.55797 0.00169
2004.86748 9.55855 0.00170
2004.87022 9.55835 0.00167
2004.87295 9.55864 0.00162
2004.87568 9.55886 0.00165
2004.87841 9.55872 0.00166
2004.88115 9.55865 0.00165
2004.88388 9.55793 0.00165
2004.88661 9.55826 0.00170
2004.88934 9.55844 0.00165
2004.89207 9.55832 0.00162
2004.89481 9.55766 0.00166
2004.89754 9.55830 0.00165
2004.90027 9.55916 0.00166
2004.90300 9.55936 0.00168
2004.90574 9.55869 0.00165
2004.90847 9.55921 0.00165
2004.91120 9.55985 0.00160
2004.91393 9.56013 0.00160
2004.91666 9.56058 0.00161
2004.91940 9.55994 0.00163
2004.92213 9.56045 0.00164
2004.92486 9.56065 0.00165
2004.92759 9.55968 0.00162
2004.93033 9.55981 0.00163
2004.93306 9.56039 0.00162
2004.93579 9.55980 0.00167
2004.93852 9.55964 0.00162
2004.94125 9.56013 0.00165
2004.94399 9.56044 0.00165
2004.94672 9.55992 0.00168
2004.94945 9.56005 0.00166
2004.95218 9.56098 0.00164
2004.95492 9.56017 0.00164
2004.95765 9.56061 0.00163
2004.96038 9.56129 0.00164
2004.96311 9.56007 0.00162
2004.96585 9.55909 0.00162
2004.96858 9.55985 0.00161
2004.97131 9.56043 0.00164
2004.97404 9.56280 0.00163
2004.97677 9.56250 0.00161
2004.97951 9.56218 0.00164
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2004.98770 9.56176 0.00163
2004.99044 9.56283 0.00163
2004.99317 9.56225 0.00166
2004.99590 9.56140 0.00164
2005.00137 9.56151 0.00164
2005.00411 9.56197 0.00167
2005.00685 9.56123 0.00164
2005.00959 9.56173 0.00161
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2005.02055 9.56414 0.00160
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2005.02603 9.56431 0.00159
2005.02877 9.56354 0.00160
2005.03150 9.56349 0.00162
2005.03424 9.56339 0.00160
2005.03698 9.56296 0.00160
2005.03972 9.56352 0.00163
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5 commentaires
Chris Martin
le 23 Jan 2014
David Sanchez
le 23 Jan 2014
You are assuming everybody has access to the paper, you present an endless array, and before all, you present your question arrogantly. By the way, your problem is not difficult at all.
Chris Martin
le 23 Jan 2014
Chris Martin
le 23 Jan 2014
Chris Martin
le 27 Jan 2014
Réponse acceptée
Greg Heath
le 23 Jan 2014
Modifié(e) : Greg Heath
le 23 Jan 2014
Your question is ill-defined:
You have not presented enough info.
1. Is the middle column the noisy signal?
2. Is the noise supposed to be
a. additive?
b. zero-mean?
c. constant variance?
d. Gaussian distributed?
If so, how was the variance measured? In particular, how many points were used to estimate each tabulated value?
7 commentaires
Image Analyst
le 23 Jan 2014
So I guess Chris was right. No one can answer it, as it is. Maybe we should just let it go at that? :-)
Walter Roberson
le 23 Jan 2014
Please answer Greg's second question and the questions about variance.
Chris Martin
le 24 Jan 2014
Walter Roberson
le 24 Jan 2014
The paper you refer to is behind a "paywall". I do not have access to it.
Chris Martin
le 24 Jan 2014
Chris Martin
le 24 Jan 2014
Modifié(e) : Chris Martin
le 24 Jan 2014
Chris Martin
le 25 Jan 2014
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