Matlab code to solve maximum likelihood problem.
By Sophia Bowman
Can someone help me solve the following problem ?
There are 25 columns in a given dataset each having 10000 points of the form - x(n) = A + w(n) where w(n) ~ N(0,A) AWGN.
- Estimate A' using maximum likelihood estimation.
- Using Monte carlo simulations find E(A') and var (A').
- Plot (E(A')-A)^2 and var(A') as function of N.
- Find pdf of A'. Plot for N= 5,10,20. Take any of N columns.
I tried to use the phat = mle(data,'distribution',type) function but it did not give the correct results.
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