A nonlinear filter for estimating a sinusoidal signal and its parameters in white noise: on the case of a single sinusoid
Author:
- 1 April 1997
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Signal Processing
- Vol. 45 (4) , 970-981
Abstract
A nonlinear filter is proposed for estimating a complex sinusoidal signal and its parameters (frequency, amplitude, and phase) from measurements corrupted by white noise. This filter is derived by applying an extended complex Kalman filter (ECKF) to a nonlinear stochastic system whose state variables are a function of its frequency and a sample of an original signal, and then, proof of the stability is given in the case of a single complex sinusoid. Simulations demonstrate that the proposed nonlinear filter is effective as a method for estimating a single complex sinusoid and its frequency under a low signal-to-noise ratio (SNR). In addition, the effect of the initial condition in the filter on frequency estimation is also discussed.Keywords
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