A nonlinear filter for estimating a sinusoidal signal and its parameters in white noise: On the case of a single sinusoid

被引：67

作者：

Nishiyama, K

机构：

[1] Department of Information and Computer Engineering, Polytechnic University, Sagamihara, Kanagawa

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1997年 / 45卷 / 04期

关键词：

D O I：

10.1109/78.564185

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：970 / 981

页数：12

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