CONDITIONAL MEAN AND MAXIMUM-LIKELIHOOD APPROACHES TO MULTIHARMONIC FREQUENCY ESTIMATION

被引：23

作者：

JAMES, B ^{[1
]}

ANDERSON, BDO ^{[1
]}

WILLIAMSON, RC ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,RES SCH PHYS SCI & ENGN,DEPT SYST ENGN,CANBERRA,ACT 2600,AUSTRALIA

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1994年 / 42卷 / 06期

关键词：

Kalman filtering;

D O I：

10.1109/78.286953

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：

The performance of an extended Kalman filter (EKF) applied to the problem of estimating the (assumed constant) parameters (fundamental frequency, harmonic phases, and amplitudes) of a complex multiharmonic signal measured in noise is shown to be asymptotically (i.e., as the number of measurements tends to infinity) efficient. The Cramer-Rao (CR) bounds associated with the estimation problem are derived for the case where the measurements commence at an arbitrary time distinct from zero.

引用

页码：1366 / 1375

页数：10

共 10 条

[1]

[Anonymous], 1979, OPTIMAL FILTERING

[2]

BARRETT RF, 1967, P INT S SIGNAL PROCE, P333

[3]

JAMES B, 1990, AUG P ISSPA 90 GOLD, P141

[4]

JAMES B, UNPUB IEEE T SIGNAL

[5]

Lewis F.L., 1986, OPTIMAL ESTIMATION

[6]

LOVELL BC, 1992, IEEE T SIGNAL PR JUL

[7] ADAPTIVE COMB FILTERING FOR HARMONIC SIGNAL ENHANCEMENT [J].

NEHORAI, A ;

PORAT, B .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1986, 34 (05) :1124-1138

[8] FREQUENCY TRACKING OF NONSINUSOIDAL PERIODIC SIGNALS IN NOISE [J].

PARKER, PJ ;

ANDERSON, BDO .

SIGNAL PROCESSING, 1990, 20 (02) :127-152

[9] MULTIPLE TONE PARAMETER-ESTIMATION FROM DISCRETE-TIME OBSERVATIONS [J].

RIFE, DC ;

BOORSTYN, RR .

BELL SYSTEM TECHNICAL JOURNAL, 1976, 55 (09) :1389-1410

[10] SINGLE-TONE PARAMETER ESTIMATION FROM DISCRETE-TIME OBSERVATIONS [J].

RIFE, DC ;

BOORSTYN, RR .

IEEE TRANSACTIONS ON INFORMATION THEORY, 1974, 20 (05) :591-598

← 1 →