Title :
A nonlinear filter for estimating a sinusoidal signal and its parameters in white noise: on the case of a single sinusoid
Author :
Nishiyama, Kiyoshi
Author_Institution :
Dept. of Inf. & Comput. Eng., Polytech. Univ., Kanagawa, Japan
fDate :
4/1/1997 12:00:00 AM
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 :
Kalman filters; amplitude estimation; filtering theory; frequency estimation; nonlinear filters; phase estimation; signal sampling; stochastic systems; white noise; SNR; amplitude estimation; complex sinusoidal signal; extended complex Kalman filter; frequency estimation; initial condition; low signal to noise ratio; measurements; nonlinear filter; nonlinear stochastic system; phase estimation; signal parameters; signal sample; simulations; single complex sinusoid; sinusoidal signal estimation; stability; state variables; white noise; Amplitude estimation; Frequency estimation; Frequency measurement; Noise measurement; Nonlinear filters; Phase estimation; Phase measurement; Stability; Stochastic systems; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on
