Title :
Robust estimation of a single complex sinusoid in white noise-H∞ filtering approach
Author :
Nishiyama, Kiyoshi
Author_Institution :
Dept. of Comput. & Inf. Sci., Iwate Univ., Morioka, Japan
fDate :
10/1/1999 12:00:00 AM
Abstract :
A novel robust estimator is proposed for extracting a single complex sinusoid and its parameter (frequency) from measurements corrupted by white noise. This estimator is called an H∞ sinusoidal estimator (HSE), which is derived by applying an H∞ filter to a noisy sinusoidal model with the state-space representation. Simulations demonstrate that the HSE is more robust to the nature of observation noise {vk} than the Kalman sinusoidal estimator (KSE), which is an improved version of the nonlinear filter previously proposed by the author
Keywords :
Kalman filters; frequency estimation; nonlinear filters; signal representation; state-space methods; white noise; H∞ filtering approach; H∞ sinusoidal estimator; HSE; Kalman sinusoidal estimator; frequency; noisy sinusoidal model; nonlinear filter; observation noise; parameter; robust estimation; single complex sinusoid; state-space representation; white noise; Filtering; Frequency estimation; Frequency measurement; Kalman filters; Noise measurement; Noise robustness; Nonlinear filters; Signal to noise ratio; State estimation; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on
