Title :
Design of an extended Kalman filter frequency tracker
Author :
Scala, Barbara F La ; Bitmead, Robert R.
Author_Institution :
Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia
Abstract :
This paper discusses the problem of designing a frequency tracker using the extended Kalman filter (EKF). The design trade-off between balancing noise rejection and tracking at a maximal slew rate is considered, as are the effect of varying design noise covariance values. The performance penalties for over- and under-design of noise covariances are examined and theoretically supported design guidelines are suggested. These are illustrated via simulation results
Keywords :
Kalman filters; covariance analysis; filtering theory; noise; tracking filters; design guidelines; extended Kalman filter frequency tracker; maximal slew rate; noise covariance; noise rejection; over-design; performance penalties; signal model; simulation results; under-design; Design engineering; Frequency; Guidelines; Information filtering; Information filters; Modeling; Noise level; Phase locked loops; State estimation; Systems engineering and theory;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on
Conference_Location :
Adelaide, SA
Print_ISBN :
0-7803-1775-0
DOI :
10.1109/ICASSP.1994.389974
