Title :
Adaptive period estimation of a class of periodic random processes
Author :
Spanjaard, Joanna M. ; White, Langford B.
Author_Institution :
Cooperative Res. Centre for Robust & Adaptive Syst., Defence Sci. & Technol. Organ., Salisbury, SA, Australia
Abstract :
The problem of period uncertainty when evaluating spectrum estimates for wide sense cyclostationary processes is addressed in this paper. In particular, the extended Kalman filter (EKF) and a parallel bank of Kalman filters are investigated as different methods for adaptive estimation of a time-varying period. An example is given concerning an AR(1) process and a number of time-varying periods are adaptively tracked for different periodic functions. Convergence characteristics are also assessed. Finally, a combined detection-estimation approach is also investigated
Keywords :
adaptive Kalman filters; adaptive estimation; autoregressive processes; convergence of numerical methods; parameter estimation; random processes; spectral analysis; AR(1) process; Kalman filter bank; Magill filter; adaptive period estimation; convergence characteristics; detection-estimation approach; extended Kalman filter; period uncertainty; periodic random processes; spectrum estimates; time-varying period; wide sense cyclostationary processes; Adaptive estimation; Adaptive filters; Convergence; Filtering; Kalman filters; Parameter estimation; Random processes; Robustness; Uncertainty; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location :
Detroit, MI
Print_ISBN :
0-7803-2431-5
DOI :
10.1109/ICASSP.1995.480084
