Analysis and interpretation of a constrained notch filter

A notch filter based on discounted recursive least squares sinusoidal modeling is presented. This gives analytical insight both into least squares modeling of sine waves in noise and the use of constrained notch filters. Especially, it is shown that the discounted least squares solution converges to a commonly used notch filter with constrained poles and zeros, where the forgetting factor in the criterion corresponds to the pole radii in the filter. Also a Kalman filter interpretation is given for the derived constrained notch filter