• DocumentCode
    3614232
  • Title

    Estimation of frequencies of sinusoids using the extended Kalman filter

  • Author

    S. Stankovic;M. Dragosevic;M. Carapic

  • Author_Institution
    University of Belgrade, Belgrade, Yugoslavia
  • Volume
    9
  • fYear
    1984
  • fDate
    6/6/1905 12:00:00 AM
  • Firstpage
    601
  • Lastpage
    604
  • Abstract
    In this paper the application of the extended Kalman filter to the estimation of frequencies of sinusoids in the additive colored noise is proposed. Starting from convenient state-space models of the signal two versions of the algorithm are defined. Comparisons with both the generalized least-squares and the maximum likelihood method show its advantages provided adequate initial conditions are ensu - red.
  • Keywords
    "Frequency estimation","Additive noise","Colored noise","Maximum likelihood estimation","System identification","State estimation","Recursive estimation","Parameter estimation","Difference equations","Filters"
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP ´84.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1984.1172815
  • Filename
    1172815
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3614232