Robust estimation of a single complex sinusoid in white noise-H∞ filtering approach

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 H1 sinusoidal estimator (HSE), which is derived by applying an H1 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.