A Nonlinear Filter for Estimating a Sinusoidal Signal and its Parameters in White Noise: On the Case - Signal Processing, IEEE Transactions on
نویسنده
چکیده
A nonlinear filter is proposed for estimating a complex sinusoidal signal and its parameters (frequency, amplitude, and phase) from measurements corrupted by white noise. This filter is derived by applying an extended complex Kalman filter (ECKF) to a nonlinear stochastic system whose state variables are a function of its frequency and a sample of an original signal, and then, proof of the stability is given in the case of a single complex sinusoid. Simulations demonstrate that the proposed nonlinear filter is effective as a method for estimating a single complex sinusoid and its frequency under a low signal-to-noise ratio (SNR). In addition, the effect of the initial condition in the filter on frequency estimation is also discussed.
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