Design of an extended Kalman filter frequency tracker

This paper discusses the problem of designing a frequency tracker using the extended Kalman filter (EKF). The design trade-off between balancing noise rejection and tracking at a maximal slew rate is considered, as are the effect of varying design noise covariance values. The performance penalties for over- and under-design of noise covariances are examined and theoretically supported design guidelines are suggested. These are illustrated via simulation results.<<ETX>>