论文信息 - Estimation of frequencies of sinusoids using the extended Kalman filter

Estimation of frequencies of sinusoids using the extended Kalman filter

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.

Srdjan S. Stankovic | Marina V. Dragosevic | Miodrag Carapic

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