Time-varying signal frequency estimation by VFF Kalman filtering. (English) Zbl 0941.94007
Summary: A new algorithm is proposed for estimating a time-varying signal frequency. The proposed method introduces a variable forgetting factor into Kalman filter so that this approach does not require any pre-determined forgetting factor. The proposed method is tested on two nonstationary signals. Results show that the proposed algorithm offers a more accurate estimation of signal frequency and faster convergence speed than conventional Kalman filtering algorithm.
MSC:
94A12 | Signal theory (characterization, reconstruction, filtering, etc.) |
93E11 | Filtering in stochastic control theory |