ECKF-SVD Method for Estimating a Single Complex Sinusoid and Its Parameters in White Noise
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概要
- 論文の詳細を見る
A new method is proposed for estimating a single complex sinusoid and its parameters (frequency and amplitude) from measurements corrupted by white noise. This method is called the ECKF-SVD method, which is derived by applying an extended complex Kalman filter (ECKF) to a nonlinear stochastic system whose state variables consist of the AR coeficient (a function of frequency) and a sample of the original signal. Proof of the stability is given in the case of a single sinusoid. Simulations demonstrate that the proposed ECKF-SVD method is effective for estimating a single complex sinusoid and its frequency under a low signal-to-noise ratio (SNR). In addition, the amplitude estimation by means of the ECKF-SVD method is also discussed.
- 一般社団法人電子情報通信学会の論文
- 1997-07-25
著者
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Nishiyama Kiyoshi
Dep. Of Info. & Comp. Eng. Polytechnic University
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Nishiyama Kiyoshi
Dep. Of Electrical Engineering And Computer Sci. Fac. Of Engineering Iwate Univ.