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Title: Simulation study of extended Kalman filter frequency estimators
Keywords: Frequency Shift, AWGN,sinusoid, Extended Kalman Filter, CRB, IMSE
Issue Date: 25-May-2004
Citation: LEE WEE BENG (2004-05-25). Simulation study of extended Kalman filter frequency estimators. ScholarBank@NUS Repository.
Abstract: The project looks into the problem of estimating the unknown frequency shift, introduced into a sinusoidal signal contaminated by AWGN. We proposed a 2-state extended Kalman filter (EKF) and also reworked a previously proposed 4-state EKF to estimate this frequency shift. A new measurement model was developed. The frequency estimators were compared in terms of their Inverse Mean Squared Error (IMSE) performance and ability to reach the Cramer Rao Bound (CRB). Both estimators have better IMSE performance using the new measurement model. The 2-state EKF reached threshold at a Carrier to Noise (CNR) 1.75 dB to 2.25 dB lower using the new model as compared to when the old model was used. The 4-state EKFa??s improvement in threshold CNR was only about 0.25 dB. However general IMSE performance was improved at low CNR.
Appears in Collections:Master's Theses (Open)

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