Please use this identifier to cite or link to this item:
|Title:||Estimating the frequency and phase of a noisy sinusoid by Kalman filter||Authors:||Kam, P.Y.
|Issue Date:||2007||Citation:||Kam, P.Y., Fu, H. (2007). Estimating the frequency and phase of a noisy sinusoid by Kalman filter. IEEE International Symposium on Information Theory - Proceedings : 1781-1785. ScholarBank@NUS Repository. https://doi.org/10.1109/ISIT.2007.4557479||Abstract:||A linear, two-dimensional state-space model involving the instantaneous signal frequency and carrier phase is formulated. This enables Kalman filtering to be used for estimating the frequency and phase. Two Kalman filters are presented here, one based on the old observation model of Tretter , and the other based on our newly proposed model in . The Kalman filter for the old observation model requires knowledge of the signal amplitude and the noise variance, while for the new observation model, only knowledge of the noise variance is required. Their mean square estimation error performances are compared using simulations, and it is shown that the filter based on the new observation model performs better, especially at low signal-to-noise ratio. Kalman filtering also allows the incorporation of prior knowledge of the interval of distribution of the frequency to improve the estimation performance. ©2007 IEEE.||Source Title:||IEEE International Symposium on Information Theory - Proceedings||URI:||http://scholarbank.nus.edu.sg/handle/10635/51158||ISBN:||1424414296||ISSN:||21578101||DOI:||10.1109/ISIT.2007.4557479|
|Appears in Collections:||Staff Publications|
Show full item record
Files in This Item:
There are no files associated with this item.
checked on Oct 10, 2019
checked on Oct 13, 2019
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.