Estimation of frequencies of sinusoids using the extended Kalman filter
- 24 March 2005
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- Vol. 9, 601-604
- https://doi.org/10.1109/icassp.1984.1172815
Abstract
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.Keywords
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