Paper Info
Title
On the parametrization and design of an extended Kalman filter frequency tracker
Abstract
The problem of estimating the frequency of a harmonic signal embedded in broad-band noise is considered. The paper focuses on the extended Kalman filter frequency tracker, which is the application of the extended Kalman filter (EKF) framework to the frequency estimation problem. The EKF frequency tracker recently proposed in the literature is characterized by a vector of three design parameters {q,r,/spl epsi/}, whose role and tuning is still a controversial and unclear issue. In this paper it is shown that a wise parametrization of the extended Kalman frequency tracker is characterized by just one parameter: the /spl epsi/ must be set to zero to achieve the basic property of unbiasedness in a noise-free setting; the performances of the tracker are not influenced independently by q and r; and what really matters is the ratio /spl lambda/=r/q only. The proposed simplification of the extended Kalman filter frequency tracker allows an easier and more transparent tuning of its tracking behavior.
Year
DOI
Venue
2000
10.1109/9.880631
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Frequency estimation,Equations,Tuning,Power harmonic filters,Noise measurement,White noise,Kalman filters,Signal to noise ratio,Harmonic analysis,Parameter estimation
Extended Kalman filter,Alpha beta filter,Fast Kalman filter,Parametrization,Control theory,Harmonic,Kalman filter,Invariant extended Kalman filter,Ensemble Kalman filter,Mathematics
Journal
Volume
Issue
ISSN
45
9
0018-9286
Citations 
PageRank 
References 
42
2.55
8
Authors
2
Name
Order
Citations
PageRank
S. Bittanti114924.75
Sergio M. Savaresi2943142.05