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Extended Kalman Filter frequency tracker for nonstationary harmonic signals
Authors:Habib Hajimolahoseini  Mohammad Reza Taban  Hamid Soltanian-Zadeh
Affiliation:a Electrical and Computer Engineering Department, Islamic Azad University, Safashahr Branch, Safashahr, Fars, Iran
b Electrical and Computer Engineering Department, Yazd University, P.O. Box 89195-741, Yazd, Iran
c Control and Intelligent Processing Center of Excellence, School of Electrical and Computer Engineering, University of Tehran, Tehran, Iran
d Image Analysis Lab., Department of Radiology, Henry Ford Hospital, Detroit, MI, USA
Abstract:In this paper, we propose a frequency tracking algorithm based on an Extended Kalman Filter (EKF). We introduce a generalized state space model to estimate and track frequency of a harmonic signal embedded in broad-band noise. Such nonstationary noisy harmonic signals are characterized by time-varying frequencies and amplitudes. Developing a modified state-space model, we improve performance of EKF frequency tracker for these signals. The proposed method is also used in an adaptive algorithm to estimate noise variance which is assumed to be unknown. Simulation results reveal superiority of the proposed method compared with typical EKF, short time Fourier transform, and interpolated discrete Fourier transform.
Keywords:Frequency Tracker  Extended Kalman Filter  Nonstationary  Harmonic signals
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