Title :
Conditional mean and maximum likelihood approaches to multiharmonic frequency estimation
Author :
James, Ben ; Anderson, Brian D O ; Williamson, Robert C.
Author_Institution :
Dept. of Electr. & Electron. Eng., Imperial Coll. of Sci., Technol. & Med., London, UK
fDate :
6/1/1994 12:00:00 AM
Abstract :
The performance of an extended Kalman filter (EKF) applied to the problem of estimating the (assumed constant) parameters (fundamental frequency, harmonic phases, and amplitudes) of a complex multiharmonic signal measured in noise is shown to be asymptotically (i.e., as the number of measurements tends to infinity) efficient. The Cramer-Rao (CR) bounds associated with the estimation problem are derived for the case where the measurements commence at an arbitrary time distinct from zero
Keywords :
Kalman filters; filtering and prediction theory; maximum likelihood estimation; parameter estimation; signal processing; Cramer-Rao bounds; amplitudes; complex multiharmonic signal; conditional mean; extended Kalman filter; fundamental frequency; harmonic phases; maximum likelihood approaches; multiharmonic frequency estimation; performance; Amplitude estimation; Frequency estimation; Frequency measurement; Maximum likelihood estimation; Noise level; Noise measurement; Phase estimation; Phase measurement; Phase noise; Power harmonic filters;
Journal_Title :
Signal Processing, IEEE Transactions on
