Title :
Estimation of non-stationary sinewave amplitude via competitive Kalman filtering
Author :
Caciotta, M. ; Carbone, P.
Author_Institution :
Dipartimento di Ingegneria Elettronica, Terza Univ. degli Studi di Roma, Italy
Abstract :
In the paper Kalman filter-based estimation of noisy sinewave signals has been considered. The design of tuning parameters has been taken into account with the aim of providing information on how to obtain given requirements in terms of filter smoothing and tracking capabilities. Then, a multiple-hypotheses filter has been designed to show the performance obtainable through this technique when a step-change in the sinewave amplitude is assumed. The results are further validated by computer simulations
Keywords :
Bayes methods; adaptive Kalman filters; amplitude estimation; circuit tuning; digital simulation; simulation; smoothing methods; tracking filters; white noise; competitive Kalman filtering; computer simulations; estimation of noisy sinewave signals; filter smoothing; multiple-hypotheses filter; non-stationary sinewave amplitude; step-change; tracking; tuning parameters; Amplitude estimation; Computer simulation; Delay estimation; Filtering; Kalman filters; Noise level; Pollution measurement; Power system harmonics; Power system reliability; Smoothing methods;
Conference_Titel :
Instrumentation and Measurement Technology Conference, 1996. IMTC-96. Conference Proceedings. Quality Measurements: The Indispensable Bridge between Theory and Reality., IEEE
Conference_Location :
Brussels
Print_ISBN :
0-7803-3312-8
DOI :
10.1109/IMTC.1996.507427
