A new Kalman filter-based power spectral density estimation for nonstationary pressure signals

This paper presents a new Kalman filter-based power spectral density estimation (PSD) algorithm for nonstationary pressure signals. The pressure signal is assumed to be an autoregressive (AR) process, and a stochastically perturbed difference equation constraint model is used to describe the dynamics of the AR coefficients. The proposed Kalman filter frame uses variable number of measurements to estimate the time-varying AR coefficients and yield the PSD estimation with better time-frequency resolution. Simulation results show that the proposed algorithm achieves a better time-frequency resolution than conventional algorithms for nonstationary pressure signals