Frequency tracking via extended Kalman filter: parameter design

The problem of estimating the frequency of an harmonic signal embedded in broad-band noise is considered. The paper focuses on the extended Kalman filter frequency tracker, which an the application of the extended Kalman filter (EKF) framework to the frequency estimation problem. The EKF frequency tracker is characterised by a vector of three design parameters, whose tuning is still a controversial and unclear issue. It is shown that the extended Kalman frequency tracker can be parametrized using just one design parameter, without any loss of performance. This simplification allows an easier and more transparent tuning of the EKF tracking behaviour