Adaptive period estimation of a class of periodic random processes

Author

Spanjaard, Joanna M. ; White, Langford B.

Author_Institution

Cooperative Res. Centre for Robust & Adaptive Syst., Defence Sci. & Technol. Organ., Salisbury, SA, Australia

Volume

3

fYear

1995

fDate

9-12 May 1995

Firstpage

1792

Abstract

The problem of period uncertainty when evaluating spectrum estimates for wide sense cyclostationary processes is addressed in this paper. In particular, the extended Kalman filter (EKF) and a parallel bank of Kalman filters are investigated as different methods for adaptive estimation of a time-varying period. An example is given concerning an AR(1) process and a number of time-varying periods are adaptively tracked for different periodic functions. Convergence characteristics are also assessed. Finally, a combined detection-estimation approach is also investigated

Keywords

adaptive Kalman filters; adaptive estimation; autoregressive processes; convergence of numerical methods; parameter estimation; random processes; spectral analysis; AR(1) process; Kalman filter bank; Magill filter; adaptive period estimation; convergence characteristics; detection-estimation approach; extended Kalman filter; period uncertainty; periodic random processes; spectrum estimates; time-varying period; wide sense cyclostationary processes; Adaptive estimation; Adaptive filters; Convergence; Filtering; Kalman filters; Parameter estimation; Random processes; Robustness; Uncertainty; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on

Conference_Location

Detroit, MI

ISSN

1520-6149

Print_ISBN

0-7803-2431-5

Type

conf

DOI

10.1109/ICASSP.1995.480084

Filename

480084