Title :
Design of an extended Kalman filter frequency tracker
Author :
Scala, Barbara F La ; Bitmead, Robert R.
Author_Institution :
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic., Australia
fDate :
3/1/1996 12:00:00 AM
Abstract :
The design of an extended Kalman filter for tracking a time-varying frequency is discussed. Its principal modes of failure are explained. The design tradeoff between balancing noise rejection and tracking at a maximal slew rate is discussed. The performance penalties for overdesign and underdesign of noise covariances are examined, and theoretically supported design guidelines are suggested
Keywords :
Kalman filters; covariance matrices; frequency estimation; interference suppression; time-varying filters; tracking filters; design; extended Kalman filter frequency tracker; failure mode; maximal slew rate; noise covariances; noise rejection; overdesign; performance penalties; time-varying frequency; underdesign; Covariance matrix; Design methodology; Frequency; Guidelines; Nonlinear filters; Performance analysis; Signal design; Signal processing; Stability; State estimation;
Journal_Title :
Signal Processing, IEEE Transactions on
