Design of an extended Kalman filter frequency tracker

Author

Scala, Barbara F La ; Bitmead, Robert R.

Author_Institution

Dept. of Syst. Eng., Australian Nat. Univ., Canberra, ACT, Australia

fYear

1994

fDate

19-22 Apr 1994

Abstract

This paper discusses the problem of designing a frequency tracker using the extended Kalman filter (EKF). The design trade-off between balancing noise rejection and tracking at a maximal slew rate is considered, as are the effect of varying design noise covariance values. The performance penalties for over- and under-design of noise covariances are examined and theoretically supported design guidelines are suggested. These are illustrated via simulation results

Keywords

Kalman filters; covariance analysis; filtering theory; noise; tracking filters; design guidelines; extended Kalman filter frequency tracker; maximal slew rate; noise covariance; noise rejection; over-design; performance penalties; signal model; simulation results; under-design; Design engineering; Frequency; Guidelines; Information filtering; Information filters; Modeling; Noise level; Phase locked loops; State estimation; Systems engineering and theory;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1994. ICASSP-94., 1994 IEEE International Conference on

Conference_Location

Adelaide, SA

ISSN

1520-6149

Print_ISBN

0-7803-1775-0

Type

conf

DOI

10.1109/ICASSP.1994.389974

Filename

389974

Link To Document

https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2586752