• DocumentCode
    779753
  • 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
  • Volume
    44
  • Issue
    3
  • fYear
    1996
  • fDate
    3/1/1996 12:00:00 AM
  • Firstpage
    739
  • Lastpage
    742
  • 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;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.489052
  • Filename
    489052
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=779753