A Nonlinear Multiple Complex Sinusoidal Estimator

Kiyoshi NISHIYAMA  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E83-A   No.3   pp.497-506
Publication Date: 2000/03/25
Online ISSN: 
DOI: 
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
Keyword: 
nonlinear filter,  estimator,  Kalman filter,  frequency estimation,  signal estimation,  sinusoids,  singular value decomposition,  

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Summary: 
A nonlinear multiple complex sinusoidal estimator (NMSE) is proposed, as an extended and improved version with system noise of the single sinusoidal estimator previously presented by the author, for extracting multiple complex sinusoids in white noise. This estimator is derived by applying an extended complex Kalman filter (ECKF) to a noisy multiple complex sinusoidal model with state-representation, where the model becomes a nonlinear stochastic system. Proof of the stability is given by using a structure of the state-space signal model and Lyapunov techniques. Also, computer simulations demonstrate the effectiveness of the NMSE from various points of view.