Nonlinear Estimation of Harmonic Signals

Kiyoshi NISHIYAMA  

Publication
IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E90-A   No.5   pp.1021-1027
Publication Date: 2007/05/01
Online ISSN: 1745-1337
DOI: 10.1093/ietfec/e90-a.5.1021
Print ISSN: 0916-8508
Type of Manuscript: PAPER
Category: Digital Signal Processing
Keyword: 
nonlinear filter,  Kalman filter,  harmonic estimation,  frequency estimation,  noise reduction,  singular value decomposition,  

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Summary: 
A nonlinear harmonic estimator (NHE) is proposed for extracting a harmonic signal and its fundamental frequency in the presence of white noise. This estimator is derived by applying an extended complex Kalman filter (ECKF) to a multiple sinusoidal model with state-representation and then efficiently specializing it for the case of harmonic estimation. The effectiveness of the NHE is verified using computer simulations.