Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother

<p/> <p>Several groups have proposed the state-space approach to tracking time-varying frequencies of multiharmonic quasiperiodic signals. The extended Kalman filter/smoother (EKF/EKS) is one of the common frequency tracking approaches seen in the literature. We introduce a multiharmonic...

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Main Authors: Kim Sunghan, McNames James, Paul AnindyaS, Wan EricA
Format: Article
Language:English
Published: SpringerOpen 2010-01-01
Series:EURASIP Journal on Advances in Signal Processing
Online Access:http://asp.eurasipjournals.com/content/2010/467150
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author Kim Sunghan
McNames James
Paul AnindyaS
Wan EricA
author_facet Kim Sunghan
McNames James
Paul AnindyaS
Wan EricA
author_sort Kim Sunghan
collection DOAJ
description <p/> <p>Several groups have proposed the state-space approach to tracking time-varying frequencies of multiharmonic quasiperiodic signals. The extended Kalman filter/smoother (EKF/EKS) is one of the common frequency tracking approaches seen in the literature. We introduce a multiharmonic frequency tracker based on the forward-backward statistical linearized Sigma-Point Kalman smoother (FBSL-SPKS) and compare its performance to that of the extended Kalman smoother (EKS). In all cases the FBSL-SPKS tracker outperformed the EKS tracker over a wide range of signal-to-noise (SNR) ratios. We also demonstrate its superior performance on real signals.</p>
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spelling doaj.art-d8e671362b2e40e2851dd5ad85220d622022-12-21T18:58:05ZengSpringerOpenEURASIP Journal on Advances in Signal Processing1687-61721687-61802010-01-0120101467150Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman SmootherKim SunghanMcNames JamesPaul AnindyaSWan EricA<p/> <p>Several groups have proposed the state-space approach to tracking time-varying frequencies of multiharmonic quasiperiodic signals. The extended Kalman filter/smoother (EKF/EKS) is one of the common frequency tracking approaches seen in the literature. We introduce a multiharmonic frequency tracker based on the forward-backward statistical linearized Sigma-Point Kalman smoother (FBSL-SPKS) and compare its performance to that of the extended Kalman smoother (EKS). In all cases the FBSL-SPKS tracker outperformed the EKS tracker over a wide range of signal-to-noise (SNR) ratios. We also demonstrate its superior performance on real signals.</p>http://asp.eurasipjournals.com/content/2010/467150
spellingShingle Kim Sunghan
McNames James
Paul AnindyaS
Wan EricA
Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother
EURASIP Journal on Advances in Signal Processing
title Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother
title_full Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother
title_fullStr Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother
title_full_unstemmed Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother
title_short Multiharmonic Frequency Tracking Method Using The Sigma-Point Kalman Smoother
title_sort multiharmonic frequency tracking method using the sigma point kalman smoother
url http://asp.eurasipjournals.com/content/2010/467150
work_keys_str_mv AT kimsunghan multiharmonicfrequencytrackingmethodusingthesigmapointkalmansmoother
AT mcnamesjames multiharmonicfrequencytrackingmethodusingthesigmapointkalmansmoother
AT paulanindyas multiharmonicfrequencytrackingmethodusingthesigmapointkalmansmoother
AT wanerica multiharmonicfrequencytrackingmethodusingthesigmapointkalmansmoother