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• W2108285678 abstract "A nonlinear filter is proposed for estimating a complex sinusoidal signal and its parameters (frequency, amplitude, and phase) from measurements corrupted by white noise. This filter is derived by applying an extended complex Kalman filter (ECKF) to a nonlinear stochastic system whose state variables are a function of its frequency and a sample of an original signal, and then, proof of the stability is given in the case of a single complex sinusoid. Simulations demonstrate that the proposed nonlinear filter is effective as a method for estimating a single complex sinusoid and its frequency under a low signal-to-noise ratio (SNR). In addition, the effect of the initial condition in the filter on frequency estimation is also discussed." @default.
• W2108285678 created "2016-06-24" @default.
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• W2108285678 date "1997-04-01" @default.
• W2108285678 modified "2023-10-06" @default.
• W2108285678 title "A nonlinear filter for estimating a sinusoidal signal and its parameters in white noise: on the case of a single sinusoid" @default.
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• W2108285678 doi "https://doi.org/10.1109/78.564185" @default.
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