Design of an extended Kalman filter frequency tracker

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 o...

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Bibliographic Details
Published in:IEEE transactions on signal processing 1996-03, Vol.44 (3), p.739-742
Main Authors: La Scala, B.F., Bitmead, R.R.
Format: Article
Language:English
Subjects:
Applied sciences
Covariance matrix
Design methodology
Detection, estimation, filtering, equalization, prediction
Exact sciences and technology
Frequency
Guidelines
Information, signal and communications theory
Nonlinear filters
Performance analysis
Signal and communications theory
Signal design
Signal processing
Signal, noise
Stability
State estimation
Telecommunications and information theory
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Summary: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.
ISSN:1053-587X
1941-0476
DOI:10.1109/78.489052