Recursive estimation of frequencies and frequency rates of multiple cisoids in noise

• A recursive algorithm for simultaneous estimation and tracking of instantaneous frequencies and instantaneous frequency rates-of-change for signals that consist of multiple narrow-band components in noise is proposed and studied. The algorithm recursively separates the signal to individual components and uses estimated phase differences for updating the instantaneous frequency and frequency rate of each component. The main advantages of the proposed algorithm over frequencies-only tracking algorithms known in literature include the zero asymptotic bias (zero tracking delay) in estimating of the instantaneous frequencies of linear FM (chirp) signals and more accurate tracking of frequencies that cross each other. Performance of the algorithm is studied by means of a linear filter approximation technique and derived results are compared with the appropriate (posterior) Cramer-Rao bound. Superior performance of the algorithm is illustrated by computer simulations.

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering (hsv//eng)

Publication and Content Type

ref (subject category)

art (subject category)