Bf. Lascala et al., AN EXTENDED KALMAN FILTER FREQUENCY TRACKER FOR HIGH-NOISE ENVIRONMENTS, IEEE transactions on signal processing, 44(2), 1996, pp. 431-434
The problem of constructing a frequency tracker for weak, narrowband s
ignals with slowly varying frequency is considered. An extended Kalman
filter is proposed that uses prior knowledge of the nature of the sig
nal to overcome the difficulties presented by the inherent nonlinearit
y of the problem and the very low signal-to-noise ratios.