DESIGN OF AN EXTENDED KALMAN FILTER FREQUENCY TRACKER

Authors
LASCALA BF BITMEAD RR
Citation
Bf. Lascala et Rr. Bitmead, DESIGN OF AN EXTENDED KALMAN FILTER FREQUENCY TRACKER, IEEE transactions on signal processing, 44(3), 1996, pp. 739-742
Citations number
8
Categorie Soggetti
Engineering, Eletrical & Electronic
Journal title
IEEE transactions on signal processing → ACNP
ISSN journal
1053587X
Volume
44
Issue
3
Year of publication
1996
Pages
739 - 742
Database
ISI
SICI code
1053-587X(1996)44:3<739:DOAEKF>2.0.ZU;2-5
Abstract
The design of an extended Kalman filter for tracking a time-varying fr equency is discussed. Its principal modes of failure are explained. Th e design tradeoff between balancing noise rejection and tracking at a maximal slew rate is discussed. The performance penalties for overdesi gn and underdesign of noise covariances are examined, and theoreticall y supported design guidelines are suggested.