Time-varying signal frequency estimation by VFF Kalman filtering

In this paper, a new algorithm is proposed for estimating a time-varying si gnal frequency. The proposed method introduces a variable forgetting factor (VFF) into kalman filter so that this approach does not require any predet ermined forgetting factor. The proposed method is tested on two nonstationa ry signals. Results show that the proposed algorithm offers a more accurate estimation of signal frequency and faster convergence speed than conventti onal Kalman filtering algorithm. (C) 1999 Published by Elsevier Science B.V . All rights reserved.