On the parameterization and design of an extended Kalman filter frequency tracker

In this paper, the problem of estimating the frequency of a harmonic signal embedded in broad-band noise is considered. The paper focuses on the exten ded Kalman Filter frequency tracker which is the application of the extende d Kalman filter (EKF) framework to the frequency estimation problem. The EK F frequency tracker recently proposed in the literature is characterized by a vector of three design parameters {q, r, epsilon}, whose role and tuning is still a controversial and unclear issue. In this paper it is shown that a wise parameterization of the extended Kalman frequency tracker is charac terized by just one parameter: as a matter of fact epsilon must be set to z ero to achieve the basic property of unbiasedness in a noise-free setting; moreover, the performances of the tracker are not influenced independently by q and r; what really matters is the ratio lambda = r/q only, The propose d simplification of the extended Kalman biter frequency tracker allows an e asier and more transparent tuning of its tracking behavior.