Design of the Extended Kalman Filter for Frequency-amplitude Tracker

확장칼만필터 주파수-진폭 추적기 설계

  • Published : 2002.04.01

Abstract

In this study, the tracking of the temporal variation of the frequency and the amplitude in the presence of additive white Gaussian noise is considered using the Extended Kalman filter (EKF. The EKF has many applications and it has been applied to the problem of tracking the time-variable frequency. However the existing EKF frequency trackers could was driven in the small time-variable amplitude or required the additional amplitude tracker in the large time-variable amplitude. In this study, the EKF frequency-amplitude tracker, which could track both frequency and amplitude simultaneously from the measured signal in the relatively large time-variable amplitude environment, is proposed for improving the performance of the time-variable frequency tracking and its performance is verified by the simulation and the experimental work.

본 연구에서는 백색 가우시안 잡음이 부가되는 환경 (AWGN)에서 측정 신호로부터 주파수와 진폭의 시간적 변동 특성을 추적하는 문제를 고려한다. 확장 칼만 필터는 여러 가지 응용분야에서 이용되고 있으며, 특히 시간적으로 변동하는 주파수를 추적하는 문제에도 응용되어 왔다. 기존의 확장 칼만 필터 주파수 추적기는 시간에 대한 신호 진폭의 변화폭이 적은 경우에 대해 유도되었거나 진폭의 시간적 변화폭이 큰 경우에는 부가적인 진폭 추적기가 요구된다. 본 연구에서는 시간에 따를 진폭의 변화폭이 상대적으로 큰 경우에 시변 주파수의 추적 성능을 높이기 위해 주파수와 진폭을 동시에 추적하는 확장 칼만 필터 주파수-진폭 추적기를 제안하고 수치모의 실험과 실제 실험을 통하여 그 성능을 확인한다.

Keywords

References

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