Multiharmonic frequency tracking method using the sigma-point kalman smoother

Authors:
Sunghan Kim;Anindya S. Paul;Eric A. Wan;James McNames
Affiliations:
Biomedical Signal Processing Laboratory, Portland State University, Portland, OR;Department of Science and Engineering, Oregon Health and Science University, Beaverton, OR;Department of Science and Engineering, Oregon Health and Science University, Beaverton, OR;Biomedical Signal Processing Laboratory, Portland State University, Portland, OR
Venue:
EURASIP Journal on Advances in Signal Processing
Year:
2010

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Abstract

Several groups have proposed the state-space approach to tracking time-varying frequencies of multiharmonic quasiperiodic signals. The extended Kalman filter/smoother (EKF/EKS) is one of the common frequency tracking approaches seen in the literature. We introduce a multiharmonic frequency tracker based on the forward-backward statistical linearized Sigma-Point Kalman smoother (FBSL-SPKS) and compare its performance to that of the extended Kalman smoother (EKS). In all cases the FBSL-SPKS tracker outperformed the EKS tracker over a wide range of signal-to-noise (SNR) ratios. We also demonstrate its superior performance on real signals.