Robust estimation of a single complex sinusoid in whitenoise-H∞ filtering approach

  • Authors:
  • K. Nishiyama

  • Affiliations:
  • Dept. of Comput. & Inf. Sci., Iwate Univ., Morioka

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1999

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Abstract

A novel robust estimator is proposed for extracting a single complex sinusoid and its parameter (frequency) from measurements corrupted by white noise. This estimator is called an H∞ sinusoidal estimator (HSE), which is derived by applying an H∞ filter to a noisy sinusoidal model with the state-space representation. Simulations demonstrate that the HSE is more robust to the nature of observation noise {vk} than the Kalman sinusoidal estimator (KSE), which is an improved version of the nonlinear filter previously proposed by the author