Design of an extended Kalman filter frequency tracker

Authors:
B.F. La Scala;R.R. Bitmead
Affiliations:
Dept. of Electr. & Electron. Eng., Melbourne Univ., Parkville, Vic.;-
Venue:
IEEE Transactions on Signal Processing
Year:
1996

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Abstract

The design of an extended Kalman filter for tracking a time-varying frequency is discussed. Its principal modes of failure are explained. The design tradeoff between balancing noise rejection and tracking at a maximal slew rate is discussed. The performance penalties for overdesign and underdesign of noise covariances are examined, and theoretically supported design guidelines are suggested