Harmonic signal analysis with Kalman filters using periodic orbits of nonlinear odes

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 6, Issue , 2003, Pages 669-672

  Wigren, Torbjörn ^a   Abd Elrady, Emad ^a   Söderström, Torsten ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; HARMONIC ANALYSIS; ORDINARY DIFFERENTIAL EQUATIONS; PARAMETER ESTIMATION; SIGNAL PROCESSING;

PERIODIC ORBITS;

KALMAN FILTERING;

EID: 0141519287     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

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3. J. Li and P. Stoica, "An adaptive filtering approach to spectral estimation and SAR imaging,", IEEE Trans. Signal Processing, vol. 44, pp. 1469-1484, 1996.
4. P. Stoica and A. Nehorai, "Statistical analysis of two nonlinear estimators of sine wave parameters in the colored noise case", Circ. Syst. Signal Proc., vol. 8, no. 1, pp. 3-15, 1989.
5. H. K. Khalil, Nonlinear Systems, Second Edition. Upper Saddle River, NJ: Prentice Hall, 1996.
6. A. H. Jazwinsky, Stochastic Processes and Filtering Theory. New York: Academic, 1970.
7. T. Wigren, E. Abd-Elrady and T. Söderström, "Least squares harmonic signal analysis using periodic orbits of ODEs", in preparation, 2002.
8. nd Ed. London, UK: Springer Verlag, 2002.