Design and convergence analysis of stochastic frequency estimator using contraction theory

Majeed, M and Kar, IN (2013) Design and convergence analysis of stochastic frequency estimator using contraction theory. IET Signal Process, 7 (5). pp. 389-399. ISSN 1751-9675

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Official URL: http://dx.doi.org/10.1049/iet-spr.2012.0251

Abstract

This study investigates the design and analysis of an estimator for unknown frequencies of a sinusoid in the presence of additive noise. A dynamic stochastic estimator is proposed to ensure simultaneous globally convergent estimation of the state and the frequencies of a sinusoid comprising multiple frequencies. Approach given in this study exploits the results of stochastic contraction theory and the observers. The concept of contraction theory related to semi-contracting systems is used to show the asymptotic convergence of the proposed non-linear estimator. The boundedness and convergence of the state and frequencies estimates for all initial conditions and frequency values has been shown analytically. The proposed estimator is generalised to estimate n-unknown frequencies of a given noisy sinusoid. Numerical simulations of estimator are presented for different combinations of frequencies to justify the claim.

Item Type: Article
Additional Information: Copyright to this article belongs to M/s. Institution of Engineering and Technology
Uncontrolled Keywords: Sinusoidal signals;Kalman filtering algorithm;Stochastic contraction theory;Numerical simulations
Subjects: AERONAUTICS > Aeronautics (General)
AERONAUTICS > Aerodynamics
Depositing User: Ms. Alphones Mary
Date Deposited: 08 Apr 2014 08:49
Last Modified: 08 Apr 2014 08:49
URI: http://nal-ir.nal.res.in/id/eprint/11943

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