Estimation of frequencies of sinusoids using the extended Kalman filter
S. Stanković, Marina V. Dragosevic, M. Čarapić · 2005
In this paper the application of the extended Kalman filter to the estimation of frequencies of sinusoids in the additive colored noise is proposed. Starting from convenient state-space models of the signal two versions of the algorithm are defined. Comparisons with both the generalized least-squares and the maximum likelihood method show its advantages provided adequate initial conditions are ensu - red.