Tracking instantaneous frequency using two-sided linear prediction
Abdellah Kacha, K. Benmahammed · 2003
We consider the problem of estimating of the instantaneous frequency of nonstationary signals. Instead of the usual one-sided linear prediction (OSP), we propose to use the so-called two-sided linear prediction (TSP) approach. In the TSP, the signal is modeled as a linear combination of its past and future values. The vector of prediction coefficients is estimated adaptively using an algorithm based on the least mean square noisy gradient technique. Numerical examples show that TSP requires a smaller order than OSP to achieve better resolution, and consequently is computationally efficient.