An Adaptive Filter for Parameter Estimation of Damped Sinusoidal Signals

摘要

In this paper, we introduce a continuous-time adaptive algorithm for online estimation of the parameters of exponentially damped sinusoidal signals. The proposed algorithm can also reconstruct the original signal from its corrupted measurements in real-time and without extra computational cost. For sufficiently slow adaptation gains, we establish the local stability of the filter and local exponential convergence of the estimated parameters to their true values. We also obtain a linear approximation of the adaptation laws which can be utilized for tuning the adaptation gains. Simulation studies are also provided to corroborate our claims.