Some signals are transmitted as periodic pulse trains where information is in the timing of the arrival of the pulses. A number of pulse trains arriving over the same time interval are said to be interleaved. We propose an on-line method for estimating pulse train phases and fine-tuning pulse repetition frequency (PRF) estimates of a known number of interleaved pulse trains. The computational effort is of order N, where N is the number of pulses received. In particular, we employ an extended Kalman filter, where discontinuities in the signal model are appropriately smoothed.
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