Robust estimation of a single complex sinusoid in white noise-H∞ filtering approach

摘要

A novel robust estimator is proposed for extracting a single complex sinusoid and its parameter (frequency) from measurements corrupted by white noise. This estimator is called an H∞ sinusoidal estimator (HSE), which is derived by applying an H∞ filter to a noisy sinusoidal model with the state-space representation. Simulations demonstrate that the HSE is more robust to the nature of observation noise {vk} than the Kalman sinusoidal estimator (KSE), which is an improved version of the nonlinear filter previously proposed by the author.