An optimal system for tracking a sinusoid of time-varying frequency buried in additive noise
Abstract
It is often necessary to provide a continuous estimate of the frequency of a sinusoid of randomly varying frequency, through a channel containing noise and fading. This problem is modeled and the optimum estimator derived using continuous Kalman filter theory. The optimum system is shown to be equivalent to a phase lock loop, with some special features added when Rayleigh fading is considered. The steady state solution of the Kalman error matrix is found. This establishes all parameters of the optimum processor and provides a measure of its performance as a function of input signal and noise characteristics.
- Publication:
-
Interim Report Naval Surface Weapons Center
- Pub Date:
- June 1975
- Bibcode:
- 1975vswc.reptQ....P
- Keywords:
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- Phase Locked Systems;
- Signal Processing;
- Signal To Noise Ratios;
- Frequency Modulation;
- Kalman Filters;
- Sine Waves;
- White Noise;
- Communications and Radar