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A Recursive Parameter Estimation Algorithm for Modeling Signals with Multi-frequencies

Circuits, systems, and signal processing, 2020-08, Vol.39 (8), p.4198-4224 [Peer Reviewed Journal]

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Title:
A Recursive Parameter Estimation Algorithm for Modeling Signals with Multi-frequencies
Author: Xu, Ling ; Song, Guanglei
Subjects: Algorithms ; Circuits and Systems ; Electrical Engineering ; Electronics and Microelectronics ; Engineering ; Hessian matrices ; Instrumentation ; Mathematical models ; Parameter estimation ; Performance enhancement ; Recursive methods ; Short Paper ; Signal,Image and Speech Processing
Is Part Of: Circuits, systems, and signal processing, 2020-08, Vol.39 (8), p.4198-4224
Description: In this paper, we focus on the modeling problem of the multi-frequency signals which contain many different frequency components. Based on the Newton search and the measured data, a Newton recursive parameter estimation algorithm is developed to estimate the amplitude, the angular frequency and the phase of a multi-frequency signal. In order to improve the performance of the identification algorithm, a convergence factor is introduced in the Hessian matrix of the developed Newton recursive method. The numerical examples verify that the proposed algorithm is effective for modeling the multi-frequency sine signals.
Publisher: New York: Springer US
Language: English
Identifier: ISSN: 0278-081X
EISSN: 1531-5878
DOI: 10.1007/s00034-020-01356-3
Source: ProQuest Central

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