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

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...

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Veröffentlicht in:Circuits, systems, and signal processing Jg. 39; H. 8; S. 4198 - 4224
Hauptverfasser: Xu, Ling, Song, Guanglei
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York Springer US 01.08.2020
Springer Nature B.V
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ISSN:0278-081X, 1531-5878
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Zusammenfassung: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.
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ISSN:0278-081X
1531-5878
DOI:10.1007/s00034-020-01356-3