Parameters estimation of a noisy sinusoidal signal with time-varying amplitude
Numerical Analysis
2011-05-17 v1
Abstract
In this paper, we give estimators of the frequency, amplitude and phase of a noisy sinusoidal signal with time-varying amplitude by using the algebraic parametric techniques introduced by Fliess and Sira-Ramirez. We apply a similar strategy to estimate these parameters by using modulating functions method. The convergence of the noise error part due to a large class of noises is studied to show the robustness and the stability of these methods. We also show that the estimators obtained by modulating functions method are robust to "large" sampling period and to non zero-mean noises.
Keywords
Cite
@article{arxiv.1105.3035,
title = {Parameters estimation of a noisy sinusoidal signal with time-varying amplitude},
author = {Da-Yan Liu and Olivier Gibaru and Wilfrid Perruquetti},
journal= {arXiv preprint arXiv:1105.3035},
year = {2011}
}