An Optimal System for Tracking a Sinusoid of Time-Varying Frequency Buried in Additive Noise
NAVAL SURFACE WEAPONS CENTER WHITE OAK LAB SILVER SPRING MD
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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.
- Non-Radio Communications