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Estimation and tracking of complex-valued quasi-periodically varying systems

Authors
Journal
Automatica
0005-1098
Publisher
Elsevier
Publication Date
Volume
41
Issue
9
Identifiers
DOI: 10.1016/j.automatica.2005.04.011
Keywords
  • System Identification
  • Time-Varying Processes
  • Frequency Estimation
  • Basis Function Approach
Disciplines
  • Computer Science
  • Mathematics

Abstract

Abstract The problem of identification/tracking of quasi-periodically varying complex systems is considered. This problem is a generalization, to the system case, of a classical signal processing task of either elimination or extraction of nonstationary sinusoidal signals buried in noise. The proposed solution is based on the exponentially weighted basis function (EWBF) approach. First, the basic EWBF algorithm is derived. Then its frequency-decoupled, parallel-form and cascade-form variants, with highly modular structure and reduced computational requirements, are described. Finally, the frequency-adaptive versions of all schemes are obtained using the recursive prediction error method.

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