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

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

Xu, Ling; Song, Guanglei

Circuits, systems, and signal processing, 08/2020, Volume: 39, Issue: 8

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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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