A Kalman Filtering Method for Estimation of Parameters of High Frequency Trans

고주파 과도신호의 파라미터 추정을 위한 칼만 필터링 기법에 관한 연구

This paper presents a method for estimating parameters of high frequency transient signals when noise is added. The parameters to be estimated are the magnitude, frequency, and decay rate of the signals. An approach based on only the extended Kalman filter (EKF) is highly dependent on choosing a correct value of variance of noise. The proposed method adopts an adaptive Kalman filter (AKF). Having very little information of the noise, This method avoids deterioration of the filter performance caused by choosing an inaccurate variance of the noise. The dependence of the EKF method upon the noise variance and the efficiency of the AKF method are shown.