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Citation

Liška, J. and Janeček, E. : Nonstationary Signals Analysis Using Kalman Filter . Proceedings of 8th International Carpathian Control Conference ICCC'2007, p. 422-425, Technical University, BERG Faculty, Košice, 2007.

Abstract

In this paper, a new method for obtaining a time-frequency representation of instantaneous frequency is introduced . A Kalman filter serves for dissociation of signal into modes with well defined instantaneous frequency. A second order resonator model is used as a model of signal components - 'monocomponent functions'. Simultaneously, the Kalman filter estimates the time-varying signal components in a complex form. The initial parameters for Kalman filter are obtained from the estimation of the spectral density through the Burg's algorithm by fitting an auto-regressive prediction model to the signal. To illustrate the performance of the proposed method, example of real application shows the contribution of this method to improve the time-frequency resolution.

Detail of publication

Title: Nonstationary Signals Analysis Using Kalman Filter
Author: Liška, J. ; Janeček, E.
Language: English
Date of publication: 24 May 2007
Year: 2007
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of 8th International Carpathian Control Conference ICCC'2007
Page: 422 - 425
ISBN: 978-80-8073-805-1
Publisher: Technical University, BERG Faculty
Address: Košice
Date: 24 May 2007 - 27 May 2007
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Keywords

time-frequency analysis, instantaneous frequency, Kalman filter, state estimation, Hilbert transform

BibTeX

@INPROCEEDINGS{LiskaJ_2007_NonstationarySignals,
 author = {Li\v{s}ka, J. and Jane\v{c}ek, E.},
 title = {Nonstationary Signals Analysis Using Kalman Filter},
 year = {2007},
 publisher = {Technical University, BERG Faculty},
 journal = {Proceedings of 8th International Carpathian Control Conference ICCC'2007},
 address = {Ko\v{s}ice},
 pages = {422-425},
 ISBN = {978-80-8073-805-1},
 url = {http://www.kky.zcu.cz/en/publications/LiskaJ_2007_NonstationarySignals},
}