Parameters estimation of a noisy sinusoidal signal with time-varying amplitude

Da-Yan Liu (1, 2, 3) , Olivier Gibaru (1, 4) , Wilfrid Perruquetti (1, 5)

1 ALIEN - Algebra for Digital Identification and Estimation
2 LAGIS - Laboratoire d'Automatique, Génie Informatique et Signal
3 LPP - Laboratoire Paul Painlevé - UMR 8524
4 L2MA - Laboratoire de Métrologie et de Mathématiques Appliquées
5 SyNeR - Systèmes Non Linéaires et à Retards

In this paper, we give estimators of the frequency, amplitude and phase of a noisy sinusoidal signal with time-varying amplitude by using the algebraic parametric techniques introduced by Fliess and Sira-Ramirez. We apply a similar strategy to estimate these parameters by using modulating functions method. The convergence of the noise error part due to a large class of noises is studied to show the robustness and the stability of these methods. We also show that the estimators obtained by modulating functions method are robust to ''large'' sampling period and to non zero-mean noises.

Domaines: Analyse numérique [math.NA]; Traitement du signal et de l'image [eess.SP]; Traitement du signal et de l'image [eess.SP]

Da-Yan Liu, Olivier Gibaru, Wilfrid Perruquetti. Parameters estimation of a noisy sinusoidal signal with time-varying amplitude. 19th Mediterranean Conference on Control and Automation (2011), Jun 2011, Corfou, Greece. ⟨inria-00593408⟩