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Design and convergence analysis of stochastic frequency estimator using contraction theory

IR@NAL: CSIR-National Aerospace Laboratories, Bangalore

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Field Value
 
Title Design and convergence analysis of stochastic frequency estimator using contraction theory
 
Creator Majeed, M
Kar, IN
 
Subject Aeronautics (General)
Aerodynamics
 
Description This study investigates the design and analysis of an estimator for unknown frequencies of a sinusoid in the presence of additive noise. A dynamic stochastic estimator is proposed to ensure simultaneous globally convergent estimation of the state and the frequencies of a sinusoid comprising multiple frequencies. Approach given in this study exploits the results of stochastic contraction theory and the observers. The concept of contraction theory related to semi-contracting systems is used to show the asymptotic convergence of the proposed non-linear estimator. The boundedness and convergence of the state and frequencies estimates for all initial conditions and frequency values has been shown analytically. The proposed estimator is generalised to estimate n-unknown frequencies of a given noisy sinusoid. Numerical simulations of estimator are presented for different combinations of frequencies to justify the claim.
 
Publisher Institution of Engineering and Technology
 
Date 2013
 
Type Journal Article
PeerReviewed
 
Format application/pdf
 
Identifier http://nal-ir.nal.res.in/11943/1/06547271.pdf
Majeed, M and Kar, IN (2013) Design and convergence analysis of stochastic frequency estimator using contraction theory. IET Signal Process, 7 (5). pp. 389-399. ISSN 1751-9675
 
Relation http://dx.doi.org/10.1049/iet-spr.2012.0251
http://nal-ir.nal.res.in/11943/