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Harmonic analysis via Kalman filtering technique

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2 Author(s)
Sharma, K.L.S. ; Indian Institute of Technology, New Delhi, India ; Mahalanabis, A.K.

A recursive computer method for harmonic analysis of a noisy periodic signal is presented. It is shown that with a suitable model for harmonic coefficients, a simple application of Kalman filtering technique can yield minimum variance estimates of the coefficients. The proposed method is illustrated with the help of simulation results.

Published in:

Proceedings of the IEEE  (Volume:61 ,  Issue: 3 )