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This paper proposes to use robust extended complex Kalman filter (ECKF) for improving frequency estimation of distorted power system signals. Generally, abnormal data obtained from measurements may cause noises and disturbances as well as affect the accuracy of frequency estimation in a power system. Thus, the proposed method is employed to suppress the abnormalities from abnormal data of measurements for promoting the efficiency in frequency estimation. Results of frequency estimation for distorted signals using the proposed method are compared with the ECKF.