Harmonic Analysis Based on Kalman Filtering and Prony's Method

This work proposes a technique for harmonic analysis in electrical power systems. Towards this end, a frequency estimator, the Prony's method, has been matched to a Kalman filter. In the proposed technique, the sinusoid amplitudes of electrical power signals are estimated by the Kalman filter. The Kalman filter regressors are built up using the frequencies estimated by the Prony's method. The technique have been tested to both synthetical and experimental signals.