Multiharmonic tracking using sigma-point Kalman filter

Several groups have proposed the state-space approach to track time-varying frequencies ofmulti-harmonic quasi-periodic signals contaminated with white Gaussian noise. We compared the extended Kalman filter (EKF) and sigma-point Kalman filter (SPKF) algorithms on this problem. On average, the SPKF outperformed the EKF and more accurately tracked the instantaneous frequency over a wide range of signal-to-noise (SNR) ratios.