Tracking abrupt frequency changes

Ta‐Hsin Li and Benjamin Kedem

Journal of Time Series Analysis, 1998, vol. 19, issue 1, 69-82

Abstract: This paper addresses the problem of accurate estimation and rapid adaptation of abrupt frequency changes from noisy sinusoidal signals. A two‐filter adaptive algorithm is proposed to achieve the seemingly contradictory objectives. This algorithm is derived from an iterative batch procedure that has been proved to yield consistent and asymptotically Gaussian estimates for constant‐frequency estimation. These properties provide a basis for the detection of abrupt changes in the time‐varying frequency. Combining the high accuracy of narrow‐band/long‐memory filtering with the high adaptability of wide‐band/short‐memory filtering, the two‐filter approach is particularly suitable for tracking time‐varying frequencies that can be approximately modeled as piecewise‐constant functions of time. Simulation results are reported that justify the viability of the method.

Date: 1998
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