Abstract
Several groups have proposed the state space approach to track time-varying frequencies of multiharmonic quasi-periodic signals. The extended Kalman filter/smoother (EKF/EKS) is one of the common frequency tracking approaches seen in the literature. We introduce a new multiharmonic frequency tracker based on the forward-backward statistical linearized sigma-point Kalman smoother (FBSL-SPKS) and compare its performance to that of the extended Kalman smoother (EKS). In all cases the FBSL-SPKS tracker outperformed the EKS tracker over a wide range of signal-to-noise (SNR) ratios. We also demonstrate its superior performance on real signals.