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Optimal Particle Filters for Tracking a Time- Varying Harmonic or Chirp Signal
KTH, School of Electrical Engineering (EES), Signal Processing.
University of Minessota, Mineapolis.
Army Research Lab (ARL), USA.
2008 (English)In: IEEE Transactions on Signal Processing, ISSN 1053-587X, E-ISSN 1941-0476, Vol. 56, no 10, 4598-4610 p.Article in journal (Refereed) Published
Abstract [en]

We consider the problem of tracking the time-varying (TV) parameters of a harmonic or chirp signal using particle filtering (PF) tools. Similar to previous PF approaches to TV spectral analysis, we assume that the model parameters (complex amplitude, frequency, and frequency rate in the chirp case) evolve according to a Gaussian AR(1) model; but we concentrate on the important special case of a single TVharmonic or chirp.We show that the optimal importance function that minimizes the variance of the particle weights can be computed in closed form, and develop procedures to draw samples from it. We further employ Rao–Blackwellization to come up with reduced-complexity versions of the optimal filters. The end result is custom PF solutions that are considerably more efficient than generic ones, and can be used in a broad range of important applications that involve a single TV harmonic or chirp signal, e.g., TV Doppler estimation in communications, and radar.

Place, publisher, year, edition, pages
IEEE , 2008. Vol. 56, no 10, 4598-4610 p.
Keyword [en]
carrier frequency offset, chirp, Doppler, particle filtering, polynomial phase, radar, time-frequency analysis, timevarying harmonic, tracking
National Category
Signal Processing
URN: urn:nbn:se:kth:diva-46488DOI: 10.1109/TSP.2008.927462ISI: 000259407300005OAI: diva2:453775
© 2008 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.Available from: 2011-11-09 Created: 2011-11-03 Last updated: 2011-11-09Bibliographically approved

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