Time-frequency analysis using particle filtering: Closed-form optimal importance function and sampling procedure for a single time-varying harmonic

E. E. Tsakonas, N. D. Sidiropoulos, A. Swami

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Scopus citations

Abstract

We consider the problem of tracking the frequency and complex amplitude of a time-varying (TV) harmonic signal using particle filtering (PF) tools. Similar to previous PF approaches to TV spectral analysis, we assume that the frequency and complex amplitude evolve according to a Gaussian AR(1) model; but we concentrate on the important special case of a single TV harmonic. For this case, we show that the optimal importance function (that minimizes the variance of the particle weights) can be computed in closed form. We also develop a suitable procedure to sample from the optimal importance function. The end result is a custom PF solution that is more efficient than generic ones, and can be used in a broad range of important applications that postulate a single TV harmonic component, e.g., TV Doppler estimation in communications and radar.

Original languageEnglish (US)
Title of host publicationNSSPW - Nonlinear Statistical Signal Processing Workshop 2006
PublisherIEEE Computer Society
Pages9-12
Number of pages4
ISBN (Print)1424405815, 9781424405817
DOIs
StatePublished - 2006
EventNSSPW - Nonlinear Statistical Signal Processing Workshop 2006 - Cambridge, United Kingdom
Duration: Sep 13 2006Sep 15 2006

Publication series

NameNSSPW - Nonlinear Statistical Signal Processing Workshop 2006

Other

OtherNSSPW - Nonlinear Statistical Signal Processing Workshop 2006
CountryUnited Kingdom
CityCambridge
Period9/13/069/15/06

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