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A Recursive Parameter Estimation Algorithm for Modeling Signals with Multi-frequencies

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Abstract

In this paper, we focus on the modeling problem of the multi-frequency signals which contain many different frequency components. Based on the Newton search and the measured data, a Newton recursive parameter estimation algorithm is developed to estimate the amplitude, the angular frequency and the phase of a multi-frequency signal. In order to improve the performance of the identification algorithm, a convergence factor is introduced in the Hessian matrix of the developed Newton recursive method. The numerical examples verify that the proposed algorithm is effective for modeling the multi-frequency sine signals.

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Acknowledgements

This work was supported by the National Natural Science Foundation of China (No. 61873111), the Qing Lan Project of Jiangsu Province, the “333” Project of Jiangsu Province (No. BRA2018328) and the Jiangsu Overseas Visiting Scholar Program For University Prominent Young & Middle-Aged Teachers and Presidents. The authors are grateful to Professor Feng Ding for his helpful suggestions.

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  1. School of Internet of Things Engineering, Jiangnan University, Wuxi, 214122, People’s Republic of China

    Ling Xu

  2. School of Mechanical Technology, Wuxi Institute of Technology, Wuxi, 214121, People’s Republic of China

    Guanglei Song

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  1. Ling Xu
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  2. Guanglei Song
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Correspondence to Ling Xu.

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Xu, L., Song, G. A Recursive Parameter Estimation Algorithm for Modeling Signals with Multi-frequencies. Circuits Syst Signal Process 39, 4198–4224 (2020). https://doi.org/10.1007/s00034-020-01356-3

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