A globally convergent frequency estimator

Abstract

Online estimation of the frequency of a sinusoidal signal is a classical problem in systems theory that has many practical applications. In this paper the authors provide a solution to the problem of ensuring a globally convergent estimation. More specifically, they propose a new adaptive notch filter whose dynamic equations exhibit the following remarkable features: 1) all signals are globally bounded and the estimated frequency is asymptotically correct for all initial conditions and all frequency values; 2) the authors obtain a simple tuning procedure for the estimator design parameters, which trades-off the adaptation tracking capabilities with noise sensitivity, ensuring (exponential) stability of the desired orbit; and 3) transient performance is considerably enhanced, even for small or large frequencies, as witnessed by extensive simulations. To reveal some of the stability-instability mechanisms of the existing algorithms and motivate our modifications the authors make appeal to a novel nonlinear (state-dependent) time scaling. The main advantage of working in the new time scale is that they remove the coupling between the parameter update law and the filter itself, decomposing the system into a feedback form where the required modifications to ensure stability become apparent. Even though they limit their attention here to the simplest case of a single constant frequency without noise the algorithm is able to track time-varying frequencies, preserve local stability in the presence of multiple sinusoids, and is robust with respect to noise.