Separable Multi-innovation Newton Iterative Modeling Algorithm for Multi-frequency Signals Based on the Sliding Measurement Window

Signal modeling is an important technique in many engineering applications. This paper is concerned about signal modeling problem for the sine multi-frequency signals or periodic signals. In terms of different characteristics between the signal output and the signal parameters, a separable modeling scheme is presented for estimating the signal parameters. In order to seize the real-time information of the signals to be modeled, a sliding measurement window is designed for using the observations dynamically and implementing accurate parameter estimates. Because the amplitude parameters are linear with respect to the signal output and the angular frequency parameters are nonlinear with respect to the signal output, the signal parameters are separated into a linear parameter set and a nonlinear parameter set. Based on these separable parameter sets, a nonlinear optimization problem is converted into a combination of the optimization quadric and the nonlinear optimization. Then, a separable multi-innovation Newton iterative signal modeling method is derived and implemented to estimate sine multi-frequency signals and periodic signals. The simulation results are found to be effective of modeling dynamic signals. For the reason that the proposed method is based on dynamic sliding measurement window, it can be used for online estimation applications.

Automated summary

Signal modeling is an important technique in engineering applications, and this paper focuses on modeling sine multi-frequency signals or periodic signals using a separable modeling scheme. By utilizing a sliding measurement window, real-time signal information can be captured for accurate parameter estimation. The proposed method successfully models dynamic signals based on separable parameter sets.