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

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.