Abstract
This paper revisits the phase tracking dynamics coupled with complex discrete non-linear observation. Non-linear filtering theory for the phase tracking problem with discrete observation equation is developed. Two continuous-discrete non-linear filters (i) the proposed higher-order filter and (ii) Extended Kalman Filter (EKF) are designed and applied to a phase tracking problem. Numerical simulations are carried out to test the effectiveness of the proposed higher-order filter in contrast to EKF. Simulation results of the paper reveal the usefulness of higher-order filtering for the phase tracking problem.
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