Abstract

A design methodology for second-order digital band-pass filters is described based on the Kalman filter formulation with a sinusoidal signal model. When driver noise is included, steady-state relationships between the Kalman gain, the coefficients of the covariance matrix and the coefficients of the driver-noise covariance matrix are derived. Then, expressions for the steady-state filter, discrete-time transfer function, magnitude and phase functions, pole-zero locations and −3dB frequencies are derived. Finally, a procedure for selecting the driver-noise covariance matrix based on the desired frequency domain characteristics is developed. A design example illustrates the procedure.

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