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Virginia Tech

Implementation of Instantaneous Frequency Estimation based on Time-Varying AR Modeling

Abstract

dc:description.abstract

Instantaneous Frequency (IF) estimation based on time-varying autoregressive (TVAR) modeling has been shown to perform well in practical scenarios when the IF variation is rapid and/or non-linear and only short data records are available for modeling. A challenging aspect of implementing IF estimation based on TVAR modeling is the efficient computation of the time-varying coefficients by solving a set of linear equations referred to as the generalized covariance equations. Conventional approaches such as Gaussian elimination or direct matrix inversion are computationally inefficient for solving such a system of equations especially when the covariance matrix has a high order. We implement two recursive algorithms for efficiently inverting the covariance matrix. First, we implement the Akaike algorithm which exploits the block-Toeplitz structure of the covariance matrix for its recursive inversion. In the second approach, we implement the Wax-Kailath algorithm that achieves a factor of 2 reduction over the Akaike algorithm in the number of recursions involved and the computational effort required to form the inverse matrix. Although a TVAR model works well for IF estimation of frequency modulated (FM) components in white noise, when the model is applied to a signal containing a finitely correlated signal in addition to the white noise, estimation performance degrades; especially when the correlated signal is not weak relative to the FM components. We propose a decorrelating TVAR (DTVAR) model based IF estimation and a DTVAR model based linear prediction error filter for FM interference rejection in a finitely correlated environment. Simulations show notable performance gains for a DTVAR model over the TVAR model for moderate to high SIRs.

Degree

thesis:*
Name thesis:degree_name
Master of Science
Level thesis:degree_level
masters
Discipline thesis:degree_discipline
Electrical and Computer Engineering
Department dc:contributor.department
Electrical and Computer Engineering
Grantor dc:publisher
Virginia Tech
Year dc:date.issued
2009

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Kadanna Pally, Roshin
Chair dc:contributor.committeechair
  • Beex, A. A. Louis
Committee members dc:contributor.committeemember
  • Buehrer, R. Michael
  • Abbott, A. Lynn

Subjects

dc:subject × 4

Rights

dc:rights
Statement dc:rights
  • In Copyright

Identifiers

dc:identifier.*
Dc Identifier Other
etd-04272009-140049
OAI identifier oai:identifier
oai:vtechworks.lib.vt.edu:10919/31978

Chain of custody

source
Harvested from
Virginia Tech
Base URL
vtechworks.lib.vt.edu/oai/request
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Kadanna Pally, Roshin. Implementation of Instantaneous Frequency Estimation based on Time-Varying AR Modeling. masters thesis, Virginia Tech, 2009. http://hdl.handle.net/10919/31978