Unscented Kalman Filter for frequency and amplitude estimation

Abstract

This paper introduces a new digital signal processing algorithm for frequency and amplitude estimation based on Unscented Kalman Filter (UKF). The results of computer simulated and realistic synthetic data tests are presented. The initial parameters used during the tests were chosen carefully using an established parameter estimation method, the Self Tuning Least Square (STLS). It is concluded that the proposed algorithm is simple, efficient and has low computational demands compare to STLS which makes the UKF a very promising method in next generation of power quality monitoring devices.