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International Journal of Scientific and Engineering Research
ISSN Online 2229-5518
ISSN Print: 2229-5518 7    
Website: http://www.ijser.org
scirp IJSER >> Volume 3,Issue 7,July 2012
A Comparitive Study of Kalman Filter, Extended Kalman Filter And Unscented Kalman Filter For Harmonic Analysis of The Non-Stationary Signals
Full Text(PDF, )  PP.140-148  
A.UmaMageswari, J.Joseph Ignatious ,R.Vinodha.
Kalman filter, extended Kalman filter, Unscented Kalman filter, Unscented transformation, Harmonic Analysis, Non-stationary signals,guassian random variable.
The accurate measurement of harmonic level is essential for designing harmonic filters and monitoring the stress to which the communication devices are subjected due to harmonics and specifying digital filtering techniques for phasor measurements . This paper presents an integrated approach to design an optimal estimator for the measurement of frequency and harmonic components of a time varying signal embedded in low signal-to noise ratio. This led to the study of Kalman, Extended Kalman and Unscented Kalman filter characteristics and a subsequent implementation of the study to design these filters. We have employed the Extended Kalman filter and Unscented Kalman filter algorithms to estimate the voltage magnitude in the presence of random noise and distortions. Kalman filter being an optimal estimator to track the signal corrupted with noise and harmonic distortion quite accurately. Tracking of harmonic components of a dynamic signal in communication system can easily be done using EKF and UKF algorithms and their results are compared.
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