A Globally Exponentially Stable Solution for Frequency Estimation

Abstract

This paper proposes a globally exponentially stable (GES) discrete-time observer for estimating the constant unknown parameters describing a single biased continuous time sinusoidal signal. A discrete-time dynamic system is derived based on the sampled output that is key to the design of the estimation solution. The observability properties of this system are analyzed and a filter design is proposed which guarantees that the estimation error converges globally exponentially fast to zero. Realistic simulation results are presented, in the presence of measurement noise, that illustrate the performance of the proposed solutions.