Time-varying frequency Estimation of narrow-band signals via Extended Kalman Filter and Unscented Kalman Filter

See included paper for more details.

Files list

• main_audio.m Performs frequency tracking of 3 audio files at 3 different frequencies. Generates a plot of the estimation.
• main_pi.m Performs analysis of the Performance Index and generates plots and data in the data/pi folder. Iterates over several values of q and sigma_noise
• main_ri.m performs analysis of the Robustness Index and generates plots and data in the data/ri folder.

Flags

main_pi.m

• LOGSPACE determines if the array of sigmas is spaced linearly (false) or logarithmically (true)

ekf/ekf.m

• SAVE_EKF_PLOT if true, generates a video in generated_video/ of the estimation process.
• LOG if true, generates a complete log of the values during the estimation
• VERBOSE if true, prints to console the iteration number. Useful in conjunction with SAVE_EKF_PLOT to check on the progress, which makes the process really slow.

ukf/ukf.m

• VERBOSE if true, prints to console the iteration number. Useful in conjunction with SAVE_EKF_PLOT to check on the progress, which makes the process really slow.
• LOG if true, generates a complete log of the values during the estimation
• SAVE_UKF_PLOT if true, generates a video in generated_video/ of the estimation process.
• SAVE_SP_PLOT if true, generates a video in generated_video/ showing the motion of sigma points in the state space.

pi/pi_plot.m

• PLOT_FIT if false, plots raw data cloud. If true, plots the Least Square fit of a hyperbola of the data

main_ri.m

• PLOT_PREDICTION if true, generates a video in generated_video/ with an iteration for every frame
• PLOT_PROFILE if true, opens a plot with the frequency profile of the generated signal
• COMPUTE if false, just plots without computing, loading previously generated data.