2015 IEEE Power, Communication and Information Technology Conference (PCITC)

Siksha O Anusandhan University, Bhubaneswar, India.

An Adaptive Signal parameter Estimation

Technique using Quadratic polynomial Signal
model and Least Square Techniques
Sarita Nanda
KIIT University,
Bhubaneswar, India
sarita22579@rediffmail.com

P. K. Dash
Siksha O Anusandhan University
Bhubaneswar, India
pkdash.india@gmail.com

ABSTRACT This paper proposes a new modified

approach using Least square algorithm associated with
a ridge regression factor and Taylor expansion for
estimation of fundamental frequency and phasor of the
fundamental frequency component with time varying
envelope. The signal considered comprises of decaying
dc component and fundamental frequency component
which are expressed in terms of Taylor coefficients upto
second order. The modified Least square technique is
then used to estimate the Taylor coefficients using which
the time varying amplitude, phase, fundamental
frequency and dc component can be accurately
evaluated. This approach shows excellent tracking
capability of the signal parameters of a time variant
sinusoidal signal even under extreme noise conditions
with low SNR value.
Index terms - Frequency estimation, Taylor expansion.
Least squares method, time-varying phasor estimation.

I. INTRODUCTION
Accurate tracking of the different frequency components
and other signal parameters present in a time varying
sinusoidal signal is an important issue which has become a
challenge now a days. Various parametric and non
parametric methods have been used in the literature, which
have their own strength and weaknesses. Zero crossing
detection is possibly the simplest method to track the
frequency components of a given sinusoidal signal. but the
practical signals are generally contaminated with noise and
harmonics which results in inaccurate estimation of
fundamental frequency components.
Widely used Fourier methods shows good accuracy in
stationary environment but fails in non stationary
environment[1]. Moreover the FFT based approaches[2]
also suffer from spectral leakage, picket-fence and aliasing
problems. Though LMS [3-4] is a relatively simpler method
but frequency of the signal need to be known apriori.
Recursive least square(RLS) algorithm is capable of
solving these problems[5-6] but cannot handle signals in
which decaying dc components are present in a noisy

978-1-4799-7455-9/15/$31.00 2015 IEEE

S. S. Pujari
SUIIT, Sambalpur University,
Sambalpur, India.
pujarishashank@gmail.com

environment. In this regard Kalman filters are efficient in

processing noisy measurements and are also immune to
harmonic contaminations, decaying dc and stochastic noise
but suffers from crude approximations and costly
calculations[7-9].A different type of phasor estimation
technique was used in [10] for tracking the amplitude and
phase of a sinusoidal signal in a power system application.
However this approach did not consider the decaying dc
component. ADALINE [11-13] are very popular for their
simple structure and ease of hardware implementation still
are dependent on selection of initial weights. A dynamic
phasor estimation method has been proposed in [14] to
track the time varying amplitude of the fundamental
frequency component, where the signal is considered to
comprise of decaying dc component, harmonics and
decaying fundamental frequency component but has not
dealt with frequency estimation. In this paper a modified
time variant signal parameter estimation method is
considered to estimate the fundamental frequency, dc
component and time varying amplitude and phase of a
signal. The assumed test signal is considered to comprise of
decaying dc component and fundamental frequency
component which are then expressed in terms of second
order Taylor coefficients. The modified Least square
technique with a ridge regression factor is then used to
estimate the Taylor coefficients using which the time
varying amplitude, phase, fundamental frequency and dc
component can be accurately evaluated. The rest of the
paper is organized as follows. Section II describes the
signal modeling and the proposed method. Section III
highlights on the performance evaluation of the proposed
algorithm. Finally section IV deals with the conclusion.

II. PROBLEM FORMULATION

Let the signal

y (n) be represented as:

y(n) = Adcexp(t) + a(n).cos[n(n) +(n)]+ (n)

(1)

Where, Adc and are the amplitude and time constant of

decaying dc component, a ( n ), ( n ) and ( n ) are the
amplitude, angular frequency and phase of the
sinusoid respectively. ( n ) = 2f ( n ) and f (n ) is the

2015 IEEE Power, Communication and Information Technology Conference (PCITC)

Siksha O Anusandhan University, Bhubaneswar, India.
fundamental frequency of the signal, while
additive white noise with unknown variance

(n ) is an

Now let

p6 = sin(2ft1), p7 = t1 sin(2ft1),

( n) = 2fndt + ( n).
The rate of change of phase angle is equal to frequency so
the signal frequency can be represented as [15]:

1 d
1 d
f =
( (n)) = f 0 +
( (n))
2 dt
2 dt

(2)

The time varying fundamental components of eq (1) are

expressed according to trigonometric function as
y(n) = Adcexp(t) +1(n).cos(2f (n))2(n).sin(2f (n)) (3)
where

1 (n) = a(n).cos (n) and 2 (n) = a(n).sin (n) .

( n)

and 2
are the coefficients functions that
expresses the envelope of the steadily changing sinusoid.
Using Taylor series the coefficient functions of eq (3) can
be expanded as follows-

1 (n) c0 + c1n + c2n2 + c3n3

2 (n) = s0 + s1n + s2n2 + s3n3

(4)

Where

d1 (n)
d 21 (n)
at,n=0 c2 =
and
dt
dt 2
d 31 (n)
c3 =
at n=0.
dt 3
d 2 (i )
d 2 2 (i )
s0 = 2 (0), s1 =
at n=0 , s2 =
and
dt
dt 2
d 3 2 (i)
3 =
at n=0.
dt 3

c0 = 1 (0),c1 =

Now the DC component present in eq (1) can also be

expanded as

Adc exp(t ) = Adc (1 t + 0.5 t )

2 2

(5)

Using equations (3),(4) and(5), equation (1) can be

expressed in a discrete form as

y (n) = Adc (1 ndt + 0.5 (ndt ) ) +

2

(c0 + c1ndt + c2 (ndt ) 2 ) cos(2f ( n)dt ) +

(6)

(s0 + s1ndt + s2 (ndt ) 2 ) sin( 2f (n) dt )

At time

p0 =1, p1 = t1, p2 = t1 , p3 = cos(2ft1),

p4 = t1 cos(2ft1), p5 = t1 cos(2ft1),

us represent the phase angle as:

1 ( n )

where

t = t1 eq (6) can also be expressed as

p8 = t1 sin(2ft1)
and

d0 = Adc,d1 = Adc,d2 =0.52 Adc,d3 =c0,d4 =c1,

d5 =c2,d6 =s0,d7 =s1,d8 =s2
So D = [d 0 d1 d 2 d 3 d 4 d 5 d 6 d 7 d8 ]91

(7)

(9)
(10)

P matrix is represented as in eq.11 given in next page.

Considering the signal is sampled at a specific time interval
dt, t1 = t + dt and so on till tn = t + ndt then (7) can be
expanded to each sample and can be represented in matrix
form as:

[ y ]n1 = [ P]n9 [ D]91

(12)

In eq (12) matrix [P] consists of elements which are

determined on the basis of sampling interval and time
references. Matrix [y] consists of known sampled signal
data. Here n represents the number of samples and matrix
[D] consists of 9 unknown variables those are evaluated
using the Least square algorithm which is associated with a
Ridge regression factor as shown in the following
equation

[ D] = ([ P]T [ P] + [ I ]) 1 .[ P]T .[ y ]

(13)

Where is a very small value which ranges between (.051). [I] is the identity matrix in the form as shown in the
following equation

1 0 0 0 0 0 0 0 0
0 1 0 0 0 0 0 0 0

[I ] =
.......... ..........

0 0 0 0 0 0 0 0 1

(14)

Now we can obtain the amplitude and phase angle of the

given sinusoid using equations (3) and (4) as follows .

a = c0 2 + s0 2
= arctan(s0 / c0 )
where

y(t1) =d0 p0 +d1p1 +d2 p2 +d3 p3 +d4 p4 +d5 p5 +d6 p6 +d7 p7 +d8 p8

(8)

(15)
(16)

2015 IEEE Power, Communication and Information Technology Conference (PCITC)

Siksha O Anusandhan University, Bhubaneswar, India.

c0 = a(0). cos (0)

s0 = a(0).sin (0)

(17)

Similarly for estimating the frequency of the given

sinusoid, consider equation (4) at n=0 the first derivative
will be

d
(a (0). cos (0))
dt
d
s1 = (a(0).sin (0))
dt

c1 =

(18)
(19)

2
2
2
1 t
t
t cos( 2ft )
t cos( 2ft ) sin( 2ft )
t sin( 2ft )
t sin( 2ft )
cos( 2ft )
1
1
1
1
1
1
1
1
1
1
1
1

2
2
2
1
cos( 2ft )
t
t
t cos( 2ft ) t cos( 2ft ) sin( 2ft )
t sin( 2ft )
t sin( 2ft )
2
2
2
2
2
2
2
2
2
2
2
2
P =

.......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......... .......

2
2
2
t sin( 2ft )
1 tn tn cos( 2ftn ) tn cos( 2ftn ) tn cos( 2ftn ) sin( 2ftn ) tn sin( 2ftn )
n
n

By substituting equation (17) in equation (18) and (19) and

TABLE.1 COMPARISION OF RMSE OF TWO ALGORITHMS

LMS

by neglecting

d
(a(0)) : d
c s s0c1
dt
( (0)) = 0 21
dt
c0 + s0 2

Property

Modified
Square
20
30
dB
dB

Least

20
dB

30 dB

40 dB

Amplitude

.072

.043

.037

.014

.014

.002

Frequency

.028

.010

.004

Phase.

.054

.048

.043

.022

.027

.012

(20)

Now from equation (2) and (20) we get the

formula for computing the frequency:

1 c0s1 s0c1
(
)
freqest = f c . +
2 c0 2 + s0 2

(11)

40
dB

(21)

III. PERFORMANCE EVALUATION

In this section three different computer simulated signals
are used to evaluate the performance of the above described
algorithm.

B. Non stationary condition

A: Noise Condition in Stationary Environment.

In this case the test signal assumed can be defined by the

following equation given in (23) with time varying
amplitude, phase and frequency at SNR = 30dB.

The test signal considered for this case is

x ( n) = a1( n). cos[ 2f ( n) + ( n)] + ( n) .

(22)

which is super imposed with zero mean Gaussian noise

(n ) .Here fundamental amplitude a1(n)=1.24p.u;

frequency f(n) =50 Hz, and phase (n ) =0.75 rad. The

amplitude, phase and frequency of the test signal is
estimated under 20dB, 30dB and 40dB noise conditions
using the proposed and the LMS approach [3]. After 100
runs the mean of the RMSE is tabulated in Table 1.The
result of two approaches LMS [3] and the Modified Least
square approach have been compared in various low SNR
conditions and have been summarized in Table 1. From
Table 1 we can conclude that the Modified Least square
approach shows much better noise rejection capabilities
even under low SNR condition.

v(n) = a (n) sin( 2f (n) + (n))

Where

(23)

a (n) = 1 + sin(2ndt ) + 0.5 sin( 2 6ndt )

The amplitude of the signal takes a modulated form,

frequency of the signal is assumed to be 60Hz for the first
300 iterations and then increases linearly at a particular rate
for the next 200 iterations and then remains constant at
62Hz afterwards. Similarly the phase is first assumed to be
0.85 radians then linearly decreases at a particular rate and
then remains unchanged. Fig 1(a-c) shows the estimated
signal, amplitude, phase and frequency of the test signal.
This plots show the accurate tracking of the proposed
approach even in sudden variations applied simultaneously
in all the parameters i.e amplitude, phase and frequency
which is generally observed in practical power system
scenario.

2015 IEEE Power, Communication and Information Technology Conference (PCITC)

Siksha O Anusandhan University, Bhubaneswar, India.

E s tim a te d S ig n a l a n d A m p litu d e

Where the fundamental frequency f(n) is assumed to be

50Hz and Adc is amplitude of decaying DC component,
decaying DC,s amplitude is considered to be 1 p.u. The
decaying AC amplitude of the fundamental component is
1.2 p.u. Fig 2 shows the estimated signal, decaying
fundamental amplitude, DC component and estimated
frequency.

Actual
Estimated Signal
Estimated Amplitude

3
2
1
0

-1
-2

200

400

600

800

1000

(a)

Actual
Estimated

Estimated Signal

-4
0

F u n d a m e n ta l p h a s e

Actual
Estimated

-3

1.5
1
0.5
0
-0.5
100

200

300

0.8

400

500

600

700

(a)
Fundamental Amplitude

0.6
0.4
0.2
0
100

200

300

400

500

600

700

800

900

Actual
Estimated

1.5

0.5

(b)

100

200

300

400

500

600

700

800

(b)

62

Estimated DC amplitude

E s tim a te d fre q u e n c y

63
Actual
Estimated

61
60
59

Actual
Estimated

1.2
1
0.8
0.6
0.4
0.2
0

100

200

300

400

500

600

700

800

(c)
100

200

300

400

500

600

700

(c)
Fig1(a)Estimated Signal and Amplitude(b) Estimated Phase
(c)Estimated Frequency.
C. Decaying DC component and Decaying Fundamental

Estimated Frequency

58

Actual
Estimated
50.5

50

49.5

49

Component
In this case a signal with decaying dc component and
decaying fundamental component is considered to evaluate
the performance of the proposed algorithm. The test signal
considered is as follows
n

s(n) = Adce 400 + 1.2 sin(2f (n) + 0.5)e 200

(24)

100

200

300

400

500

600

700

(d)
Fig.2 (a)Estimated Signal (b)Estimated fundamental
Amplitude (c)Estimated DC component(d) Estimated
Frequency.

2015 IEEE Power, Communication and Information Technology Conference (PCITC)

Siksha O Anusandhan University, Bhubaneswar, India.

IV. CONCLUSION
This paper proposes an adaptive filter based on Taylor
series expansion of the signal model where the Taylor
coefficients are computed using a modified least square
approach for the accurate estimation of amplitude, phase
and frequency of a time varying sinusoid in noise. Various
case studies have been presented highlighting the noise
rejection capability of the proposed algorithm,
simultaneous sudden change in frequency, amplitude, phase
and also performance of the algorithm in the presence of
decaying DC component. The results show excellent
tracking capability of the proposed algorithm which can be
applicable for real time applications.

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