UNBIASED FREQUENCY ESTIMATION

Yolanda Vidal
LaCàN, Departament de Matemàtica Aplicada III, Escola Universitària d’Enginyeria Tècnica Industrial de Barcelona,
Universitat Politècnica de Catalunya, Comte d’Urgell, 187, 08036 Barcelona, Spain.
yolanda.vidal@upc.edu

Leonardo Acho, Francesc Pozo

CoDAlab, Departament de Matemàtica Aplicada III, Escola Universitària d’Enginyeria Tècnica Industrial de Barcelona,
Universitat Politècnica de Catalunya, Comte d’Urgell, 187, 08036 Barcelona, Spain.
leonardo.acho@upc.edu, francesc.pozo@upc.edu

Keywords: frequency estimation; observer; adaptive system.

Abstract: This paper presents an alternative solution to the problem of frequency estimation. An analysis of the stability
and a dynamic estimation are obtained for a dynamic system using the Lyapunov theory. The robustness of
the proposed method is tested numerically.

In this paper a new option is proposed that employs

sinusoidal frequency
input estimation
frequency
estimator
Figure 1: Block diagram of a frequency estimator.
1 INTRODUCTION
On-line frequency estimation has been ap-
proached using various techniques (see (Bobtsov,
2008; Xia, 2002; Hsu et al., 1999) and the references
therein). Frequency estimation is an important topic
and has many applications in engineering, such as
vibration control and the design of disk drivers and
magnetic bearings (Hsu et al., 1999). These appli-
cations are in the time domain, which is often sim-
pler than spectral analysis. Spectral analysis requires
complex numbers and many numeric calculations; the
data for spectral analysis is contained in the time-
domain. Using the time domain data, frequency esti-
mation consists of modeling the dynamic system with
a sinusoidal input signal with an unknown amplitude
and frequency; then, estimations are made on the fre-
quency of the system (see Figure 1). A globally con-
vergent adaptive notch filter is studied in (Hsu et al.,
1999), and an alternative method, employing an adap-
tive observer design, is presented in (Bobtsov, 2008).
Lyapunov theory to find the stability of the system.
We assume that the sinusoidal signal is unbiased; a
study on the biased case is given in (Bobtsov, 2008).
We present numerical experiments with a corrupted
sinusoidal signal to illustrate the robustness of our
system.
The contents of this paper are as follows. Sec-
tion two presents a dynamic system for the estimator
design; Lyapunov theory is employed to develop the
design. Section three presents the numerical experi-
ments and robustness analysis. Conclusions on this
work are drawn in Section four.
2 FREQUENCY ESTIMATION
DESIGN
Consider the problem of on-line frequency esti-
mation for a pure sinusoidal signal (for instance, see
(Hsu et al., 1999))
s(t) = a sin (ωt) (1)
where ω is the frequency and a is the amplitude.
These parameters are assumed to be unknown positive
numbers. The objective is to find a dynamic system
that gives an estimation of w. Consider the following
system,
ẏ = ṡ − θ(y − x2), (2)
x˙2 = s − y. (3)
 Suppose that there exists θ = θ∗ such that y = 0,
s p w ẏ = w − θ(y − x2 ) y, x2 θ
which implies that ẏ = 0. Then, the system (2)-(3) θ̇ = ρy(y − x2)
reduces to βp + 1 x˙2 = s − y

θ∗ x2 = −ṡ, (4)
x˙2 = s. (5)
So, θ∗ x˙2 = −s̈, which is equivalent to Figure 2: Block diagram of the proposed frequency estima-
tor.
θ∗ s = −s̈, (6)
corresponding to a linear oscillator with the oscilla-
tion frequency: θ∗ = w2 . Now, the objective is to find (ii) x2 is bounded. As y converges to zero then by (2)
a dynamic system for θ such that a combination of y we have that x2 converges to − θṡ∗ as t → ∞. So x2
and θ gives a stable equilibrium point (in the sense of converges to a periodic motion. This is verified in
Lyapunov theory). To fulfill this objective, consider the numerical simulations.
the following Lyapunov function: The main difficulty with system (2)-(3) is the time
1 2 1 1
 
ṡ
2 derivative of s: differentiation is undesirable due to
V = y + (θ − θ ) + ∗ 2
x2 − − ∗ . (7) noise amplification. However, to avoid this diffi-
2 2ρ 2 θ culty, we can use the following stable approximation
Here, ρ is a positive constant. The last term in (7) (Spong and Vidyasagar, 1989):
captures the convergence of x2 to a periodic motion, p
as expected. Then, the derivative of V along the tra- w= s∼= ṡ
βp + 1
jectory of system (2)-(3) is,
1
 ∗
θ x2 + ṡ
 
s̈
 where p is the Laplace operator and β is a small pos-
V̇ = yẏ + (θ − θ )θ̇ +
∗
ẋ2 − − ∗ itive number. Therefore, our frequency estimator is
ρ θ∗ θ
,
given by:
and using the equation (6), yields
ẏ = w − θ(y − x2), (10)
1
V̇ = yṡ − θy(y − x2) + (θ − θ∗ )θ̇. x˙2 = s − y, (11)
ρ
θ̇ = ρy(y − x2), (12)
Defining θ̃ = θ − θ∗ , and using (4), p
w= s. (13)
1
V̇ = −yθ∗ x2 − θy(y − x2) + θ̃θ̇ βp + 1
ρ
A block diagram of the frequency estimator (10)-(13)
1
= θ̃yx2 − θy2 + θ̃θ̇ is given in Figure 2.
ρ Remark: In practical computations the derivative
1 approximation (13) can be rewritten as a differential
= θ̃yx2 − θ̃y2 + θ̃y2 − θy2 + θ̃θ̇
ρ equation for the state variable w as
θ̇ βẇ + w = ṡ,
 
= θ̃ − y(y − x2) − θ∗ y2 . (8)
ρ
which finally gives
Finally, defining
1
θ̇ = ρy(y − x2), (9) ẇ = (−w + ṡ).
β
the equation (8) transforms to
V̇ = −θ∗ y2 .
3 NUMERICAL EXPERIMENTS
Thus, V̇ is negative semi-definite. Also, the equations
above imply that y, θ, ẏ, θ̇ ∈ L∞ and y ∈ L2 . Invoking In this section we present numerical experiments
the Barbalat’s lemma we can ensure that V̇ → 0 as for the system (10)-(13). The simulation results are
t → ∞. Therefore, we can conclude that y converges shown in Figure 3 for the case where
to zero as time passes. Note that this implies that:
s(t) = sin (2t), ρ = 10, and β = 0.001.
(i) θ is an estimation of θ∗ . The convergence of y to
zero after a period of time implies, using (9), that As expected, the frequency estimator gives θ∗ = ω2 ≈
θ̇ converges to 0 as time passes. So θ converges to 4 and the variable x2 is periodic. To test the robust-
a constant value θ∗ (as y converges to zero). ness of the estimator we use the following corrupted
 1 1

0.5 0.5
y(t)

y(t)
0 0

−0.5 −0.5
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
time time
0.5
0.4
0.2
x (t)

x (t)
0 0
2

2
−0.2
−0.4
−0.5
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
time time
5 5
4 4
3 3
θ(t)

θ(t)
2 2
1 1
0 0
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
time time
2
4
1
2
w(t)

w(t)

0
0
−1
−2
−2
0 2 4 6 8 10 12 14 16 18 20 0 2 4 6 8 10 12 14 16 18 20
time time

Figure 3: Numerical experiments for the unperturbed case. Figure 4: Numerical experiments for the perturbed case.

2
signal (see Figure 5), which is based on the signal in 1
(Bobtsov, 2008) without the un-biasing term:
s(t)

s(t) = sin (2t) + 0.1 sin (10t) −1

+ 0.05 sin(20t) + 0.03 sin(30t). −2
0 2 4 6 8 10 12 14 16 18 20
time
The simulation results for the perturbed signal are
shown in Figure 4. For the perturbed signal the Figure 5: Perturbed signal.
frequency estimation approaches the expected value
θ∗ = ω2 ≈ 4 and the variable x2 remains periodic.
REFERENCES
4 CONCLUSIONS Bobtsov, A. (2008). New approach to the problem of glob-
ally convergent frequency estimator. Int. J. of Adap-
tive Control and Signal Processing, 22:306–317.
An alternative approach to on-line frequency estima-
tion has been proposed. This approach was obtained Hsu, L., Ortega, R., and Damm, G. (1999). A globally con-
vergent frequency estimator. IEEE Tran. on Automatic
by examining the problem from a novel viewpoint and Control, 44(4):698–713.
invoking Lyapunov theory. We examine the case of an
unbiased signal input. Further research is required to Spong, M. and Vidyasagar, M. (1989). Robot dynamics and
Control. John Willey & Sons, Inc., USA.
solve the problem of a biased signal input.
Xia, X. (2002). Global frequency estimation using adap-
tive identifiers. IEEE Tran. on Automatic Control,
47(7):1188–1193.