Hybrid Observer for multi-frequency
signals
⋆
Daniele Carnevale
∗
Sergio Galeani
∗
Alessandro Astolfi
∗∗
∗
Dipartimento di Informatica, Sistemi e Produzione (DISP),
Universit`a di Roma “Tor Vergata”, 00133 Roma, Italy. (E-mail:
carnevale@disp.uniroma2.it).
∗∗
Department of Electrical and Electronic Engineering, Imperial
College London, SW7 2AZ, United Kingdom, and with the
Dipartimento di Informatica, Sistemi e Produzione, Universit`a di
Roma “Tor Vergata”, 00133 Roma, Italy (E-mail:
a.astolfi@imperial.ac.uk).
Abstract: We proposed a hybrid observer to estimate the frequencies of a signal even in the
presence of saturation. Semi-global exponential convergence of the estimation error is provided,
and the problem of retrieve dynamically the angular frequencies is addressed.
Keywords: Hybrid Observer, frequency estimation, identification, saturation.
1. INTRODUCTION
The problem of estimating the n unknown angular fre-
quencies ω
i
of the signal
y(t)=
n
i=1
E
i
sin (ω
i
t + φ
i
), (1)
amplitudes E
i
and phases φ
i
, for i =1, .., n, has been
widely studied in the past given its importance within dif-
ferent scientific fields as identification and control, acous-
tic, signal analysis, telecommunication.
Classic off-line solutions make use of Fourier transform
to process sets of batch data ( see S.M.Kay and Marple
(1981)). Afterwards on-line methods, suitable for many
engineering applications, have been firstly proposed in
the case of a single frequency signal employing infinite
impulse response filter in Regalia (1991) yielding local
results, and then combined with adaptation mechanism
in Hsu et al. (1999) to yield global results. In Bittanti
and Savaresi (2000) a modified extended Kalman filter
allows to estimate the frequency of signal in the presence
of additive broad-band noise.
In the sequel, just to name a few, global multi-frequency
estimator have been proposed in Obregon-Pulido et al.
(2002) and Xia (2002) exploiting adaptive identifiers,
and in Marino and Tomei (2002), mainly relaying on
a filtered transformation of co-ordinates, with improved
performances. In Marino et al. (2003), the asymptotic
estimates of the angular frequencies have been used to
cancel out the noise affecting the feedback signals. The
amplitudes E
i
have been reconstructed in Hou (2007) via
adaptive identifiers.
Within the general framework of Immersion and Invari-
ance observers proposed in Karagiannis et al. (2008), a
reduced order observer of dimension (3n-1) has been pro-
⋆
Supported in part by ASI, ENEA-Euratom.
posed to solve the same problem in Carnevale and Astolfi
(2008), also in the case of a single frequency saturated
signal Carnevale and Astolfi (2009).
In this work we propose an hybrid observer, having
discrete-time and continuous-time dynamics, which allows
to reduce the complexity of the continuous time dynamics
of the observers usually proposed to solve this problem,
and to solve the case of multifrequency saturated signal,
i.e. when the measured signal is of the form
y(t) = sat
σ
n
i=1
E
i
sin (ω
i
t + φ
i
)
, (2)
where σ> 0 is the saturation level and sat(·) is the satu-
ration function defined as sat
σ
(x) = max (−σ, min(σ, x)),
extending the result in Carnevale and Astolfi (2009).
Since the structure we propose exploits sampling of the
signals (1) and (2), with a specific sampling time, the
results we derive are semi-global given that only signal
frequencies lower than half of the sampling frequency can
be reconstructed (aliasing ). However, in practice, sampling
is mandatory and the same limitations applies for the
implementation of global observers too.
From a numerical point of view, the algorithm in Sec-
tion 4.2 supplies estimates of ˆ ω
i
’s with improved transient
with respect to the one in Theorem 1 which, as the greater
part of the observers devoted to this problem, provides
indirect estimate of ω
i
’s estimating the characteristic poly-
nomial of the LTI system whose output is (1).
2. PRELIMINARIES
To estimate the unknown frequencies ω
i
of the signal (1),
we propose an hybrid observer of the form given in Goebel
et al. (2009). Some of the main definitions for this class of
hybrid system are recalled next. The reader should refer
to Goebel et al. (2009) for further details.
Adaptation and Learning in Control and Signal Processing — ALCOSP 2010
Antalya, Turkey, August 26-28, 2010
ISBN 978-3-902661-85-2/11/$20.00 © 2010 IFAC 1