Fast estimation of the non-stationary amplitude of a harmonically distorted signal using a Kalman filter

In this paper we introduce a self-tuning Kalman filter for fast time-domain amplitude estimation of noisy harmonic signals with non-stationary amplitude and harmonic distortion, which is the problem of a contactvoltage measurement to which we apply the proposed method. The research method is based on the self-tuning of the Kalman filter's dropping-off behavior. The optimal performance (in terms of accuracy and fast response) is achieved by detecting the jump of the amplitude based on statistical tests of the innovation vector of the Kalman filter and reacting to this jump by adjusting the values of the covariance matrix of the state vector. The method's optimal configuration of the parameters was chosen using a statistical power analysis. Experimental results show that the proposed method outperforms competing methods in terms of speed and accuracy of the jump detection and amplitude estimation.