A Kalman Filtering Method on Time–Frequency Discrimination Analysis

This paper introduces a Kalman filtering model to separate the multiple-frequency modulated signals in both the time and frequency domain. According to the mathematical form of the discrete sinusoidal signal with a sampling rate, the Kalman filter model is established. Then, the Kalman filter method is derived and discussed to improve the time resolution, frequency resolution, and noise suppression when used to extract the multiple-frequency signal. To analyze and evaluate the performance of the proposed method, the numerical simulation is carried out, and the comparison results demonstrate that the Kalman-filtering-based method performs well in time–frequency separation and analysis from Gaussian white noise suppression, especially for phase demodulation.