System and method for automatic recovery and covariance adjustment in linear filters

摘要

A communications device includes a time/frequency error measurement circuit that receives a communications signal and measures its timing and frequency errors. A Kalman filter receives the communications signal from the time/frequency error measurement circuit and processes the signal using a multi-level state error covariance matrix P for controlling the Kalman gain in the Kalman filter. An on-line monitoring circuit is operative with the Kalman filter for monitoring the actual state errors in time and frequency and controlling the state error covariance matrix P based on a measured error threshold.