| 摘要 |
PURPOSE:To estimate with high accuracy the frequency of a sine wave from a short observed value by providing a feedback circuit for estimating a phase, a frequency and an amplitude and a means for updating the gain of a feedback. CONSTITUTION:The titled estimating device is constituted with a feedback circuit 1 which consists of adders 4, 6, multipliers 5, 8, an integrator 8 and a forecasting observed value calculating circuit 9 and executes a state estimation and part which consists of an updating quantity calculating circuit 11 of a covariance matrix and an integrator 12 and derives the covariance matrix. In this state, when an obtained observed value by which noises are superposed on a sine wave is inputted from an input terminal 3, an operation for estimating a phase, a frequency and an amplitude being parameters of the sine wave is executed by the feedback circuit 1, an operation for updating the gain of a feedback is executed by the part 2 for deriving a covariance matrix and an optimum estimated value of the state is calculated approximately. In this way, the frequency of the sine wave can be estimated with the high accuracy from a short observed value without going by way of the calculation of a spectrum.
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