Time-frequency representation of instantaneous frequency using a Kalman filter

In this paper, a new method for obtaining a time-frequency representation of instantaneous frequency is introduced. A Kalman filter serves for dissociation of signal into modes with well defined instantaneous frequency. A second order resonator model is used as a model of signal components - 'monocomponent functions'. Simultaneously, the Kalman filter estimates the time-varying signal components in a complex form. The initial parameters for Kalman filter are obtained from the estimation of the spectral density through the Burg's algorithm by fitting an auto-regressive prediction model to the signal. To illustrate the performance of the proposed method, experimental results show the contribution of this method to improve the time-frequency resolution.