Robust Modified Newton Algorithm for Adaptive Frequency Estimation

In this letter, we study the problem of adaptive retrieval of multiple sinusoids in white noise. The frequency estimation problem can be reformulated as an unconstrained optimization problem. From the proposed unconstrained cost function, a numerically robust and low complexity modified Newton algorithm is derived for tracking frequencies. A rigorous convergence analysis of the proposed algorithm by adopting Ljung's ordinary differential equation approach is presented. Simulation results show that the proposed adaptive frequency estimation algorithm has fast convergence and excellent tracking capability in nonstationary environment.