Performances Of Fixed-Lag Phase-Smoothing Algorithms

Report discusses performances of fixed-lag nonlinear smoothing algorithms applied to estimation of phase and frequency of sinusoidal carrier signal with process phase noise and additive observation phase noise. Algorithm of type considered functions as suboptimal filter operating on received signal. Algorithm developed for system in which signal sampled at discrete times. Process noise assumed to be Gaussian with zero mean and independent of observation noise. Nonlinear smoothing equations derived in customary matrix-and-vector forms.