Fast measurement of amplitude and phase

On Mon, 25 Jul 2011 10:31:20 -0500, Vladimir Vassilevsky wrote:

> Tim wrote:
> 
> 
>> Any thing you do would, perforce, be Kalman _based_
> 
> Yes. The problem can be stated as minimization of the error vector. As
> such, it is the application for RLS.

Actually, if the noise (negligible or not) is known, as well as the 
frequency, then a Kalman filter for the offset, inphase and quadrature 
components ought to be pretty easy.  Then you're just a half step away 
from the phase.  If you expect the phase to drift you should be able to 
accommodate that, too.

I haven't pondered an H-infinity filter for a time-varying system (which 
is the model you'd be building your Kalman filter around) but it'd be 
worth a look to get more robustness.

-- 
Tim Wescott
Control system and signal processing consulting
www.wescottdesign.com