Vold-Kalman order tracking code 1.0

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Vold-Kalman second generation, multi-order, simultaneous order tracking code (vkm.m).This method is valid for extracting multiple crossing orders.Written by Scot McNeill because I got tired of not having access to the V-K method for myresearch and decided to program it myself.Prof. Jiri Tuma has posted m-code for the single-order routine (MyVoldKalman2.m) in publications onhis website [1]. Note that MyVoldKalman2.m was also published in a Matlab conference paper.However, the M-code for the simultaneous, multi-order implementation [2] was not posted.Note that Prof. Tuma posted p-files for all his V-K routines, including simultaneous, multi-ordertracking routine. The P-files didn't work on my vintage of Matlab (2007a), soI just decided to implement [2] myself. I provide this first-draft implementation (vkm.m) for otherresearchers. M-code is provided.The additional routine, vk2.m, which does second generation, single-order, noncrossing order trackingis based on MyVoldKalman2.m [1]. vk2.m is provided as a comparison to vkm.m.Thanks to Prof. Tuma for making his concise matlab routine (MyVoldKalman2.m) available in hispublications.This implementation has not been rigorously tested and is made available as-is. It is the user'sresponsibility to verify output of the routine.To get started, run the m-files in the demos folder.References:[1] J. Tuma, Vold-Kalman order tracking filtration, PDF presentation slides online athttp://homel.vsb.cz/~tum52/index.php?page=download[2] C. Feldbauer and R. Holdrich, Realization of a Vold-Kalman filter - A least squaresapproach, Proceedings of the COST G-6 conference on digital audia effects (DAFX-00),Verona, Italy, December 7-9, 2000. Available online athttp://iem.at/projekte/publications/paper/..._hoeldrich2.pdf

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Platforms: Matlab

Keyword: Matlab, Mfiles, Output, Responsibility, Rigorously, Started, Tested, User, Verify

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