A simple Spectral Observer

The principal aim of a spectral observer is twofold: the reconstruction of a signal of time via state estimation and the decomposition of such a signal into the frequencies that make it up. This paper proposes a novel spectral observer with an adjustable constant gain for reconstructing a given signal by means of the recursive identification of the coefficients of a Fourier series. The reconstruction or estimation of a signal in the context of this work means to find the coefficients of a linear combination of sines a cosines that fits a signal such that it can be reproduced. The design procedure of the spectral observer is presented along with the following applications: (1) the reconstruction of a simple periodical signal, (2) the approximation of both a square and a triangular signal, (3) the edge detection in signals by using the Fourier coefficients and (4) the fitting of the historical Bitcoin market data from 2014-12-01 to 2018-01-08.