i would like to learn how to convert sinusoidal model into state space form which has following equation
our model consist of sum of periodic components with additive of white noise, given by following form
$y(t) = A_1\sin(\omega_1 t) + A_2\sin(\omega_2 t+) + ... + A_p\sin(\omega_p t) + z(t)$ where $z(t)$ is additive white noise and
$\omega_i=2*\pi*F_i $
i was reading special document Tracking a Sine Wave
i somehow understand step when we have single sinusoidal components, but what about when we have several ones? please help me