Consider a noisy chirp signal

$$ \begin{equation} \begin{split} Y_k &= \alpha(t_k) \sin\bigg( \int^{t_k}_0 2 \, \pi \, f(s) \diff s \bigg) \\ &\quad+ \xi_k. \end{split} \nonumber \end{equation} $$

This repository offers an SDE-GP approach to estimating the instantaneous frequency function $f$ from measurements $\lbrace Y_1, Y_2,\ldots \rbrace$.