An orthogonal vector analysis of windowed dynamical electrical signals with a Kalman filter tracking is proposed in this paper. Based on The Fourier Series Theory, the correlation of the signal coefficient that minimizes the error energy is obtained to extract the sinusoid component of the dynamical electrical signal. Further, The Kalman Filter is applied to track the hidden time-frequency behavior. The proposed algorithm is validated by comparing the response of The Kalman Filter estimation of the naive signal and the approximated one with the discrete Fourier transform. The results suggest that the proposed method is able to improve the Kalman response when treating with signals with non-linear dynamical properties.