A Widely Linear Complex Unscented Kalman Filter

Conventional complex valued signal processing algorithms assume rotation invariant (circular) signal distributions, and are thus suboptimal for real world processes which exhibit rotation dependent distributions (noncircular). In nonlinear sequential state space estimation, noncircularity can arise...

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Veröffentlicht in:	IEEE signal processing letters 2011-11, Vol.18 (11), p.623-626
Hauptverfasser:	Dini, D. H., Mandic, D. P., Julier, S. J.
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Analytical models Augmented complex UKF complex circularity Computer simulation Covariance matrix Data models Error analysis improperness Invariants Kalman filters Mathematical model Matrices Noise Nonlinearity Signal processing unscented Kalman filter Vectors widely linear Kalman filter widely linear model
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