Extensions to the Theory of Widely Linear Complex Kalman Filtering

Details Extensions to the Theory of Widely Linear Complex Kalman Filtering Extensions to the Theory of Widely Linear Complex Kalman Filtering

2011-05-27

arxiv.org/abs/1105.5432v2

Computer Science

Systems and Control

Scientific paper

For an improper complex signal x, its complementary covariance ExxT is not zero and thus it carries useful statistical information about x. Widely linear processing exploits Hermitian and complementary covariance to improve performance. In this paper we extend the existing theory of widely linear complex Kalman filters (WLCKF) and unscented WLCKFs [1]. We propose a WLCKF which can deal with more general dynamical models of complex-valued states and measurements than the WLCKFs in [1]. The proposed WLCKF has an equivalency with the corresponding dual channel real KF. Our analytical and numerical results show the performance improvement of a WLCKF over a complex Kalman filter (CKF) that does not exploit complementary covariance. We also develop an unscented WLCKF which uses modified complex sigma points. The modified complex sigma points preserve complete first and second moments of complex signals, while the sigma points in [1] only carry the mean and Hermitian covariance, but not complementary covariance of complex signals.

Affiliated with

Also associated with

No associations

Rating

Extensions to the Theory of Widely Linear Complex Kalman Filtering does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Extensions to the Theory of Widely Linear Complex Kalman Filtering, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Extensions to the Theory of Widely Linear Complex Kalman Filtering will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-664291