Extensions to the Theory of Widely Linear Complex Kalman Filtering

  title={Extensions to the Theory of Widely Linear Complex Kalman Filtering},
  author={Wenbing Dang and Louis L. Scharf},
  journal={IEEE Transactions on Signal Processing},
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 [D. P. Mandic and S. L. Goh,Complex Valued Nonlinear Adaptive Filters: Noncircularity, Widely Linear and Neural Models (New York: Wiley, 2009)]. We… CONTINUE READING
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Complex Valued Nonlinear Adaptive Filters: Noncircularit y

  • D. P. Mandic, S. L. Goh
  • Widely Linear and Neural Models . Wiley
  • 2009
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