WSEAS Transactions on Systems and Control
Print ISSN: 1991-8763, E-ISSN: 2224-2856
Volume 19, 2024
Complex Information Filter and Complex Kalman Filter Comparison: Selection of the Faster Filter
Authors: , , ,
Abstract: Complex Kalman filters are used in complex signal processing. A comparison between the complex Kalman filter and the complex Information filter is presented in the general case of discrete-time widely linear models. The complex Kalman filter and the complex Information filter compute iteratively the same estimations. The computational burdens of these complex filters are determined and a method is derived to decide which filter is the faster one, taking into account only the model dimensions.