Athanasios Polyzos, Christos Tsinos, Maria Adam, Nicholas Assimakis, "Complex Information Filter and Complex Kalman Filter Comparison: Selection of the Faster Filter," WSEAS Transactions on Systems and Control, vol. 19, pp. 324-333, 2024, DOI:10.37394/23203.2024.19.34
Athanasios Polyzos, Christos Tsinos, Maria Adam, Nicholas Assimakis. Complex Information Filter and Complex Kalman Filter Comparison: Selection of the Faster Filter.
WSEAS Transactions on Systems and Control. 2024;19:324-333. 10.37394/23203.2024.19.34
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.
Keywords:
Linear estimation, Widely linear model, Complex Kalman filter, Complex Information filter, Complex signals, Computational burden
Pages: 324-333 WSEAS Transactions on Systems and Control, ISSN / E-ISSN: 1991-8763 / 2224-2856, Volume 19, 2024, Art. #34 DOI: 10.37394/23203.2024.19.34
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