A Widely Linear Complex Unscented Kalman Filter
نویسندگان
چکیده
منابع مشابه
Analysis of the Widely Linear Complex Kalman Filter
The augmented complex Kalman filter (ACKF) has been recently proposed for the modeling of noncircular complexvalued signals for which widely linear modelling is more suitable than a strictly linear model. This has been achieved in the context of neural network training, however, the extent to which the ACKF outperforms the conventional complex Kalman filter (CCKF) in standard adaptive filtering...
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Equation (1) is called the measurement equation. It relates the measured observable variables that provide information on αt. We use Zt ∈ M (pt ×m) to denote the matrix of factor loadings. The Ht ∈M (pt × pt) matrix is the variance-covariance matrix of the measurement noise vector, εt. Equation (2) is called the transition equation. We use Gt ∈ M (m×m) to denote the matrix of factor coefficient...
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ژورنال
عنوان ژورنال: IEEE Signal Processing Letters
سال: 2011
ISSN: 1070-9908,1558-2361
DOI: 10.1109/lsp.2011.2166259