2015
DOI: 10.1109/lsp.2014.2361459
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Complex-Valued Gaussian Sum Filter for Nonlinear Filtering of Non-Gaussian/Non-Circular Noise

Abstract: Motivated by application of Gaussian sum filters (GSF) and multiple model adaptive estimation (MMAE) approaches in scenarios where assumption of proper (circular) Gaussian signals is not valid, the letter proposes a novel complexvalued Gaussian sum filter (C/GSF) for non-linear filtering of non-Gaussian/non-circular measurement noise. Although the literature on recursive state estimation using GSF is rich, its complex-valued counterpart which incorporates the full second-order statistics of the system and can … Show more

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Cited by 21 publications
(11 citation statements)
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“…A first philosophy then consists in trying to estimate it in order to optimize the non-linearity of the beamformer. This estimation may be implemented through stochastic techniques, based, for example, on particle filtering [23], [24] or through a parametric model of the non-Gaussian observations, such as the Gaussian mixture model [25], well-suited to model non-Gaussian/non-circular noise [26]. However, in all cases, this philosophy is generally costly and difficult to implement.…”
Section: Introductionmentioning
confidence: 99%
“…A first philosophy then consists in trying to estimate it in order to optimize the non-linearity of the beamformer. This estimation may be implemented through stochastic techniques, based, for example, on particle filtering [23], [24] or through a parametric model of the non-Gaussian observations, such as the Gaussian mixture model [25], well-suited to model non-Gaussian/non-circular noise [26]. However, in all cases, this philosophy is generally costly and difficult to implement.…”
Section: Introductionmentioning
confidence: 99%
“…The treatment of improper complex noise is carried out in various systems including CDMA [45], [116], discrete multitoned systems [27] and spectral image target detection [113]. Asymmetric noise characterization is necessary for appropriate estimation [111], detection [38], [62], [114], filtering [117], processing [42], [242], and compensation [8].…”
Section: Communication Systemsmentioning
confidence: 99%
“…To deal with these issues within BLE-based indoor localization, multitude of advanced signal processing solutions are utilized. Kalman filters (KFs) [20,21] are used to smooth RSSI, Particle filters (PFs) [22] are incorporated to deal with non-linearities of the underlying model, Combination of linear (KFs) and non-linear techniques (PFs) are utilized, Gaussian sum filters [23], and multiple-model solutions [24] are used to deal with non-Gaussian and unknown noise characteristics. In this paper, we introduce/incorporate an alternative solution to the existing filtering techniques used recently for indoor localization/tracking via BLE-enabled beacons.…”
Section: Introductionmentioning
confidence: 99%