Distributed Widely Linear Complex Kalman Filtering
Dahir H. Dini,
Sithan Kanna,
Danilo P. Mandic
Abstract:We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely linear) complex Kalman filter (D-ACKF) suited to the generality of complex signals is introduced, allowing for unified treatment of both proper (rotation invariant) and improper (rotation dependent) signal distributions. Its duality with the bivariate real-valued distributed K… Show more
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