Title :
Widely Linear Estimation Algorithms for Second-Order Stationary Signals
Author :
Navarro-Moreno, Jesús ; Moreno-Kayser, Javier ; Fernández-Alcalá, Rosa María ; Ruiz-Molina, Juan Carlos
Author_Institution :
Dept. of Stat. & Oper. Res., Univ. of Jaen, Jaen, Spain
Abstract :
Recursive estimation algorithms for discrete complex-valued second-order stationary signals are derived following a widely linear processing approach. The formulation is very general in that it allows for a variety of estimation problems. The results are applied on a simulation example and a performance analysis is presented.
Keywords :
least mean squares methods; recursive estimation; signal processing; time series; discrete complex-valued signal; linear least mean-square error estimation problem; performance analysis; recursive estimation algorithm; second-order stationary signal; simulation example; time series; widely linear estimation algorithm; widely linear processing approach; Complex-valued improper time series; linear least mean-square error estimation problems; second-order stationary signals; widely linear processing;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2009.2027461
