Widely linear estimation algorithms for second-order stationary signals

Authors:
Jesús Navarro-Moreno;Javier Moreno-Kayser;Rosa María Fernández-Alcalá;Juan Carlos Ruiz-Molina
Affiliations:
Department of Statistics and Operations Research, University of Jaén, Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, Jaén, Spain
Venue:
IEEE Transactions on Signal Processing
Year:
2009

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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.