Linear and nonlinear filters based on the improper Karhunen-Loève expansion

Authors:
Jesús Navarro-Moreno;Rosa María Fernández-Alcalá;Juan Carlos Ruiz-Molina;José Manuel Quesada-Rubio
Affiliations:
Department of Statistics and Operations Research, University of Jaén, 23071 Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, 23071 Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, 23071 Jaén, Spain;Department of Statistics and Operations Research, University of Jaén, 23071 Jaén, Spain
Venue:
Signal Processing
Year:
2012

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Abstract

Suboptimal linear and nonlinear continuous-discrete filters for improper complex valued signals are given. The estimators are derived from a generalized improper Karhunen-Loeve expansion of the signal involved and take the form of recursive algorithms which can easily be implemented in practice. Two examples show that the technique is feasible.