Complex Information Filter and Complex Kalman Filter Comparison: Selection of the Faster Filter
Athanasios Polyzos, Christos G. Tsinos, Μαρία Αδάμ, Nicholas Assimakis · WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL · 2024
Complex Kalman filters are used in complex signal processing. A comparison between the complex Kalman filter and the complex Information filter is presented in the general case of discrete-time widely linear models. The complex Kalman filter and the complex Information filter compute iteratively the same estimations. The computational burdens of these complex filters are determined and a method is derived to decide which filter is the faster one, taking into account only the model dimensions.