Generalization of the Wide-Sense Markov Concept to a Widely Linear Processing

In this paper we show that the classical definition and the associated characterizations of wide-sense Markov (WSM) signals are not valid for improper complex signals. For that, we propose an extension of the concept of WSM to a widely linear (WL) setting and the study of new characterizations. Spec...

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Bibliographic Details
Published in:Journal of physics. Conference series 2014-01, Vol.490 (1), p.12061-4
Main Authors: Espinosa-Pulido, Juan Antonio, Navarro-Moreno, Jesús, Fernández-Alcalá, Rosa María, Ruiz-Molina, Juan Carlos, Oya-Lechuga, Antonia, Ruiz-Fuentes, Nuria
Format: Article
Language:English
Subjects:
Algorithms
Markov models
Markov processes
Physics
Recursive
Representations
Signal processing
State space models
Online Access:Get full text
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Summary:In this paper we show that the classical definition and the associated characterizations of wide-sense Markov (WSM) signals are not valid for improper complex signals. For that, we propose an extension of the concept of WSM to a widely linear (WL) setting and the study of new characterizations. Specifically, we introduce a new class of signals, called widely linear Markov (WLM) signals, and we analyze some of their properties based either on second-order properties or on state-space models from a WL processing standpoint. The study is performed in both the forwards and backwards directions of time. Thus, we provide two forwards and backwards Markovian representations for WLM signals. Finally, different estimation recursive algorithms are obtained for these models.
ISSN:1742-6596
1742-6588
1742-6596
DOI:10.1088/1742-6596/490/1/012061