Kalman Filter Based Estimation and Demodulation of Complex Signals
White Papers
The Kalman filter was proposed in 1960 as an optimal linear filter for the detection of signals in the presence of noise [1]. Since then it has been used in many different disciplines for a variety of estimation purposes [2-7]. At first sight, the mathematics involved in the Kalman filter may seem overwhelming to a newcomer. The newcomer is referred to excellent introductions of the Kalman filter which concentrate on explaining its usefulness and give an intuitive picture of how the technique works [2-3]. In this whitepaper use of the Kalman filter is described for demodulation of complex signals and for estimation of parameters describing the properties of signals and of the link itself. This whitepaper is not intended to provide a complete description of the Kalman filter, although the key equations and operation of the filter are briefly described in Appendix A.