DEKFDual Extended Kalman Filtering (speech signal enhancement)
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Because the decentralized system is considered, this paper uses the decentralized extended Kalman filter (DEKF) to complete the trace process.
Like the Kalman filter, the DEKF also has two steps: the prediction step and the update step.
According to the updated state covariance matrix in the DEKF, [rho]([S.sub.a]) can be given by