1,691 research outputs found
A Unifying Approach to Quaternion Adaptive Filtering: Addressing the Gradient and Convergence
A novel framework for a unifying treatment of quaternion valued adaptive
filtering algorithms is introduced. This is achieved based on a rigorous
account of quaternion differentiability, the proposed I-gradient, and the use
of augmented quaternion statistics to account for real world data with
noncircular probability distributions. We first provide an elegant solution for
the calculation of the gradient of real functions of quaternion variables
(typical cost function), an issue that has so far prevented systematic
development of quaternion adaptive filters. This makes it possible to unify the
class of existing and proposed quaternion least mean square (QLMS) algorithms,
and to illuminate their structural similarity. Next, in order to cater for both
circular and noncircular data, the class of widely linear QLMS (WL-QLMS)
algorithms is introduced and the subsequent convergence analysis unifies the
treatment of strictly linear and widely linear filters, for both proper and
improper sources. It is also shown that the proposed class of HR gradients
allows us to resolve the uncertainty owing to the noncommutativity of
quaternion products, while the involution gradient (I-gradient) provides
generic extensions of the corresponding real- and complex-valued adaptive
algorithms, at a reduced computational cost. Simulations in both the strictly
linear and widely linear setting support the approach
Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processing
Recent developments in quaternion-valued widely linear processing have
established that the exploitation of complete second-order statistics requires
consideration of both the standard covariance and the three complementary
covariance matrices. Although such matrices have a tremendous amount of
structure and their decomposition is a powerful tool in a variety of
applications, the non-commutative nature of the quaternion product has been
prohibitive to the development of quaternion uncorrelating transforms. To this
end, we introduce novel techniques for a simultaneous decomposition of the
covariance and complementary covariance matrices in the quaternion domain,
whereby the quaternion version of the Takagi factorisation is explored to
diagonalise symmetric quaternion-valued matrices. This gives new insights into
the quaternion uncorrelating transform (QUT) and forms a basis for the proposed
quaternion approximate uncorrelating transform (QAUT) which simultaneously
diagonalises all four covariance matrices associated with improper quaternion
signals. The effectiveness of the proposed uncorrelating transforms is
validated by simulations on both synthetic and real-world quaternion-valued
signals.Comment: 41 pages, single column, 10 figure
Filtering and Tracking with Trinion-Valued Adaptive Algorithms
A new model for three-dimensional processes based on the trinion algebra is introduced for the first time. Compared
with the pure quaternion model, the trinion model is more compact and computationally more efficient, while having similar or
comparable performance in terms of adaptive linear filtering. Moreover, the trinion model can effectively represent the general
relationship of state evolution in Kalman filtering, where the pure quaternion model fails. Simulations on real-world wind
recordings and synthetic data sets are provided to demonstrate the potentials of this new modeling method
About QLMS Derivations
International audienceIn this letter, a review of the quaternionic least mean squares (QLMS) algorithm is proposed. Three versions coming from three derivation ways exist: the original QLMS based on component wise gradients, the HR-QLMS based on a quaternion gradient operator and iQLMS based on an involutions-gradient. Noting and investigating the differences between the three QLMS formulations, we show that the original QLMS suffers from a mistake in the derivation calculus. Thus, we propose to derive rigorously the criterion following the first way, giving the correct version of QLMS. A comparison with the other QLMS versions validates these results on simulated data
- …