Quaternion Information Theoretic Learning Adaptive Algorithms for Nonlinear Adaptive

Information Theoretic Learning (ITL) is gaining popularity for designing adaptive filters for a non-stationary or non-Gaussian environment [1] [2] . ITL cost functions such as the Minimum Error Entropy (MEE) have been applied to both linear and nonlinear adaptive filtering with better overall performance compared with the typical mean squared error (MSE) and least-squares type adaptive filtering, especially for nonlinear systems in higher-order statistic noise environments [3]. Quaternion valued data processing is beneficial in applications such as robotics and image processing, particularly for performing transformations in 3-dimensional space. Particularly the benefit for quaternion valued processing includes performing data transformations in a 3 or 4-dimensional space in a more convenient fashion than using vector algebra [4, 5, 6, 7, 8]. Adaptive filtering in quaterion domain operates intrinsically based on the augmented statistics which the quaternion input vector covariance is taken into account naturally and as a result it incorporates component-wise real valued cross-correlation or the coupling within the dimensions of the quaternion input [9]. The generalized Hamilton-real calculus (GHR) for the quaternion data simplified product and chain rules and allows us to calculate the gradient and Hessian of quaternion based cost function of the learning algorithms eciently [10][11] . The quaternion reproducing kernel Hilbert spaces and its uniqueness provide a mathematical foundation to develop the quaternion value kernel learning algorithms [12]. The reproducing property of the feature space replace the inner product of feature samples with kernel evaluation. In this dissertation, we first propose a kernel adaptive filter for quaternion data based on minimum error entropy cost function. The new algorithm is based on error entropy function and is referred to as the quaternion kernel minimum error entropy (QKMEE) algorithm [13]. We apply generalized Hamilton-real (GHR) calculus that is applicable to quaternion Hilbert space for evaluating the cost function gradient to develop the QKMEE algorithm. The minimum error entropy (MEE) algorithm [3, 14, 15] minimizes Renyis quadratic entropy of the error between the lter output and desired response or indirectly maximizing the error information potential. ITL methodology improves the performance of adaptive algorithm in biased or non-Gaussian signals and noise enviorments compared to the mean squared error (MSE) criterion algorithms such as the kernel least mean square algorithm. Second, we develop a kernel adaptive filter for quaternion data based on normalized minimum error entropy cost function [14]. We apply generalized Hamilton-real GHR) calculus that is applicable to Hilbert space for evaluating the cost function gradient to develop the quaternion kernel normalized minimum error entropy (QKNMEE) algorithm [16]. The new proposed algorithm enhanced QKMEE algorithm where the filter update stepsize selection will be independent of the input power and the kernel size. Third, we develop a kernel adaptive lter for quaternion domain data, based on information theoretic learning cost function which could be useful for quaternion based kernel applications of nonlinear filtering. The new algorithm is based on error entropy function with fiducial point and is referred to as the quaternion kernel minimum error entropy with fiducial point (QKMEEF) algorithm [17]. In our previous work we developed quaternion kernel adaptive lter based on minimum error entropy referred to as the QKMEE algorithm [13]. Since entropy does not change with the mean of the distribution, the algorithm may converge to a set of optimal weights without having zero mean error. Traditionally, to make the zero mean output error, the output during testing session was biased with the mean of errors of training session. However, for non-symmetric or heavy tails error PDF the estimation of error mean is problematic [18]. The minimum error entropy criterion, minimizes Renyi\u27s quadratic entropy of the error between the filter output and desired response or indirectly maximizing the error information potential [19]. Here, the approach is applied to quaternions. Adaptive filtering in quaterion domain intrinsically incorporates component-wise real valued cross-correlation or the coupling within the dimensions of the quaternion input. We apply generalized Hamilton-real (GHR) calculus that is applicable to Hilbert space for evaluating the cost function gradient to develop the Quaternion Minimum Error Entropy Algorithm with Fiducial point. Simulation results are used to show the behavior of the new algorithm (QKMEEF) when signal is non-Gaussian in presence of unimodal noise versus bi-modal noise distributions. Simulation results also show that the new algorithm QKMEEF can track and predict the 4-Dimensional non-stationary process signals where there are correlations between components better than quadruple real-valued KMEEF and Quat-KLMS algorithms. Fourth, we develop a kernel adaptive filter for quaternion data, using stochastic information gradient (SIG) cost function based on the information theoretic learning (ITL) approach. The new algorithm (QKSIG) is useful for quaternion-based kernel applications of nonlinear ltering [20]. Adaptive filtering in quaterion domain intrinsically incorporates component-wise real valued cross-correlation or the coupling within the dimensions of the quaternion input. We apply generalized Hamilton-real (GHR) calculus that is applicable to quaternion Hilbert space for evaluating the cost function gradient. The QKSIG algorithm minimizes Shannon\u27s entropy of the error between the filter output and desired response and minimizes the divergence between the joint densities of input-desired and input-output pairs. The SIG technique reduces the computational complexity of the error entropy estimation. Here, ITL with SIG approach is applied to quaternion adaptive filtering for three different reasons. First, it reduces the algorithm computational complexity compared to our previous work quaternion kernel minimum error entropy algorithm (QKMEE). Second, it improves the filtering performance by considering the coupling within the dimensions of the quaternion input. Third, it performs better in biased or non-Gaussian signal and noise environments due to ITL approach. We present convergence analysis and steady-state performance analysis results of the new algorithm (QKSIG). Simulation results are used to show the behavior of the new algorithm QKSIG in quaternion non-Gaussian signal and noise environments compared to the existing ones such as quadruple real-valued kernel stochastic information gradient (KSIG) and quaternion kernel LMS (QKLMS) algorithms. Fifth, we develop a kernel adaptive filter for quaternion data, based on stochastic information gradient (SIG) cost function with self adjusting step-size. The new algorithm (QKSIG-SAS) is based on the information theoretic learning (ITL) approach. The new algorithm (QKSIG-SAS) has faster speed of convergence as compared to our previous work QKSIG algorithm

Nonlinear Attitude Filtering: A Comparison Study

This paper contains a concise comparison of a number of nonlinear attitude filtering methods that have attracted attention in the robotics and aviation literature. With the help of previously published surveys and comparison studies, the vast literature on the subject is narrowed down to a small pool of competitive attitude filters. Amongst these filters is a second-order optimal minimum-energy filter recently proposed by the authors. Easily comparable discretized unit quaternion implementations of the selected filters are provided. We conduct a simulation study and compare the transient behaviour and asymptotic convergence of these filters in two scenarios with different initialization and measurement errors inspired by applications in unmanned aerial robotics and space flight. The second-order optimal minimum-energy filter is shown to have the best performance of all filters, including the industry standard multiplicative extended Kalman filter (MEKF)

Employing data fusion & diversity in the applications of adaptive signal processing

The paradigm of adaptive signal processing is a simple yet powerful method for the class of system identification problems. The classical approaches consider standard one-dimensional signals whereby the model can be formulated by flat-view matrix/vector framework. Nevertheless, the rapidly increasing availability of large-scale multisensor/multinode measurement technology has render no longer sufficient the traditional way of representing the data. To this end, the author, who from this point onward shall be referred to as `we', `us', and `our' to signify the author myself and other supporting contributors i.e. my supervisor, my colleagues and other overseas academics specializing in the specific pieces of research endeavor throughout this thesis, has applied the adaptive filtering framework to problems that employ the techniques of data diversity and fusion which includes quaternions, tensors and graphs. At the first glance, all these structures share one common important feature: invertible isomorphism. In other words, they are algebraically one-to-one related in real vector space. Furthermore, it is our continual course of research that affords a segue of all these three data types. Firstly, we proposed novel quaternion-valued adaptive algorithms named the n-moment widely linear quaternion least mean squares (WL-QLMS) and c-moment WL-LMS. Both are as fast as the recursive-least-squares method but more numerically robust thanks to the lack of matrix inversion. Secondly, the adaptive filtering method is applied to a more complex task: the online tensor dictionary learning named online multilinear dictionary learning (OMDL). The OMDL is partly inspired by the derivation of the c-moment WL-LMS due to its parsimonious formulae. In addition, the sequential higher-order compressed sensing (HO-CS) is also developed to couple with the OMDL to maximally utilize the learned dictionary for the best possible compression. Lastly, we consider graph random processes which actually are multivariate random processes with spatiotemporal (or vertex-time) relationship. Similar to tensor dictionary, one of the main challenges in graph signal processing is sparsity constraint in the graph topology, a challenging issue for online methods. We introduced a novel splitting gradient projection into this adaptive graph filtering to successfully achieve sparse topology. Extensive experiments were conducted to support the analysis of all the algorithms proposed in this thesis, as well as pointing out potentials, limitations and as-yet-unaddressed issues in these research endeavor.Open Acces