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

Adaptation and learning over networks for nonlinear system modeling

In this chapter, we analyze nonlinear filtering problems in distributed environments, e.g., sensor networks or peer-to-peer protocols. In these scenarios, the agents in the environment receive measurements in a streaming fashion, and they are required to estimate a common (nonlinear) model by alternating local computations and communications with their neighbors. We focus on the important distinction between single-task problems, where the underlying model is common to all agents, and multitask problems, where each agent might converge to a different model due to, e.g., spatial dependencies or other factors. Currently, most of the literature on distributed learning in the nonlinear case has focused on the single-task case, which may be a strong limitation in real-world scenarios. After introducing the problem and reviewing the existing approaches, we describe a simple kernel-based algorithm tailored for the multitask case. We evaluate the proposal on a simulated benchmark task, and we conclude by detailing currently open problems and lines of research.Comment: To be published as a chapter in `Adaptive Learning Methods for Nonlinear System Modeling', Elsevier Publishing, Eds. D. Comminiello and J.C. Principe (2018

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

Collaborative adaptive filtering for machine learning

Quantitative performance criteria for the analysis of machine learning architectures and algorithms have long been established. However, qualitative performance criteria, which identify fundamental signal properties and ensure any processing preserves the desired properties, are still emerging. In many cases, whilst offline statistical tests exist such as assessment of nonlinearity or stochasticity, online tests which not only characterise but also track changes in the nature of the signal are lacking. To that end, by employing recent developments in signal characterisation, criteria are derived for the assessment of the changes in the nature of the processed signal. Through the fusion of the outputs of adaptive filters a single collaborative hybrid filter is produced. By tracking the dynamics of the mixing parameter of this filter, rather than the actual filter performance, a clear indication as to the current nature of the signal is given. Implementations of the proposed method show that it is possible to quantify the degree of nonlinearity within both real- and complex-valued data. This is then extended (in the real domain) from dealing with nonlinearity in general, to a more specific example, namely sparsity. Extensions of adaptive filters from the real to the complex domain are non-trivial and the differences between the statistics in the real and complex domains need to be taken into account. In terms of signal characteristics, nonlinearity can be both split- and fully-complex and complex-valued data can be considered circular or noncircular. Furthermore, by combining the information obtained from hybrid filters of different natures it is possible to use this method to gain a more complete understanding of the nature of the nonlinearity within a signal. This also paves the way for building multidimensional feature spaces and their application in data/information fusion. To produce online tests for sparsity, adaptive filters for sparse environments are investigated and a unifying framework for the derivation of proportionate normalised least mean square (PNLMS) algorithms is presented. This is then extended to derive variants with an adaptive step-size. In order to create an online test for noncircularity, a study of widely linear autoregressive modelling is presented, from which a proof of the convergence of the test for noncircularity can be given. Applications of this method are illustrated on examples such as biomedical signals, speech and wind data

Application of Wilcoxon Norm for increased Outlier Insensitivity in Function Approximation Problems

In system theory, characterization and identification are fundamental problems. When the plant behavior is completely unknown, it may be characterized using certain model and then, its identification may be carried out with some artificial neural networks(ANN) (like multilayer perceptron(MLP) or functional link artificial neural network(FLANN) ) or Radial Basis Functions(RBF) using some learning rules such as the back propagation (BP) algorithm. They offer flexibility, adaptability and versatility, for the use of a variety of approaches to meet a specific goal, depending upon the circumstances and the requirements of the design specifications. The first aim of the present thesis is to provide a framework for the systematic design of adaptation laws for nonlinear system identification and channel equalization. While constructing an artificial neural network or a radial basis function neural network, the designer is often faced with the problem of choosing a network of the right size for the task. Using a smaller neural network decreases the cost of computation and increases generalization ability. However, a network which is too small may never solve the problem, while a larger network might be able to. Transmission bandwidth being one of the most precious resources in digital communication, Communication channels are usually modeled as band-limited linear finite impulse response (FIR) filters with low pass frequency response

Distributed adaptive signal processing for frequency estimation

It is widely recognised that future smart grids will heavily rely upon intelligent communication and signal processing as enabling technologies for their operation. Traditional tools for power system analysis, which have been built from a circuit theory perspective, are a good match for balanced system conditions. However, the unprecedented changes that are imposed by smart grid requirements, are pushing the limits of these old paradigms. To this end, we provide new signal processing perspectives to address some fundamental operations in power systems such as frequency estimation, regulation and fault detection. Firstly, motivated by our finding that any excursion from nominal power system conditions results in a degree of non-circularity in the measured variables, we cast the frequency estimation problem into a distributed estimation framework for noncircular complex random variables. Next, we derive the required next generation widely linear, frequency estimators which incorporate the so-called augmented data statistics and cater for the noncircularity and a widely linear nature of system functions. Uniquely, we also show that by virtue of augmented complex statistics, it is possible to treat frequency tracking and fault detection in a unified way. To address the ever shortening time-scales in future frequency regulation tasks, the developed distributed widely linear frequency estimators are equipped with the ability to compensate for the fewer available temporal voltage data by exploiting spatial diversity in wide area measurements. This contribution is further supported by new physically meaningful theoretical results on the statistical behavior of distributed adaptive filters. Our approach avoids the current restrictive assumptions routinely employed to simplify the analysis by making use of the collaborative learning strategies of distributed agents. The efficacy of the proposed distributed frequency estimators over standard strictly linear and stand-alone algorithms is illustrated in case studies over synthetic and real-world three-phase measurements. An overarching theme in this thesis is the elucidation of underlying commonalities between different methodologies employed in classical power engineering and signal processing. By revisiting fundamental power system ideas within the framework of augmented complex statistics, we provide a physically meaningful signal processing perspective of three-phase transforms and reveal their intimate connections with spatial discrete Fourier transform (DFT), optimal dimensionality reduction and frequency demodulation techniques. Moreover, under the widely linear framework, we also show that the two most widely used frequency estimators in the power grid are in fact special cases of frequency demodulation techniques. Finally, revisiting classic estimation problems in power engineering through the lens of non-circular complex estimation has made it possible to develop a new self-stabilising adaptive three-phase transformation which enables algorithms designed for balanced operating conditions to be straightforwardly implemented in a variety of real-world unbalanced operating conditions. This thesis therefore aims to help bridge the gap between signal processing and power communities by providing power system designers with advanced estimation algorithms and modern physically meaningful interpretations of key power engineering paradigms in order to match the dynamic and decentralised nature of the smart grid.Open Acces

Revisiting Multi-Step Nonlinearity Compensation with Machine Learning

For the efficient compensation of fiber nonlinearity, one of the guiding principles appears to be: fewer steps are better and more efficient. We challenge this assumption and show that carefully designed multi-step approaches can lead to better performance-complexity trade-offs than their few-step counterparts.Comment: 4 pages, 3 figures, This is a preprint of a paper submitted to the 2019 European Conference on Optical Communicatio