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

Finding Octonionic Eigenvectors Using Mathematica

The eigenvalue problem for 3x3 octonionic Hermitian matrices contains some surprises, which we have reported elsewhere. In particular, the eigenvalues need not be real, there are 6 rather than 3 real eigenvalues, and the corresponding eigenvectors are not orthogonal in the usual sense. The nonassociativity of the octonions makes computations tricky, and all of these results were first obtained via brute force (but exact) Mathematica computations. Some of them, such as the computation of real eigenvalues, have subsequently been implemented more elegantly; others have not. We describe here the use of Mathematica in analyzing this problem, and in particular its use in proving a generalized orthogonality property for which no other proof is known.Comment: LaTeX2e, 22 pages, 8 PS figures (uses included PS prolog; needs elsart.cls and one of epsffig, epsf, graphicx

Polygon spaces and Grassmannians

We study the moduli spaces of polygons in R^2 and R^3, identifying them with subquotients of 2-Grassmannians using a symplectic version of the Gel'fand-MacPherson correspondence. We show that the bending flows defined by Kapovich-Millson arise as a reduction of the Gel'fand-Cetlin system on the Grassmannian, and with these determine the pentagon and hexagon spaces up to equivariant symplectomorphism. Other than invocation of Delzant's theorem, our proofs are purely polygon-theoretic in nature.Comment: plain TeX, 21 pages, submitted to Journal of Differential Geometr