Quaternion singular spectrum analysis of electroencephalogram With application in sleep analysis

A novel quaternion-valued singular spectrum analysis (SSA) is introduced for multichannel analysis of electroencephalogram (EEG). The analysis of EEG typically requires the decomposition of data channels into meaningful components despite the notoriously noisy nature of EEG - which is the aim of SSA. However, the singular value decomposition involved in SSA implies the strict orthogonality of the decomposed components, which may not reflect accurately the sources which exhibit similar neural activities. To allow for the modelling of such co-channel coupling, the quaternion domain is considered for the first time to formulate the SSA using the augmented statistics. As an application, we demonstrate how the augmented quaternion-valued SSA (AQSSA) can be used to extract the sources, even at a signal-to-noise ratio as low as -10 dB. To illustrate the usefulness of our quaternion-valued SSA in a rehabilitation setting, we employ the proposed SSA for sleep analysis to extract statistical descriptors for five-stage classification (Awake, N1, N2, N3 and REM). The level of agreement using these descriptors was 74% as quantified by the Cohen's kappa

Enabling quaternion derivatives: the generalized HR calculus

Quaternion derivatives exist only for a very restricted class of analytic (regular) functions; however, in many applications, functions of interest are real-valued and hence not analytic, a typical case being the standard real mean square error objective function. The recent HR calculus is a step forward and provides a way to calculate derivatives and gradients of both analytic and non-analytic functions of quaternion variables; however, the HR calculus can become cumbersome in complex optimization problems due to the lack of rigorous product and chain rules, a consequence of the non-commutativity of quaternion algebra. To address this issue, we introduce the generalized HR (GHR) derivatives which employ quaternion rotations in a general orthogonal system and provide the left- and right-hand versions of the quaternion derivative of general functions. The GHR calculus also solves the long-standing problems of product and chain rules, mean-value theorem and Taylor's theorem in the quaternion field. At the core of the proposed GHR calculus is quaternion rotation, which makes it possible to extend the principle to other functional calculi in non-commutative settings. Examples in statistical learning theory and adaptive signal processing support the analysis

Novel quaternion matrix factorisations

The recent introduction of η-Hermitian matrices A = AηH has opened a new avenue of research in quaternion signal processing. However, the exploitation of this matrix structure has been limited, perhaps due to the lack of joint diagonalisation methodologies of these matrices. As such, we propose novel decompositions of η- Hermitian matrices to address this shortcoming in the literature. As an application, we consider a blind source separation problem in the form of an Alamouti-based communication system. Simulation studies demonstrate the effectiveness of our proposed joint diagonalisation technique and indicate that our approach is particularly useful when the sources are correlated

Cost-effective quaternion minimum mean square error estimation:From widely linear to four-channel processing

Widely linear estimation plays an important role in quaternion signal processing, as it caters for both proper and improper quaternion signals. However, widely linear algorithms are computationally expensive owing to the use of augmented variables and statistics. To reduce the computation cost while maintaining the performance level, we propose a four-channel estimation framework as an efficient alternative to quaternion widely linear estimation. This is achieved by using four linear models to estimate the four components of quaternion signals. We also show that any of the four channels is able to replace a strictly linear quaternion estimator when estimating strictly linear systems. The proposed method is shown to reduce computational complexity and provide more flexible algorithms, while preserving the physical meaning inherent in the quaternion domain. The proposed framework is next applied to quaternion minimum mean square error estimation to yield the reduced-complexity versions of the quaternion least mean square (QLMS), quaternion recursive least squares (QRLS), and quaternion nonlinear gradient decent (QNGD) algorithms. For the proposed QLMS algorithm, an adaptive step-size strategy is also explored. The effectiveness of the so introduced estimation techniques is validated by simulations on synthetic and real-world signals

Quaternion Common Spatial Patterns

A novel quaternion-valued common spatial patterns (QCSP) algorithm is introduced to model co-channel coupling of multi-dimensional processes. To cater for the generality of quaternion-valued non-circular data, we propose a generalized QCSP (G-QCSP) which incorporates the information on power difference between the real and imaginary parts of data channels. As an application, we demonstrate how G-QCSP can be used to provide high classification rates, even at a signal-to-noise ratio (SNR) as low as -10 dB. To illustrate the usefulness of our method in EEG analysis, we employ G-QCSP to extract features for discriminating between imagery left and right hand movements. The classification accuracy using these features is 70%. Furthermore, the proposed method is used to distinguish between Parkinson's disease (PD) patients and healthy control subjects, providing an accuracy of 87%

The Quaternion LMS Algorithm for Adaptive Filtering of Hypercomplex Processes

The quaternion least mean square (QLMS) algorithm is introduced for adaptive filtering of three- and four-dimensional processes, such as those observed in atmospheric modeling (wind, vector fields). These processes exhibit complex nonlinear dynamics and coupling between the dimensions, which make their component-wise processing by multiple univariate LMS, bivariate complex LMS (CLMS), or multichannel LMS (MLMS) algorithms inadequate. The QLMS accounts for these problems naturally, as it is derived directly in the quaternion domain. The analysis shows that QLMS operates inherently based on the so called ldquoaugmentedrdquo statistics, that is, both the covariance E{ xx^H} and pseudocovariance E{ xx^T} of the tap input vector x are taken into account. In addition, the operation in the quaternion domain facilitates fusion of heterogeneous data sources, for instance, the three vector dimensions of the wind field and air temperature. Simulations on both benchmark and real world data support the approach

Quaternion-Valued Stochastic Gradient-Based Adaptive IIR Filtering

A learning algorithm for the training of quaternion valued adaptive infinite impulse (IIR) filters is introduced. This is achieved by taking into account specific properties of stochastic gradient approximation in the quaternion domain and the recursive nature of the sensitivities within the IIR filter updates, to give the quaternion-valued stochastic gradient algorithm for adaptive IIR filtering (QSG-IIR). Further, to reduce computational complexity, a variant of the QSG-IIR is introduced, which for small stepsizes makes better use of the available information. Stability analysis and simulations on both synthetic and real world 4D data support the approach

The Quaternion LMS Algorithm for Adaptive Filtering of Hypercomplex Processes

The quaternion least mean square (QLMS) algorithm is introduced for adaptive filtering of three- and four-dimensional processes, such as those observed in atmospheric modeling (wind, vector fields). These processes exhibit complex nonlinear dynamics and coupling between the dimensions, which make their component-wise processing by multiple univariate LMS, bivariate complex LMS (CLMS), or multichannel LMS (MLMS) algorithms inadequate. The QLMS accounts for these problems naturally, as it is derived directly in the quaternion domain. The analysis shows that QLMS operates inherently based on the so called ldquoaugmentedrdquo statistics, that is, both the covariance E{ xx^H} and pseudocovariance E{ xx^T} of the tap input vector x are taken into account. In addition, the operation in the quaternion domain facilitates fusion of heterogeneous data sources, for instance, the three vector dimensions of the wind field and air temperature. Simulations on both benchmark and real world data support the approach

Fusion of heterogeneous data sources: A quaternionic approach

Sequential fusion of three- and four- dimensional heterogeneous data is achieved in the quaternion space ℍ. This way, data from multiple sensors are combined in order to achieve "improved accuracies" and more specific inferences that could not be performed by the use of only a single sensor. To this end, the quaternion LMS (QLMS) is proposed for the online fusion of hypercomplex data within the "data fusion via vector spaces" framework. Case studies on real-world signals such as environmental and financial time series are provided to support the proposed approach. ©2008 IEEE