A Unifying Approach to Quaternion Adaptive Filtering: Addressing the Gradient and Convergence

Abstract

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