• DocumentCode
    1935151
  • Title

    A unifying framework for the analysis of quaternion valued adaptive filters

  • Author

    Took, Clive Cheong ; Jahanchahi, Cyrus ; Mandic, Danilo P.

  • Author_Institution
    Dept. of Electr. & Electron. Eng., Imperial Coll. London, London, UK
  • fYear
    2011
  • fDate
    6-9 Nov. 2011
  • Firstpage
    1771
  • Lastpage
    1774
  • Abstract
    The recently proposed HR-calculus has enabled rigorous derivation of quaternion-valued adaptive filtering algorithms, and has also introduced several equivalent forms of the quaternion least mean square (QLMS). This work aims to address the uniqueness of the solutions to the stochastic gradient optimisation problems, and to provide a unified framework for the derivation and analysis of quaternion least mean square algorithms. In doing so, we assess and compare the properties of the adaptive algorithms in the context of their convergence and steady state performances. For generality, the convergence properties of both QLMS and its widely linear extension, the WL-QLMS are illuminated.
  • Keywords
    adaptive filters; convergence of numerical methods; gradient methods; least mean squares methods; optimisation; HR-calculus; WL-QLMS linear extension; convergence property; quaternion least mean square algorithm; quaternion valued adaptive filter; stochastic gradient optimisation problem; Adaptive filters; Convergence; Covariance matrix; Least mean square algorithms; Least squares approximation; Quaternions; Stability analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Signals, Systems and Computers (ASILOMAR), 2011 Conference Record of the Forty Fifth Asilomar Conference on
  • Conference_Location
    Pacific Grove, CA
  • ISSN
    1058-6393
  • Print_ISBN
    978-1-4673-0321-7
  • Type

    conf

  • DOI
    10.1109/ACSSC.2011.6190325
  • Filename
    6190325