Title :
A theoretical bound for the performance advantage of quaternion widely linear estimation
Author :
Jahanchahi, Cyrus ; Kanna, Sithan ; Mandic, Danilo
Author_Institution :
Dept. of Electr. & Electron. Eng, Imperial Coll. London, London, UK
Abstract :
The quaternion widely linear model was recently introduced for optimal second order estimation of noncircular 3D and 4D data. Its superiority over the standard strictly linear model was shown experimentally, however, a rigorous proof giving performance bounds has been lacking. To this end, we here present a mathematical proof for the degree of performance benefits obtained when using the widely linear model in the context of minimum mean square error estimation.
Keywords :
estimation theory; signal processing; 4D data; mathematical proof; minimum mean square error estimation; noncircular 3D data; optimal second order estimation; performance bounds; quaternion widely linear estimation model; theoretical bound; Covariance matrices; Digital signal processing; Estimation; Mathematical model; Mean square error methods; Quaternions; Vectors; QLMS; Quaternion widely linear model; WLQLMS; mean square error; quaternion noncircularity;
Conference_Titel :
Digital Signal Processing (DSP), 2014 19th International Conference on
Conference_Location :
Hong Kong
DOI :
10.1109/ICDSP.2014.6900839