DocumentCode
3499844
Title
A class of fast quaternion valued variable stepsize stochastic gradient learning algorithms for vector sensor processes
Author
Wang, Mingxuan ; Took, Clive Cheong ; Mandic, Danilo P.
Author_Institution
Dept. of Electr. Eng., Imperial Coll. London, London, UK
fYear
2011
fDate
July 31 2011-Aug. 5 2011
Firstpage
2783
Lastpage
2786
Abstract
We introduce a class of gradient adaptive stepsize algorithms for quaternion valued adaptive filtering based on three- and four-dimensional vector sensors. This equips the recently introduced quaternion least mean square (QLMS) algorithm with enhanced tracking ability and enables it to be more responsive to dynamically changing environments, while maintaining its desired characteristics of catering for large dynamical differences and coupling between signal components. For generality, the analysis is performed for the widely linear signal model, which by virtue of accounting for signal noncircularity, is optimal in the mean squared error (MSE) sense for both second order circular (proper) and noncircular (improper) processes. The widely linear QLMS (WL-QLMS) employing the proposed adaptive stepsize modifications is shown to provide enhanced performance for both synthetic and real world quaternion valued signals. Simulations include signals with drastically different component dynamics, such as four dimensional quaternion comprising three dimensional turbulent wind and air temperature for renewable energy applications.
Keywords
filtering theory; gradient methods; mean square error methods; signal processing; vectors; adaptive stepsize modification; air temperature; component dynamics; fast quaternion valued variable stepsize stochastic gradient learning algorithm; four dimensional quaternion; four-dimensional vector sensor; gradient adaptive stepsize algorithm; mean squared error; quaternion least mean square; quaternion valued adaptive filtering; real world quaternion valued signal; renewable energy application; signal noncircularity; three dimensional turbulent wind; three-dimensional vector sensor; tracking ability; vector sensor process; Adaptation models; Algebra; Heuristic algorithms; Prediction algorithms; Quaternions; Signal processing; Signal processing algorithms;
fLanguage
English
Publisher
ieee
Conference_Titel
Neural Networks (IJCNN), The 2011 International Joint Conference on
Conference_Location
San Jose, CA
ISSN
2161-4393
Print_ISBN
978-1-4244-9635-8
Type
conf
DOI
10.1109/IJCNN.2011.6033585
Filename
6033585
Link To Document