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
fDate :
July 31 2011-Aug. 5 2011
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;
Conference_Titel :
Neural Networks (IJCNN), The 2011 International Joint Conference on
Conference_Location :
San Jose, CA
Print_ISBN :
978-1-4244-9635-8
DOI :
10.1109/IJCNN.2011.6033585