A class of quaternion valued affine projection algorithms

Authors:
Cyrus Jahanchahi;Clive Cheong Took;Danilo P. Mandic
Affiliations:
Department of Electrical and Electronic Engineering, Imperial College, London SW7 2AZ, United Kingdom;Department of Computing, University of Surrey, GU7 2XH, United Kingdom;Department of Electrical and Electronic Engineering, Imperial College, London SW7 2AZ, United Kingdom
Venue:
Signal Processing
Year:
2013

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Abstract

The strictly linear quaternion valued affine projection algorithm (QAPA) and its widely linear counterpart (WLQAPA) are introduced, in order to provide fast converging stochastic gradient learning in the quaternion domain, for the processing of both second order circular (proper) and second order noncircular (improper) signals. This is achieved based on the recent advances in augmented quaternion statistics, which employs all second order information available, together with the associated widely linear models and through performing rigorous gradient calculation (HR-calculus). Further, mean square error analysis is performed based on the energy conservation principle, which provides a theoretical justification for the WLQAPA offering enhanced steady state performance for quaternion noncircular (improper) signals, a typical case in real world scenarios. Simulations on benchmark circular and noncircular signals, and on noncircular real world 4D wind and 3D body motion data support the analysis.