Prediction of wide-sense stationary quaternion random signals

Authors:
JesúS Navarro-Moreno;Rosa M. FernáNdez-Alcalá;Clive Cheong Took;Danilo P. Mandic
Affiliations:
University of Jaén, Department of Statistics and Operations Research, Campus Las Lagunillas, 23071 Jaén, Spain;University of Jaén, Department of Statistics and Operations Research, Campus Las Lagunillas, 23071 Jaén, Spain;University of Surrey, Department of Computing, Guildford GU27XH, UK;Imperial College, Department of Electrical and Electronic Engineering, London SW7 2AZ, UK
Venue:
Signal Processing
Year:
2013

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Abstract

An efficient widely linear prediction algorithm is introduced for the class of wide-sense stationary quaternion signals. Specifically, using second order statistics information in the quaternion domain, a multivariate Durbin-Levison-like algorithm is derived. The proposed solution can be applied under a very general formulation of the problem, allowing for the estimation of a function of the quaternion signal which is observed through a system with both additive/multiplicative noises.