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Prediction of wide-sense stationary quaternion random signals

Navarro-Moreno, J, Fernández-Alcalá, RM, Cheong Took, C and Mandic, DP (2013) Prediction of wide-sense stationary quaternion random signals Signal Processing, 93 (9). pp. 2573-2580.

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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. © 2013 Elsevier B.V. All rights reserved.

Item Type: Article
Divisions : Surrey research (other units)
Authors :
Navarro-Moreno, J
Fernández-Alcalá, RM
Cheong Took,
Mandic, DP
Date : 1 September 2013
DOI : 10.1016/j.sigpro.2013.02.007
Depositing User : Symplectic Elements
Date Deposited : 17 May 2017 12:50
Last Modified : 24 Jan 2020 22:55

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