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

Item Type:	Article
Authors :	Name Email ORCID Navarro-Moreno, J Fernández-Alcalá, RM Cheong Took, C c.cheongtook@surrey.ac.uk Mandic, DP
Date :	1 September 2013
Identification Number :	10.1016/j.sigpro.2013.02.007
Depositing User :	Symplectic Elements
Date Deposited :	17 May 2017 12:50
Last Modified :	17 May 2017 15:06
URI:	http://epubs.surrey.ac.uk/id/eprint/836909

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