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Quaternion-Valued Stochastic Gradient-Based Adaptive IIR Filtering

Took, CC and Mandic, D (2010) Quaternion-Valued Stochastic Gradient-Based Adaptive IIR Filtering IEEE Transactions on Signal Processing, 58 (7). pp. 3895-3901.

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A learning algorithm for the training of quaternion valued adaptive infinite impulse (IIR) filters is introduced. This is achieved by taking into account specific properties of stochastic gradient approximation in the quaternion domain and the recursive nature of the sensitivities within the IIR filter updates, to give the quaternion-valued stochastic gradient algorithm for adaptive IIR filtering (QSG-IIR). Further, to reduce computational complexity, a variant of the QSG-IIR is introduced, which for small stepsizes makes better use of the available information. Stability analysis and simulations on both synthetic and real world 4D data support the approach.

Item Type: Article
Divisions : Surrey research (other units)
Authors : Took, CC and Mandic, D
Date : July 2010
DOI : 10.1109/TSP.2010.2047719
Related URLs :
Depositing User : Symplectic Elements
Date Deposited : 28 Mar 2017 14:12
Last Modified : 24 Jan 2020 11:54

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