Title :
Study of the quaternion LMS and four-channel LMS algorithms
Author :
Took, Clive Cheong ; Mandic, Danilo ; Benesty, Jacob
Author_Institution :
Electr. Eng. Dept., Imperial Coll. London, London
Abstract :
The recently proposed quaternion least-mean-square (QLMS) algorithm for adaptive filtering of three- and four-dimensional signals has been analysed in the context of multi-step ahead prediction. For rigour, the relationship between multichannel LMS (MLMS) and QLMS is examined, and their differences are highlighted. This is achieved both in terms of the input-output relationship and in terms of the dynamics of weight updates. The convergence of QLMS is investigated and stability bounds confirm that QLMS and MLMS are fundamentally different. Simulations on both synthetic and real world multidimensional signals support the analysis.
Keywords :
adaptive filters; least mean squares methods; adaptive filtering; four-channel LMS algorithm; multichannel LMS; quaternion LMS algorithm; quaternion least-mean-square algorithm; Adaptive filters; Algorithm design and analysis; Analytical models; Convergence; Filtering algorithms; Least squares approximation; Multidimensional systems; Quaternions; Signal analysis; Stability; Quaternion adaptive filtering; multidimensional systems; multistep prediction; wind modelling;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-2353-8
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2009.4960282