• DocumentCode
    61268
  • Title

    Quaternion VAR Modelling and Estimation

  • Author

    Ginzberg, P. ; Walden, A. T.

  • Author_Institution
    Department of Mathematics, Imperial College London, London, UK
  • Volume
    61
  • Issue
    1
  • fYear
    2013
  • fDate
    Jan.1, 2013
  • Firstpage
    154
  • Lastpage
    158
  • Abstract
    Quaternion vector autoregression (VAR) modeling is a natural extension of real and complex VAR. We demonstrate how a quaternion VAR can be treated as a special case of structured real VAR. We show that generalized least squares and (under Gaussianity) maximum likelihood estimation of the parameters reduces to simple least squares estimation if the innovations are quaternion proper.
  • Keywords
    Biological system modeling; Covariance matrix; Least squares approximation; Quaternions; Reactive power; Technological innovation; Vectors; Least squares; maximum likelihood; quaternions; vector autoregressive process;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/TSP.2012.2226170
  • Filename
    6338358
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=61268