NAJan 29, 2018
Simultaneous diagonalisation of the covariance and complementary covariance matrices in quaternion widely linear signal processingMin Xiang, Shirin Enshaeifar, Alexander E. Stott et al.
Recent developments in quaternion-valued widely linear processing have established that the exploitation of complete second-order statistics requires consideration of both the standard covariance and the three complementary covariance matrices. Although such matrices have a tremendous amount of structure and their decomposition is a powerful tool in a variety of applications, the non-commutative nature of the quaternion product has been prohibitive to the development of quaternion uncorrelating transforms. To this end, we introduce novel techniques for a simultaneous decomposition of the covariance and complementary covariance matrices in the quaternion domain, whereby the quaternion version of the Takagi factorisation is explored to diagonalise symmetric quaternion-valued matrices. This gives new insights into the quaternion uncorrelating transform (QUT) and forms a basis for the proposed quaternion approximate uncorrelating transform (QAUT) which simultaneously diagonalises all four covariance matrices associated with improper quaternion signals. The effectiveness of the proposed uncorrelating transforms is validated by simulations on both synthetic and real-world quaternion-valued signals.
SYOct 2, 2014
Distributed Widely Linear Frequency Estimation in Unbalanced Three Phase Power SystemsSithan Kanna, Dahir H. Dini, Yili Xia et al.
A novel method for distributed estimation of the frequency of power systems is introduced based on the cooperation between multiple measurement nodes. The proposed distributed widely linear complex Kalman filter (D-ACKF) and the distributed widely linear extended complex Kalman filter (D-AECKF) employ a widely linear state space and augmented complex statistics to deal with unbalanced system conditions and the generality complex signals, both second order circular (proper) and second order noncircular (improper). It is shown that the current, strictly linear, estimators are inadequate for unbalanced systems, a typical case in smart grids, as they do not account for either the noncircularity of Clarke's αβ-voltage in unbalanced conditions or the correlated nature of nodal disturbances. We illuminate the relationship between the degree of circularity of Clarke's voltage and system imbalance, and prove that the proposed widely linear estimators are optimal for such conditions, while also accounting for the correlated and noncircular nature of real-world nodal disturbances. {Synthetic and real world} case studies over a range of power system conditions illustrate the theoretical and practical advantages of the proposed methodology.
LGFeb 19, 2014
Diffusion Least Mean Square: SimulationsJonathan Gelati, Sithan Kanna
In this technical report we analyse the performance of diffusion strategies applied to the Least-Mean-Square adaptive filter. We configure a network of cooperative agents running adaptive filters and discuss their behaviour when compared with a non-cooperative agent which represents the average of the network. The analysis provides conditions under which diversity in the filter parameters is beneficial in terms of convergence and stability. Simulations drive and support the analysis.