Prediction of wide-sense stationary quaternion random signals

摘要

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.