Abstract

This paper deals with the nonlinear minimum mean-squared error estimation problem by using a quaternion widely linear model. On the basis of the information supplied by a Gaussian signal and its square, a quaternion observation process is defined and then, by applying a widely linear processing, an optimal estimator for the continuous-time setting is provided. The special structure of the estimator proves its superiority over the complex-valued widely linear solution. The continuous-discrete version of the problem is also studied where the solution takes the form of a suboptimal estimator useful in practical applications. In addition, the particular case of signal plus noise is considered in which the suboptimal solution and its associated error can be implemented through an iterative algorithm. Two numerical simulation examples are presented showing the advantages of the proposed approach.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.