Multiple-Model Adaptive Estimation for 3-D and 4-D Signals: A Widely Linear Quaternion Approach

IEEE Trans Neural Netw Learn Syst. 2019 Jan;30(1):72-84. doi: 10.1109/TNNLS.2018.2829526. Epub 2018 May 23.

Abstract

Quaternion state estimation techniques have been used in various applications, yet they are only suitable for dynamical systems represented by a single known model. In order to deal with model uncertainty, this paper proposes a class of widely linear quaternion multiple-model adaptive estimation (WL-QMMAE) algorithms based on widely linear quaternion Kalman filters and Bayesian inference. The augmented second-order quaternion statistics is employed to capture complete second-order statistical information in improper quaternion signals. Within the WL-QMMAE framework, a widely linear quaternion interacting multiple-model algorithm is proposed to track time-variant model uncertainty, while a widely linear quaternion static multiple-model algorithm is proposed for time-invariant model uncertainty. A performance analysis of the proposed algorithms shows that, as expected, the WL-QMMAE reduces to semiwidely linear QMMAE for [Formula: see text]-improper signals and further reduces to strictly linear QMMAE for proper signals. Simulation results indicate that for improper signals, the proposed WL-QMMAE algorithms exhibit an enhanced performance over their strictly linear counterparts. The effectiveness of the proposed recursive performance analysis algorithm is also validated.