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 \mathbb {C}^{\eta } -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.
| Original language | English |
|---|---|
| Article number | 8363059 |
| Pages (from-to) | 72-84 |
| Number of pages | 13 |
| Journal | IEEE Transactions on Neural Networks and Learning Systems |
| Volume | 30 |
| Issue number | 1 |
| DOIs | |
| State | Published - Jan 2019 |
| Externally published | Yes |
Keywords
- Interacting multiple-model (IMM) algorithm
- multiple-model adaptive estimation (MMAE)
- quaternion Kalman filters
- quaternion noncircularity
- static multiple-model (SMM) algorithm
- widely linear processing
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